mirror of
https://github.com/webclinic017/drift.git
synced 2026-08-01 05:07:47 +00:00
Mark Aron Szulyovszky
cc7061b456
* fix(Core): correct forward returns calculation, classifiers are now working again, only train from when asset returns are available * feat(Utils): added get_first_valid_return_index() * feat(Ensemble): return models from `run_whole_pipeline` * feat(Ensemble): added ensemble step, fixed walk_forward_train_test predictions index confusion, * chore(Pipeline): remove unnecessary extra ensemble results dataframe * refactor(Core): removed unnecessary ensemble_train_predict, moved run_single_asset_trainig_pipeline to a separate file * feat(Training): added scaling on expanding window (the past) to walk_forward_train_test(), now printing out mean sharpe ratio * feat(CI): added environment.yml file * chore(Environment): update env.yml * feat(CI): added testing workflow * fix(CI): renamed enviroment.yml * fix(Tests): added missing new parameter to walk_forward_train_test()
21 lines
308 B
YAML
21 lines
308 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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dependencies:
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- python=3.9
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- seaborn
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- scikit-learn-intelex
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- ipython
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- scipy
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- scikit-learn
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- numba
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- pytorch
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- matplotlib
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- numpy
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- quantstats
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- pytorch-lightning
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- pytest
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prefix: /usr/local/anaconda3/envs/quant
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