mirror of
https://github.com/webclinic017/drift.git
synced 2026-08-06 23:57:49 +00:00
Mark Aron Szulyovszky
81c217a401
* 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)
138 lines
1.8 KiB
Plaintext
138 lines
1.8 KiB
Plaintext
# Byte-compiled / optimized / DLL files
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__pycache__/
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*.py[cod]
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*$py.class
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# C extensions
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*.so
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# Distribution / packaging
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.Python
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build/
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develop-eggs/
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dist/
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downloads/
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eggs/
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.eggs/
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lib/
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lib64/
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parts/
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sdist/
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var/
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wheels/
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pip-wheel-metadata/
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share/python-wheels/
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*.egg-info/
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.installed.cfg
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*.egg
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MANIFEST
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# Usually these files are written by a python script from a template
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