gavindiaz/financial-machine-learning
1
0
Fork 0
mirror of https://github.com/firmai/financial-machine-learning.git synced 2026-08-04 06:37:45 +00:00
Code Issues Packages Projects Releases Wiki Activity

added search terms for data/portfolio construction/factor

Browse Source
This commit is contained in:
Bin Yang
2021-04-12 14:27:25 -04:00
parent 1e808ad899
commit b7fbc3f984
3 changed files with 36 additions and 6 deletions
Download Patch File Download Diff File Expand all files Collapse all files
.github/workflows/repo_status.yml
+1 -1
View File
@@ -21,7 +21,7 @@ jobs:
uses: actions/setup-python@v2
with:
python-version: 3.7
d
- name: Install dependencies
run: |
python -m pip install --upgrade pip
.github/workflows/wiki_gen.yml
+5 -5
View File
@@ -25,11 +25,11 @@ jobs:
python -m pip install --upgrade pip
if [ -f requirements.txt ]; then pip install -r requirements.txt; fi
# - name: execute py script # run the run.py to get the latest data
# run: |
# python git_status.py
# env:
# GIT_TOKEN: ${{ secrets.GIT_TOKEN }}
- name: execute py script # run the run.py to get the latest data
run: |
python git_status.py
env:
GIT_TOKEN: ${{ secrets.GIT_TOKEN }}
- name: execute py script # run the wiki_gen
run: |
git_status.py
+30
View File
@@ -154,6 +154,36 @@ def search_new_repo_by_category(category: str,
category,
min_stars_number=min_stars_number
)
elif category == 'Data Processing Techniques and Transformations':
combined_df = search_repo_multiple_terms(['data transformation trading',
'data transformation finance',
'data transformation time series'],
category,
min_stars_number=min_stars_number
)
elif category == 'Portfolio Selection and Optimisation':
combined_df = search_repo_multiple_terms(['portfolio optimization machine learning finance',
'portfolio optimization machine learning trading',
'portfolio construction machine learning finance'
'portfolio construction machine learning trading',
'portfolio optimization finance',
'portfolio optimization trading'],
category,
min_stars_number=min_stars_number
)
elif category == 'Factor and Risk Analysis':
combined_df = search_repo_multiple_terms(['risk factor finance',
'risk factor trading',
'risk premia factor finance'
'risk premia factor trading',
'style factor finance',
'style factor trading',
'macro factor finance',
'macro factor trading'
],
category,
min_stars_number=min_stars_number
)
# only find ones that need to be inserted
if combined_df is not None and existing_repo_df is not None: