dpopadic / foostrat Goto Github PK

Rolling functions double checks.

looking at Japanese league in separation we get the following factor data for goal superiority factor with k=3 (lagged):

However, when performing calculations across leagues we get the following:

Having calculated 3 factors so far (goal superiority, home advantage, form), a single factor for all competitions currently considered (~50) has ca 3.5 million rows:

Planned are ca. 30-50 factors. This would lead to at least a 400 million rows factor library. This will be an issue from a computational perspective. Alternatively, a factor library by competition (eg. Premier League) could be created. Needs investigation.

Transform fooStrat to a pkg. Possible module structure:

fooStrat

• dman: ret_xl_cols
• stands: comp_league_standing
• flib: fgoalsup
• futils: neutralise_scores
• strates: comp_mispriced
• utils: anti_join

matplotlib load after installation fails with PyCharm:

import matplotlib.pyplot as plt

tried matpltlib==3.1.1 but didn't resolve

fix the data source download as it's no longer valid

failing to process the following data: flib_argentina_copa_de_la_liga_profesional.pkl

to schedule updates, the relevant project paths must be correctly specified:

write a file test_task.py..

# test task ----------------------
import os
from datetime import datetime
# relevant working directory..
# if in project: proj_path = os.path.join(os.getcwd(), '')
proj_path = '/Users/dariopopadic/PycharmProjects/fooStrat/'
fl = proj_path + 'append.txt'
myFile = open(fl, 'a+')
myFile.write('\nAccessed on ' + str(datetime.now()))
myFile.close()

write the job using crontab module in python:

# test schedule ----------------------
from crontab import CronTab # python -m pip install python-crontab
# access the system..
cron = CronTab(user=True)
# create new cron job..
job = cron.new(command='python /Users/dariopopadic/PycharmProjects/fooStrat/test_task.py', comment = 'foostrat')
# schedule for every minute..
job.minute.every(1)
# write job to cron tab..
cron.write()

# analytics:
# view all cron jobs..
for job in cron:
    print(job)
# job.enable(False)
# job.is_enabled()
# remove all jobs..
# cron.remove_all()
# in terminal: list / remove all crontab jobs: crontab -l / crontab -r
# update the job..
for job in cron:
    if job.comment == 'foostrat':
        job.minute.every(10)
        cron.write()

To setup necessary certificates (default certificates) for urllib request (http data download), do:

1. python -m pip install certifi
2. in terminal: /Applications/Python\ 3.7/Install\ Certificates.command

controls need to be constructed for the factors so when new data or methodology/syntax changes and where this results in different values, warning messages or errors need to be thrown!

kmeans and others from scratch: https://www.johnwittenauer.net/machine-learning-exercises-in-python-part-7/

reverse engineer market odds to determine the most important factors