Commit Graph

41 Commits

Author SHA1 Message Date
Henrique Joaquim
a37d9032e3 Hotfix/fix black (#4101)
* Fix plot look when using eval and add query to choices (#3881)

* convert index to datetime and update choices

* uncomment economy integration test

* fix treasury concat bug

* fix datasets concat on duplciates

* Lock ruff version so that new lints dont break our CI (#3905)

* Lock ruff version so that new lints dont break our CI

* Bumped pre-commit ruff version

* returning always a dataframe

* Revert "returning always a dataframe"

This reverts commit d5dbf3132f.

* black everything

---------
2023-02-01 12:33:15 +00:00
Jeroen Bouma
a6042b8578 Copy paste all the sheet names (#4035)
* bump

* Update ALL the exports with sheet name option

* Update contributing too

* Add in sheet name to each docstring

* Update tests

* Fix the small things for tests

* Converting CONTRIBUTING.md back since I put minimal changes in and it complains

* Fix terminal exit after `--sort p/e` (#4013)

* fix scr sort exit

* rewrite unit test output

* rewind slash replace

* rewind slash replace

* fix regex

* rewrite expected scr tests

* black

Co-authored-by: James Maslek <jmaslek11@gmail.com>

* fix: small typo (#4036)

* fix income comparison error (#4029)

* Update tests due to yfinance error

* I broke tests and fixed them

* Fix tests?

* Missed a few sheet name additions

* missed one more

* Fix some missing sheet_name parameters

* Fix a test I broke

* Update tests due to changes with sheet_name

* Update stocks and common

* Mutual funds just because

* Portfolio update

* Update Forecast

* Update Futures

* Update ETF

* Update Economy

* Update Crypto

* Update others

* Update documentation to explain --sheet-name

* It should be None test

* Add None for sheet_name since empty string can result in errors

* Formatting

* Fix tests

* Update documentation

* Also update the image

* Add back to options commands

Co-authored-by: james <jmaslek11@gmail.com>
Co-authored-by: Jeroen Bouma <jeroenbouma@Jeroens-MacBook-Pro.local>
Co-authored-by: montezdesousa <79287829+montezdesousa@users.noreply.github.com>
Co-authored-by: jose-donato <43375532+jose-donato@users.noreply.github.com>
Co-authored-by: teh_coderer <me@tehcoderer.com>
2023-01-26 09:53:21 -05:00
martinb-bb
29eef20dda Quantile Anomaly Detection on Timeseries (#3980)
* init commit

* model + view

* fixes plus doc strings

* tests

* trail map

* remove )

* linting?

* fix

* refactor

* renaming

* rename v2

* final chart

* linting

Co-authored-by: James Maslek <jmaslek11@gmail.com>
2023-01-21 15:53:29 -05:00
martinb-bb
cf1603ade2 Dependancy updates: Darts --> 0.23.0 & thepassiveinvestor --> 1.0.11 (#3866)
* Poetry updates + reqs

* check import
2023-01-04 07:26:54 -05:00
martinb-bb
4c3c87d11b hot fix: True Range Feature (#3793)
* fix atr feature eng

* fix

Co-authored-by: James Maslek <jmaslek11@gmail.com>
2022-12-16 12:00:29 -05:00
James Simmons
0aae71cba8 Fixes Portfolio & Forecasting working on Intel Installer (#3745)
* removing astropy and riskfolio

* trying to find forecast error

* adding back in signing and notarizing

* adding import checker command

* adding darts to spec file

* removing darts and adding all entitlements

* removing debug entitlement

* adding back in debug

* reverting changes

Co-authored-by: James Maslek <jmaslek11@gmail.com>
2022-12-15 20:34:57 -05:00
martinb-bb
e38fec5a5c Tensorboard Integration + model export location (#3734)
* adding tensorboard support for possible models

* updates

* brnn

* rest of the models

* black

* update website URL

* reword

Co-authored-by: James Maslek <jmaslek11@gmail.com>
2022-12-12 19:17:15 -05:00
martinb-bb
b1f3dc1bf1 fixing parameters (#3602)
Co-authored-by: James Maslek <jmaslek11@gmail.com>
2022-11-28 09:27:11 -05:00
martinb-bb
e1bba247e2 Forecast docstring fixes and other things (#3564)
* init commit for doc string fixes

* quick fix

* Forecast Guide Draft 1

* grammar

* sentence edit

* missing word

* target column is a string, not a list. ooops

* clarification on default target column

* minor mods

* more fixes

* Fixed dashboard

* val instead of tickerseries

* Added fixes

* $ --> <>

* Fixed pylint

* one quick change

Co-authored-by: Danglewood <85772166+deeleeramone@users.noreply.github.com>
Co-authored-by: Colin Delahunty <72827203+colin99d@users.noreply.github.com>
Co-authored-by: colin99d <colin99delahunty@gmail.com>
2022-11-25 17:13:38 -05:00
Colin Delahunty
af0eb7b2b9 Forecast and Economy PR (#3500)
* Added fix

* Progressed on forecast, did economy

* Fix python 3.10 code

* Fix economy

* Update choices generation

* Fix economy

* Fix choices generation

* Economy fixes

* Added improvements

* Continued work on improving forecast

* Added fixes

* Continuing

* Got some fixes in

* Added fixes

* Added fixes

* Added fixes

* Added fixes

Co-authored-by: Chavithra PARANA <chavithra@gmail.com>
2022-11-25 06:44:18 +01:00
Theodore Aptekarev
15d1870194 Reorganize project extras for a pip installable package (#3432)
* Re-solve the dependencies for optimization extras

* Remove unused reportlab helpers

* Update install from source and troubleshooting docs

* Fix typos found by cspell

* Prevent po menu from launching when optimization toolkit not installed

* Add optimization dependencies to default requirements.txt for the CI

* Add optimization toolkit installation to the CI

* Fix markdown linting

* Update CI test dependency installation for matrix tests

* Fix markdown linting

* Update source installation docs

* Clean up ToC in the main readme

* Update the SDK documentation

* Fix markdown linting after making readme sections linkable

* Fix more markdown linting

* Fix more markdown linting

* Update secrets detection with exclusion rules

* Bump detect-secrets configuration

* Tune secret detector

* Fix more markdown linting

* Add optimization toolkit install to installer GH actions

* Add optimization toolkit install to docker build

* Fix typos

* Add "all" extras setting to install torch and riskfolio

* Move forecasting dependencies to pyproject.toml

* Update CI build configs

* Update documentation to feature the "all" extra

* Lint markdown

* Update docs to specify requirement of having a C compiler

* Added log Id to codesigning steps in inteel Macos workflow

* Changed disk for the m1 macos build

* Changed disk for the m1 macos build

* Changed disk for the intel macos build

* taking out sigtool removal line

* Remove dev version number from pyproject.toml

* removing sigtool from all build steps

* changes to m1 build and commenting test_report_economy

* more m1 build changes

* testing exit on conda setup

* some more

* changing shell to bash to setup conda

* bash on lines

* bash on all lines

* small bash removals

* intel fix and test_crypto int test

* upgrading setupminiconda version

* adding back in intel conda init and reset

* intel removal of init

* taking bash back out from m1

* removing old codesign lines

* adding codesign specific binaries

* ssl fix for all terminal

* removing if installer

* various ssl fixes across commands

* fixing ssl mistake

* integration test changes

* Linting + remove comment

* Update poetry.lock

* Update requirements

* Update the docs to mention that PO is not working on arm arch

* Update deps to pin setuptools

* Disable reports on pyinstaller packaged version

* Update reports

* small grammar change for forecast report message

* Pin grpcio following introduced regression in 1.51.0

* Update docs to reflect changes in how optimization is installed

Co-authored-by: Luqman Bello <lb@Luqmans-MacBook-Pro.local>
Co-authored-by: James Simmons <simmonsj330@gmail.com>
Co-authored-by: James Simmons <53658028+simmonsj330@users.noreply.github.com>
Co-authored-by: James Maslek <jmaslek11@gmail.com>
Co-authored-by: Chavithra <chavithra@gmail.com>
2022-11-22 12:33:59 -05:00
James Simmons
8e18d47298 Fixing exit command on forecast menu (#3421)
* adding additional exit to queue

* changing forecast controller

Co-authored-by: James Maslek <jmaslek11@gmail.com>
2022-11-16 10:56:35 -05:00
Henrique Joaquim
0ae89d6cc2 Style fixing: removing --ascend/--descend (#3395)
* stocks candle to use reverse

* qa raw to use reverse

* etf candle to use reverse

* oss rossix to use reverse

* crypto/defi to use reverse

* crypto/disc to use reverse

* added test

* crypto/dd to use reverse

* crypto/onchain to use reverse

* crypto/ov to use revert

* forex candle to use revert

* conibase controller to use revert

* tests to use reverse

* covid to use reverse

* removing ascend

* removing ascend from econ

* more removing ascend

* more removing ascend

* more removing ascend

* fixing stuff on .md files

* fixed economy controller tests

* fixed screener tests

* fa controller to use comma separated when multiple inputs
2022-11-14 15:04:34 +00:00
fede
37c943f3d0 [FEAT] StatsForecast MSTL forecasting model (#3338)
* feat: add mstl model

* feat: update mstl usage example

* SDK : Checkout files from main

* SDK : update forecasting map

* feat: reformat forecast controller black

* fix: add pylint exp to preserve informative warning

* fix: merge formatting

Co-authored-by: Jeroen Bouma <jer.bouma@gmail.com>
Co-authored-by: Chavithra PARANA <chavithra@gmail.com>
Co-authored-by: martinb-bb <105685594+martinb-bb@users.noreply.github.com>
2022-11-13 21:15:15 -05:00
fede
d2b49b3438 [FEAT] StatsForecast AutoARIMA forecasting model (#3336)
* feat: add autoarima model

* Revert "feat: add autoarima model"

This reverts commit a1d0f08a18.

* Revert "Revert "feat: add autoarima model""

This reverts commit c3e25eff0d.

* hooks

* feat: update autoarima example

* fix: code style

* fix: remove unused file

* SDK : Checkout files from main

* SDK : update forecasting map

* Linting

* fix: merge formatting

Co-authored-by: martinb-bb <105685594+martinb-bb@users.noreply.github.com>
Co-authored-by: Chavithra PARANA <chavithra@gmail.com>
2022-11-13 18:56:11 -05:00
fede
a790cbc77c [FEAT] StatsForecast RandomWalkWithDrift forecasting model (#3339)
* feat: add random walk with drift model

* feat: update rwd usage example

* fix: remove seasonal periods from rwd

* SDK : Checkout files from main

* SDK : update forcasting map

Co-authored-by: martinb-bb <105685594+martinb-bb@users.noreply.github.com>
Co-authored-by: Chavithra PARANA <chavithra@gmail.com>
2022-11-13 00:28:21 -05:00
fede
d56eedc58b [FEAT] Automatic Statistical Forecasting (#3317)
* feat: add autostatsforecast

* feat: update autostatsforecast description

* feat: improve print results

* fix: update autostatsforecat docs (sorted results)

* fix: rename autostatsforecast -> beststatsmodel

* feat: try-except statsforecast imports

* fix: update beststatsmodel example

* fix: delete unused file

* fix: rename beststatsmodel -> autoselect command

* fix: update autoselect command description

* SDK : Fetch `trail_map_forecasting.csv`

* SDK : add `forecast.autoselect`

* SDK : update `sdk.py`

* feat: add pylint exep to preserve informative warning

Co-authored-by: martinb-bb <105685594+martinb-bb@users.noreply.github.com>
Co-authored-by: Chavithra PARANA <chavithra@gmail.com>
2022-11-12 22:42:32 -05:00
fede
a4e5e436d5 [FEAT] StatsForecast AutoCES forecasting model (#3337)
* feat: add autoces model

* feat: update autoces example

* fix: remove unused file

Co-authored-by: martinb-bb <105685594+martinb-bb@users.noreply.github.com>
2022-11-08 15:27:12 -05:00
fede
de0125076e [FEAT] StatsForecast SeasonalNaive forecasting model (#3340)
* feat: add seasonalnaive model

* feat: update seasonalnaive usage example

Co-authored-by: martinb-bb <105685594+martinb-bb@users.noreply.github.com>
2022-11-08 14:16:11 -05:00
martinb-bb
c6825ebf84 [UX improvement] Adding in docs URL to help commands on terminal (#3330)
* links to docs

* update docs
2022-11-07 19:28:39 +01:00
Colin Delahunty
1f4c150dc2 Refactors Econometrics and Forecast load commands and controller (#3299)
* Replaces / with _ when loading forecast

* Makes econometrics and forecast load function one common function

* Remove examples from forecast and fix econometrics load --examples bug

* Fixed some tests

* Expands error handling, fixes SDK routes

* Added error handling

Co-authored-by: James Maslek <jmaslek11@gmail.com>
2022-11-04 11:27:16 -04:00
martinb-bb
58d2799ac7 Fix 3188 - UX for Feature Engineering functions (#3224)
* fix depr. warning

* console printout enhancment

* improvement to sto for UX

* average true range UX

* signal UX improv.
2022-10-31 20:45:26 -04:00
fede
826303eec1 [FEAT] StatsForecast AutoETS forecasting model (#2988)
* feat: add autoets model

* feat: update autoets index

* feat: add verbose option

* feat: freq preprocessing

* feat: improve test size call

* feat: add statsforecast dep to conda env full

Co-authored-by: James Maslek <jmaslek11@gmail.com>
Co-authored-by: martinb-bb <105685594+martinb-bb@users.noreply.github.com>
2022-10-31 14:58:16 -04:00
DidierRLopes
07c4c7c9b1 improve forecast menu usability (#3189)
Co-authored-by: martinb-bb <105685594+martinb-bb@users.noreply.github.com>
2022-10-31 13:40:49 -04:00
DidierRLopes
ad3637f44e Better UX when model cant find best theta (#3133)
* protect from when model cant find best theta

* noqa

* better error message

* error message

* error to str

* general purpose loading ( incl. expo model)

* adding return

* error colour

Co-authored-by: martinb-bb <martin.bufi@openbb.finance>
Co-authored-by: Colin Delahunty <72827203+colin99d@users.noreply.github.com>
2022-10-28 09:48:01 +01:00
martinb-bb
a8da01dc72 Increase number of columns to show in data set (#3046)
* working slider to limit columns to show

* hugo

* black
2022-10-25 12:43:38 -04:00
Colin Delahunty
4fa0b98fb8 Allowed for newly exported files to be loaded (#2894) 2022-10-18 14:28:40 +02:00
martinb-bb
80f857a22a Allow users to export predictions into raw csv (#2884)
* expo and theta

* rnn + controller updates

* changes and fixes to the rest

* updated docs

* format csv

Co-authored-by: James Maslek <jmaslek11@gmail.com>
2022-10-17 19:47:18 -04:00
Chavithra
081ccd2fbd Moving custom_imports into openbbterminal folder. (#2858)
* Move custom_imports

* Tests : updating paths

* Removed custom imports

* Fixed the futures dashboard

* Removed old tests

Co-authored-by: Colin Delahunty <72827203+colin99d@users.noreply.github.com>
Co-authored-by: colin99d <colin99delahunty@gmail.com>
Co-authored-by: martinb-bb <105685594+martinb-bb@users.noreply.github.com>
2022-10-17 15:35:19 +02:00
martinb-bb
26c491281c Notify users of old darts version (#2853)
* notify users of old darts version

* format

Co-authored-by: James Maslek <jmaslek11@gmail.com>
2022-10-14 23:33:21 -04:00
Chavithra
aebdddc286 Moving terminal.py file (#2837)
* Move terminal file

* Update terminal_controller + paths

* Add new terminal.py

* Change constant : USER_CUSTOM_IMPORTS_DIRECTORY

* Changing constant : USER_PORTFOLIO_DATA_DIRECTORY

* Changing constant : ROUTINES_DIRECTORY

* Changing constant : DATA_SOURCES_DEFAULT_FILE

* Changing constant : PRESETS_DIRECTORY

* Update paths

* Update `terminal_controller` module

* Apply black

* Update worfklow + precommit hook

* Update workflow

* Tests : terminal_controller

* Tests : terminal_controller
2022-10-14 15:12:22 +02:00
martinb-bb
983933faec Regression Models Explainability (XAI) using SHAP (#2766)
* SHAP for regression models

* fixed Xai

* fix colours of axis

* raw explain DF

* naming convention

* removed printing. exports to csv now

* i18n update

* re-add back in. need to set new fix

Co-authored-by: James Maslek <jmaslek11@gmail.com>
Co-authored-by: Colin Delahunty <72827203+colin99d@users.noreply.github.com>
2022-10-13 17:39:44 -04:00
Colin Delahunty
fcb58ca910 Fixed plotting command (#2809)
* Fixed plotting command

* Added Martin change requests

* Fixed pylint

Co-authored-by: martinb-bb <105685594+martinb-bb@users.noreply.github.com>
2022-10-13 10:50:38 -04:00
martinb-bb
c24e620b83 Forecast i8n name changes (#2790)
* i8n name changes

* including regr models

Co-authored-by: James Maslek <jmaslek11@gmail.com>
Co-authored-by: Colin Delahunty <72827203+colin99d@users.noreply.github.com>
2022-10-12 13:38:18 -04:00
Colin Delahunty
40a39d108b Added path fix (#2789)
* Added path fix

* Fixed path
2022-10-11 15:26:01 -04:00
Colin Delahunty
0c9a4fafc4 Nhits (#2779)
* Added nhits, updated docs

* Added nhits docs

* Updated docs image

* Added funot docs

* Fixed martin changes

* Added nhits tests

* Fixed hugo issues

Co-authored-by: martinb-bb <105685594+martinb-bb@users.noreply.github.com>
2022-10-11 12:03:28 -04:00
northern-64bit
28a0cfd2ee Improved auto completion (#2763)
* Adding improved auto complete to all menus

* Improve autocomplete

* Done

* Linting : fix unused imports

* Tests : fix help messages

* Fixing typing

* Tests : forex

* Tests: stocks

* Stocks/TA

* Linting

* Stocks/insider

* Portfolio/Broker/Degiro

* Linting

Co-authored-by: Chavithra PARANA <chavithra@gmail.com>
2022-10-11 16:07:24 +02:00
Colin Delahunty
92a0146868 Fixes bug with plotting the date column (#2783)
Co-authored-by: martinb-bb <105685594+martinb-bb@users.noreply.github.com>
2022-10-11 09:39:23 -04:00
martinb-bb
8615a0e1d0 single day fcast (#2756)
Co-authored-by: Colin Delahunty <72827203+colin99d@users.noreply.github.com>
2022-10-11 08:33:45 +01:00
Colin Delahunty
17ec68fa44 Update darts (#2750) 2022-10-09 14:07:42 +02:00
martinb-bb
7fd72d9ee1 Forecasting Menu [Work in Progress] (#1933)
* Gave forecasting memory

* Fixed scripts, refactored

* FIxed poetry lock

* edge case check for forecast target

* Improved combine and load functionality

* Cleaned up translations

* Fixed issue with covariates

* Fixed issue checking covariates

* Another covariates check fix

* Ignored regr and linregr warnings

* Fixed covariate issues

* switched from forecasting to forecast

* Finished transition to forecast

* Can add entire dataset with one command

* Improved combine description

* Removed naming covariates

* Created new installation

* typo

* Make plot show dates if available

* Added better handling or users without the menu

* Removed unused file

* Fix

* Better handling for nontraditional datasets

* Fixed black and pylint

* Fixed tests

* Added darts install to main tests

* Working on darts with CI

* Added back test file

* Made large tables print better

* naive baseline

* typo

* Finished naive

* no dollar on prediction

* fixed positive MAPE bug

* quick refactoring

* Fixed two different args for same thing

* added extra patience

* linreg mape fix

* info fix

* Refactored API, bumped to Darts 0.21.0

* Added fixes

* Increased verbosity for wrong column

* Updated dependencies

* Hid warnings

* Fixed importing

* Fixed tests

* Fixed ugly seasonal plotting

* Fixed forecast line color

* Switched chart output to blue

* Simplified lambda_price_prediction_color

* fixed residuals

* Chnage

* Removed darts from CI per Chavi

* Added fixes to tests

* Added knnfix

* Fixed issue where n!= o

* Added changes

* Added changes

* Imrpoved forecast dash

* Added Theo notebook

* Added enhancements to dash

* Added notebook

* Added fix for jupyter lab

* Added debug stuff

* Change

* Updated docs

* Fixed formatting

* Fixed formatting

* Removed prints

* Filtered some info

* Added button to run model

* Improved api

* Added secret feautr (no peeking Martin)

* Cleaned code

* Fixed tests

* Added test fixes

* Added fixes

* Fixes

* FIxes for pres

* Remove bad tests

* Removed knn

* Fixed issues with removing mc

* doc for conda

* Added forecast improvements

* Added streamlit support

* Fixed issues

* fix expo with streamlit due to quantile()

* fixed performance issues with streamlit for now..

* clean up historical forecast with new trainer

* quick fix for regression trainer params

* Added fixes

* quick fix for other fix for regression trainer params

* table formatting for timestamp

* potential fix for inf in feature engineered datasets

* Basic working in new format

* dw

* Trying

* Fixed issues

* Improved graphing

* fixing trainer for LR and formatting

* doge and linting

* page break

* automatic cleaning of datasets

* automatic cleaning of datasets- fix

* Fixed forecast dates

* Made dashboard prettier

* Added fixes

* Added fixes

* Added options

* Fixed error

* remove caching

* adding in spinner

* Added vairable n_predict in streamlit

* Added mypy fix

* renaming and range change

* new index for n predict

* check positive float for window size

* Update _index.md

* Update _index.md

* Update _index.md

* Update _index.md

* Update _index.md

* Update _index.md

* Update _index.md

* Update _index.md

* Update _index.md

* renaming

* reorg files

* Update _index.md

* hidden which command for versions

* Update _index.md

* Update _index.md

* which: ns parser

* hugo for: which

* hugo for: forecasting fix

* formatting black

* update stock controller test

* Lay groundwork for better residual plotting

* improved delete to allow for periods in title

* improved automatic cleaning of inf

* Added new API

* Added new API

* Added new API

* formatting for black

* Updated our testing CI

* Reverted changes

* Added forecast docs

* Fixed mypy issues

* Fixes tests

* Did some refactoring, added a report

* new api in streamlit

* Added integrated tests

* Update _index.md

* improved loading in custom dataset

* menu spacing

* installer fixes

* Added docs fixes

* Adding comments to test if commit working

* Fixed report

* naming conventions

* formatting

* removing unused var

* Made last report imporvements

* Update README.md

* Added fix

* Switched to warning

* Added fixes

* Added fixes

* Added fixes

* Added fixes

* Update economy av view test

* Remove forgotten print statement

* Update depencencies

* Added verbosity to pytest

* Added fixes

* Fixed pylint

* Fixed actions checkout

* Added fixes

Co-authored-by: colin99d <colin99delahunty@gmail.com>
Co-authored-by: Colin Delahunty <72827203+colin99d@users.noreply.github.com>
Co-authored-by: James Simmons <simmonsj330@gmail.com>
Co-authored-by: minhhoang1023 <40023817+minhhoang1023@users.noreply.github.com>
Co-authored-by: Theodore Aptekarev <aptekarev@gmail.com>
2022-10-08 14:54:43 +02:00