marketneutral / alphatools Goto Github PK
View Code? Open in Web Editor NEWQuantitative finance research tools in Python
License: Apache License 2.0
Quantitative finance research tools in Python
License: Apache License 2.0
When finish install using python v3.6.8, run pip check ,output:
pip check
fastai 1.0.34 requires torchvision-nightly, which is not installed.
catboost 0.13.1 requires enum34, which is not installed.
spacy 2.0.16 has requirement numpy>=1.15.0, but you have numpy 1.14.1.
spacy 2.0.16 has requirement regex==2018.01.10, but you have regex 2018.8.29.
jsonschema 3.0.1 has requirement six>=1.11.0, but you have six 1.10.0.
blaze keepalive-30.g31060532 has requirement odo>=0.5.0, but you have odo 0.3.2+729.gda7f26d.
I am currently using zipline for offline testing and like to add fundamental data to the testing. Alphatools seems to be an interesting tools to assist me to that goal. Before I start doing anything, I have some questions on how to set up my data source. I have fundamental data subscription and access to their APIs. Say I have N APIs for various fundamental data. The APIs might look like this: url/to/the/server/symbol={}?&format=json&fundinfo={)&token=my_token. Each call might return a rich collection of historical fundamental data
How do I set up the Factory json file? One dictionay per API? How do I feed the symbol(s) to it? Any example that helps me understand the underlying?
Been stuck trying to get past this error. Possibly a timestamp formatting issue with a dependency version.
---------------------------------------------------------------------------
TypeError Traceback (most recent call last)
<ipython-input-18-ddd795584d2e> in <module>()
2 p,
3 pd.Timestamp('2016-01-05', tz='utc'),
----> 4 pd.Timestamp('2018-01-04', tz='utc')
5 )
~/dev/alphatools/lib/python3.5/site-packages/zipline/pipeline/engine.py in run_pipeline(self, pipeline, start_date, end_date)
309 dates,
310 assets,
--> 311 initial_workspace,
312 )
313
~/dev/alphatools/lib/python3.5/site-packages/zipline/pipeline/engine.py in compute_chunk(self, graph, dates, assets, initial_workspace)
522 loader = get_loader(term)
523 loaded = loader.load_adjusted_array(
--> 524 to_load, mask_dates, assets, mask,
525 )
526 assert set(loaded) == set(to_load), (
~/dev/alphatools/lib/python3.5/site-packages/zipline/pipeline/loaders/blaze/core.py in load_adjusted_array(self, columns, dates, assets, mask)
891 self.pool.imap_unordered(
892 partial(self._load_dataset, dates, assets, mask),
--> 893 itervalues(groupby(getitem(self._table_expressions), columns)),
894 ),
895 )
~/dev/alphatools/lib/python3.5/site-packages/toolz/dicttoolz.py in merge(*dicts, **kwargs)
36
37 rv = factory()
---> 38 for d in dicts:
39 rv.update(d)
40 return rv
~/dev/alphatools/lib/python3.5/site-packages/zipline/pipeline/loaders/blaze/core.py in _load_dataset(self, dates, assets, mask, columns)
985 assets,
986 columns,
--> 987 all_rows,
988 )
989 else:
~/dev/alphatools/lib/python3.5/site-packages/zipline/pipeline/loaders/blaze/_core.pyx in zipline.pipeline.loaders.blaze._core.adjusted_arrays_from_rows_with_assets()
~/dev/alphatools/lib/python3.5/site-packages/zipline/pipeline/loaders/blaze/_core.pyx in zipline.pipeline.loaders.blaze._core.adjusted_arrays_from_rows_with_assets()
~/dev/alphatools/lib/python3.5/site-packages/zipline/pipeline/loaders/blaze/_core.pyx in zipline.pipeline.loaders.blaze._core.arrays_from_rows_with_assets()
~/dev/alphatools/lib/python3.5/site-packages/zipline/pipeline/loaders/blaze/_core.pyx in zipline.pipeline.loaders.blaze._core.arrays_from_rows()
~/dev/alphatools/lib/python3.5/site-packages/numpy/core/_internal.py in _view_is_safe(oldtype, newtype)
387
388 if newtype.hasobject or oldtype.hasobject:
--> 389 raise TypeError("Cannot change data-type for object array.")
390 return
391
TypeError: Cannot change data-type for object array.
Current list dependencies causing the error is here. I don't believe sqlite3 versioning is the issue (tried on 3.11, 3.18, 3.24)
I'm trying to run https://github.com/marketneutral/alphatools/blob/master/notebooks/pipeline-blaze-minimal.ipynb which runs fine until the pipeline call where I get: KeyError: BlazeDataSet_0<US>.value::float64
A declarative, efficient, and flexible JavaScript library for building user interfaces.
๐ Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
An Open Source Machine Learning Framework for Everyone
The Web framework for perfectionists with deadlines.
A PHP framework for web artisans
Bring data to life with SVG, Canvas and HTML. ๐๐๐
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
Some thing interesting about web. New door for the world.
A server is a program made to process requests and deliver data to clients.
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
Some thing interesting about visualization, use data art
Some thing interesting about game, make everyone happy.
We are working to build community through open source technology. NB: members must have two-factor auth.
Open source projects and samples from Microsoft.
Google โค๏ธ Open Source for everyone.
Alibaba Open Source for everyone
Data-Driven Documents codes.
China tencent open source team.