Mark Aron Szulyovszky 81c217a401 feat(Portfolio): reporting MVP (#108) ...

* feat(DataLoader): added load_only_returns() method

* feat(Portfolio): load predictions

* feat(Portfolio): normalize weights

* feat(Portfolio): started integrating with portfoliobt

* feat(Portfolio): include fees in the portfolio construction

* feat(Portfolio): demo of pyportfolioopt

* feat(Portfolio): get efficient frontier calculation to work

* feat(Portfolio): add a few strategies to create weights

* chore(Dependencies): remove pyportfolioopt for now

* fix(Dependencies): try to install all dependencies with pip

* fix(Dependencies): indentation

* fix(Dependencies): corrected pytorch module name

* fix(Dependencies): try to have as many modules installed by conda for the sake of sanity?

* fix(Dependencies): put fracdiff into pip modules

* fix(Dependencies): revert to using pip almost exclusively

* feat(Portfolio): added alphalens

* fix(Portfolio): got limited weights working

* feat(Portfolio): trying to get alphalens to work

* feat(Portfolio): alphalens working

* fix(Dependencies): removed vectorbt

* fix(Dependencies): use alphalens-reloaded

* fix(Dependencies): added conda source for alphalens-reloaded

* refactor(Portfolio): removed traces of vectorbt

* feat(Reporting): factor reporting done

* feat(Portfolio): added pyfolio reporting (fails bc alphalens is not working properly lol)

2022-01-08 00:05:36 +01:00

..

collections.py

feat(Data): added daily_glassnode DataCollection (#99)

2022-01-03 13:57:36 +01:00

get_prices.py

feat(Data): create DataSource, DataCollection, added hourly crypto data (#96)

2021-12-31 19:04:27 +01:00

load_data.py

feat(Portfolio): reporting MVP (#108)

2022-01-08 00:05:36 +01:00

pytorch_dataset.py

feature(Models): Implemented a basic Neural Network with Pytorch-Lightning (#101)

2022-01-05 12:25:03 +01:00