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 )
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* 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 )
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* 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 )
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* 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 )
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* 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 )
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* 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 )
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* 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 )
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* feat: add autoarima model
* Revert "feat: add autoarima model"
This reverts commit a1d0f08a18c3e25eff0d105685594+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 )
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* 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 )
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* 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 )
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* 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 )
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* 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 )
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* 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 )
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* 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 )
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* 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 )
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* 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 )
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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 )
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* 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 )
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* 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 )
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* 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 )
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* 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 )
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* 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 )
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* 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 )
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* 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 )
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* 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 )
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* 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 )
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* Added path fix
* Fixed path
2022-10-11 15:26:01 -04:00
Colin Delahunty
0c9a4fafc4
Nhits ( #2779 )
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* 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 )
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* 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 )
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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 )
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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 )
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* 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
