Commit Graph

31 Commits

Author SHA1 Message Date
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
418fef58e4 Forecasting sdk and environment changes (#3381)
* Forecasting sdk and environment changes

* reverting back to correct pyproject version

* reqs update for protobuf

Co-authored-by: James Maslek <jmaslek11@gmail.com>
Co-authored-by: martinb-bb <105685594+martinb-bb@users.noreply.github.com>
2022-11-15 23:46:00 -05:00
martinb-bb
73a622058f removing explicit statsforecast version from conda and fixing numpy (#3291)
* removing explicit statforecast version

* changing numpy to 1.23.4

Co-authored-by: James Simmons <simmonsj330@gmail.com>
2022-11-04 07:04:31 +01:00
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
James Simmons
da7ee5c623 installer fix by changing numpy version (#2806)
Co-authored-by: martinb-bb <105685594+martinb-bb@users.noreply.github.com>
2022-10-12 14:09:33 -04:00
Theodore Aptekarev
c7ab888223 Revert "Update env requirements to enable forecasting on m1 macs"
This reverts commit 9be74cee1f.
2022-10-09 23:33:47 +02:00
Theodore Aptekarev
9be74cee1f Update env requirements to enable forecasting on m1 macs 2022-10-09 23:32:47 +02:00
Colin Delahunty
ec9b940626 Update conda-3-9-env-full.yaml (#2753) 2022-10-09 16:10:10 +02:00
Colin Delahunty
17ec68fa44 Update darts (#2750) 2022-10-09 14:07:42 +02:00
Colin Delahunty
35b3faad6d Removed duplicate dependencies (#2744)
* Removed duplicate dependencies

* Updated dependency stuff

* Fixed pytest

Co-authored-by: jose-donato <43375532+jose-donato@users.noreply.github.com>
2022-10-09 12:22:33 +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
Theodore Aptekarev
5267af2876 Bump python version (#2061)
* Add python 3.9 conda environment

* Bump dependency versions

* Bump default python version in github actions to 3.9

* Update install documentation

* Update tests

* Bump black version in conda environments

* Skip test_display_norm in econometrics menu tests

* Bump black and tensorflow versions in pyproject toml

* Attempt to fix failing concurrent windows tests

* Skip test_display_norm in econometrics menu tests

* Bump python in conda test workflows

* Update requirements.txt

* Fix old version fallback tag
2022-07-12 16:30:59 +03:00
jmaslek
d35d24b69d Update black in poetry + update requirements files (#1476)
* Update black in poetry + update requirements files

* might as well run poetry update

* fix env yaml with new cvxpy

Co-authored-by: Colin Delahunty <72827203+colin99d@users.noreply.github.com>
2022-03-12 23:04:09 +03:00
Theodore Aptekarev
8c60ae999b Bump all deps following breaking changes in multiple libraries (#1413) 2022-02-22 15:20:08 +03:00
Theodore Aptekarev
0ca2583a6e Upgrade jupyterlab extension deps to mitigate vulns (#1258) 2022-02-01 08:34:28 +03:00
jmaslek
14b1fe166e testing for pygments fix (#1162) 2022-01-08 13:37:48 -05:00
jmaslek
e437f29ae4 Mutual funds (#1106)
* Add mutual fund menu based primarily on investpy (investment.com)

* Add start/end date for loading + some bug fixes

* hugo

* poetry add investpy rich dnspython  then poetry update

* fix reset (need to load country) and dim yfinance commands when country not US

* Fix search and add better error handling

* Catch yfinance commands when country not US.  Improve loading to change country if symbol found but not in matching country.  Changed main menu printing.

* Fix poetry / reqs merge conflict

* review comments

* Once again update poetry

* Clean up poetry to match conda (numpy was culprit)

* cvxpy down

* Think i goofed on generating reqs full

* update poetry metadata

* cleanup after review 2

* move space

* another deps try

* bump pygmnets in yaml

* try something different

* rename console -> t_console (terminal_console) for mypy
2022-01-01 14:16:32 -05:00
Colin Delahunty
caa2c88c12 Stock Dashboard (#1018)
* Added notebook

* Massive refactoring

* Significant enhancements

* Error handling, variable renaming, refacotring

* Reformatted widgets

* Made rolling adjustable

* Fixed date bug

* Began transition to plotly

* Expanding dict

* Expanded analysis, formatted with black

* Added

* Replaced matplotlib with Plotly

* Slight updates

* Enhanced ability to format dashboard

* Fixed duplicate graph errors

* Fixed duplicate graph errors

* Found out which renderers work where

* removed unused code

* Final enhancements

* Updated requirements

* Added conda dependencies

* removing unneeded changes

* removing unneeded changes

* removing unneeded changes

* Updated git ignore

* Added notes

* removed unused code, added comma warning

* Allowed multi select

* Updated dependencies

* Simplified dependencies

* Fixed dependencies again...

* Added line endings

* Improved widgets and title

* Dider improvements

* Removed DS Store (sorry Nintendo)

* Updated requirements files

* Updated yml

* Updated yml

* Updated yaml

* Fixing change

* Allow for lab or Voila

* Updated toml

* Updated requirements.txt

* Update conda-3-8-env.yaml

* Update conda-3-8-env-full.yaml

* Updated

* A tragic forgetting

* Dependency reset (not ready to merge

* removed high entropy

* Another dependency update

* Added in my dependencies
2021-12-30 12:22:21 +00:00
Theodore Aptekarev
37d87c358d Bump dependencies and resolve dependabot warnings (#1092)
* Add pre-commit to dev dependencies

* Bump requirements

* Update charset-normalizer in conda env files

* Bump poetry and numpy in conda environments

* Explicitly add scipy to solve windows test error

* Revert "Explicitly add scipy to solve windows test error"

This reverts commit bb6b4d89bfb0c9d682930199e075af02a7885296.

* Explicitly add a windows supported version of numpy

* Explicitly specify numpy version in the lock file

* Specify supported numpy version in build files
2021-12-29 11:08:38 +00:00
Theodore Aptekarev
2db1a40c60 Update requirements-txt files to reflect latest dependency versions (#1011)
* Update requirements-txt files to reflect latest dependency versions

* Add latest version patches

* Upgrade charset-normalizer
2021-12-04 14:10:29 +03:00
Artem Veremey
5c65f7306d Major dependency updates including deprecation of python 3.7 (#970)
* Major dependency updates including deprecation of python 3.7

* Disabling unsubscriptable-object

* Updating pylint settings

* Updating conda env YAML
2021-11-23 08:25:46 -08:00
Artem Veremey
2b53b30380 Jupyter updates (#907)
* Jupyter updates

* Updating cvxpy and degiro-connector
2021-11-03 23:06:33 -07:00
Artem Veremey
0fd1fe75b4 Updating black and related packages (#790) 2021-10-06 09:03:34 -04:00
Artem Veremey
ecbff24cd2 Updating poetry to 1.1.11 (#789)
* Update python dependencies

* Downgrade jsonschema version

* Updating poetry to 1.1.11
2021-10-05 18:13:08 -07:00
Artem Veremey
6ad25442ee Update poetry to 1.1.7 (#577)
* Updating poetry to 1.1.7 and updating dependencies

* Downgrading pywin32

* Updating snok/install-poetry version
2021-07-29 16:07:27 -07:00
Artem Veremey
64c8fd10fc Adding charset-normalizer explicit version setting and adding Sphinx to dev dependencies (#551) 2021-07-16 19:07:14 +01:00
Artem Veremey
7f195fa3ea Pin a specific version of Sphinx in the conda env (#549) 2021-07-15 16:32:20 -07:00
Artem Veremey
b49c4f09be Removing last mentions of fbprophet and updating dependencies (#508)
* Removing last mentions of fbprophet and updating dependencies

* Adding pytest.ini

* Updating requirements.txt
2021-06-19 13:41:33 -07:00
Artem Veremey
030bec00e5 Dependency on black is fixed in pyproject.toml. Mirroring the setting in conda configs (#483) 2021-06-01 17:00:23 -07:00
Artem Veremey
fe443f1426 Pin jupyter_client==6.1.12 (#482) 2021-06-01 16:00:20 -07:00
Artem Veremey
d8ee258683 Restructuring Anaconda installations (#480) 2021-06-01 12:20:29 -07:00