mirror of
https://github.com/webclinic017/drift.git
synced 2026-07-28 03:08:01 +00:00
Mark Aron Szulyovszky
1cd0119589
* fix(FeatureExtractor): apply log to transform some series to normality * feat(DataLoader): add ability of not returning returns when they're not needed (exogenous data), applied log to certain features * feat(FeatureExtractors): added standard scaling for exogenous data * feat(FeatureSelection): scale data with the passed in scaler before doing feature-selection * fix(Config): sweep config * feat(Models): output probability, store it * feat(Core): added caching to select_features() and load_data() * fix(Dependencies): added diskcache * fix(Training): error when creating results DF * feat(Models): added xgboost, fixed tests * refactor(Cache): moved hashing to a separate function, created wrapper functions to separate business logic and caching * fix(Tests): new syntax * fix(Model): XGboost can't handle -1 class, so we'll use the deprecated label_encoder fornow * fix(Model): XGBoost config * feat(Cache): add run_clear_cache script * fix(Pipeline) accidentally re-instatiating all_predictions for each asset
33 lines
461 B
YAML
33 lines
461 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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- tqdm
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- pip
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- pandas-ta
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- xgboost
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- pip:
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- fracdiff
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- ray
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- diskcache
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prefix: /usr/local/anaconda3/envs/quant
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