mirror of
https://github.com/webclinic017/drift.git
synced 2026-07-28 03:08:01 +00:00
Mark Aron Szulyovszky
f762ceed2a
* feat(FeatureExtraction): added fractionally differentiated returns to remove lagged returns * fix(Sweep): config * fix(Sweep): name * fix(Sweep): grid * feat(Config): separated sliding_window_size_level1 & sliding_window_size_level2 * feat(Dependencies): added ray, now using it to parallel process feature extraction * fix(Dependencies): added pip explicitly * fix(Dependencies): removed ray from root * fix(Models): average model was probably not taking the right timestamp to average * feat(Config): separated expanding_window_level1 & expanding_window_level2 * fix(Config): set n_features_to_select to the optimal 30
29 lines
410 B
YAML
29 lines
410 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=2021.4.0
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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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- 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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- wandb
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- python-dotenv
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- tscv
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- pip
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- pip:
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- fracdiff
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- ray
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prefix: /usr/local/anaconda3/envs/quant
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