nntm 1.6.0

A set of modules for the Numerai tournament.

nntm

A set of modules for the Numerai tournament.

Installation

pip install nntm==1.6.0

Usage

from getpass import getpass
from nntm.datasets import (
    fetch_numerai_training,
    fetch_numerai_tournament,
    submit_numerai_tournament,
    COLUMN_NAMES_SMALL,
)
from sklearn.linear_model import LinearRegression

# Leave some columns out to save RAM
columns = COLUMN_NAMES_SMALL

# Fit
X_train, y_train = fetch_numerai_training(return_X_y=True, columns=columns)
model = LinearRegression()
model.fit(X_train, y_train)

# Predict
X_tourn, _ = fetch_numerai_tournament(return_X_y=True, columns=columns)
y_pred = model.predict(X_tourn)

# Submit
model_id = input("Model ID (numer.ai/models):")
public_id = input("API Key Public ID (numer.ai/account):")
secret_key = getpass("API Key Secret (numer.ai/account):")
submit_numerai_tournament(
    y_pred, model_id=model_id, public_id=public_id, secret_key=secret_key
)

1.6.0 (2021-12-05)

Feat

• add function to submit tournament prediction

1.5.0 (2021-11-30)

Feat

• add round_num attribute to datasets
• add metrics to public api

1.4.1 (2021-11-14)

Fix

• set factory args
• don't pass eras to predict method
• pass eras to scorers on call
• convert ndarray to series

1.4.0 (2021-11-11)

Feat

• add validation_curve
• add numerai correlation score
• add utility function to build cv

Refactor

• simplify function

1.3.0 (2021-11-04)

Feat

• add argument to keep downloaded file

1.2.2 (2021-11-04)

Fix

• explicitly check if groups is None

1.2.1 (2021-11-04)

Fix

• explicitly check if groups is None

1.2.0 (2021-10-30)

Feat

• add constants for feature and target names

1.1.1 (2021-10-30)

Fix

• add suffix only to filepath

1.1.0 (2021-10-30)

Feat

• add fetcher for feature metadata
• add argument to fetch custom round

1.0.0 (2021-10-29)

Feat

• add fetcher for validation predictions
• add fetcher for example predictions
• add fetcher for live data
• add fetcher for test data
• add fetcher for tournament data
• add targets attribute
• remove na_value argument
• use original data types
• return metadata as separate attributes

BREAKING CHANGE

• remove support for NaN value replacement in fetchers.
• don't convert eras to int.
• replace the dataset's info attribute by id, era and data_type attributes.

0.3.0 (2021-10-28)

Feat

• add PurgedKFold cross-validator

Perf

• fill NaNs only when necessary

0.2.0 (2021-10-08)

Feat

• add fetcher for validation data

0.1.2 (2021-10-07)

Fix

• support earlier python versions

0.1.1 (2021-10-07)

Refactor

• remove icons

0.1.0 (2021-10-07)

Feat

• add fetcher for training data

MIT License

Copyright (c) 2021 Timo Sutterer

Permission is hereby granted, free of charge, to any person obtaining a copy of this software and associated documentation files (the "Software"), to deal in the Software without restriction, including without limitation the rights to use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of the Software, and to permit persons to whom the Software is furnished to do so, subject to the following conditions:

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