mirror of
https://github.com/webclinic017/drift.git
synced 2026-07-28 03:08:01 +00:00
Mark Aron Szulyovszky
9d47ee942d
* feat(Project): use 5 minute data, running training in parallel, sped up cusum filter by 10x with numba * fix(WalkForward): inference mini-batch parallelization * fix(WalkForward): don't use the parallel version of any of the functions * feat(CI): download the data required * fix(Project): 5min_crypto folder added * fix(Evaluate): make sure we have numerical stability in returns * feat(Models): use SKLearn models directly to enable composability * feat(Inference): batched inference now working, added forecasting_horizon * fix(Inference): works again * fix(Inference) * chore(Models): remove unused Ensemble model * fix(Labeller): don't just forward shift returns, also take the sum of the data happened until then * Update test.yml
38 lines
578 B
YAML
38 lines
578 B
YAML
name: quant
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channels:
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- johnsnowlabs
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- conda-forge
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- defaults
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- ml4t
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- ranaroussi
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dependencies:
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- python=3.9
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- scikit-learn-intelex=2021.4.0
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- pip:
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- skorch
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- fracdiff
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- ray
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- diskcache
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- seaborn
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- ipython
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- ipykernel
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- scipy
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- scikit-learn
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- numba
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- matplotlib
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- numpy
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- quantstats
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- pytest
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- wandb
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- python-dotenv
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- tscv
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- tqdm
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- pandas-ta
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- xgboost
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- lightgbm
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- alphalens-reloaded
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- vectorbt
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- pydantic
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- pandera[mypy]
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prefix: /usr/local/anaconda3/envs/quant
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