A small package for evaluating numer.ai model locally
Project description
A small library to reproduce the scores on numer.ai diagnistics dashboard.
Installation
pip install numereval
Numerai main tournament evaluation metrics
Usage:
numereval.numereval.evaluate:
A generic function to calculate basic per-era correlation stats with optional feature exposure and plotting.
Useful for evaluating custom validation split from training data.
from numereval.numereval import evaluate
evaluate(training_data, plot=True, feature_exposure=False)
---
mean 0.105676
std 0.027988
sharpe 3.775714
max_drawdown -0.000000
numereval.numereval.diagnostics:
To reproduce the scores on diagnostics dashboard locally with optional plotting of per-era correlations.
from numereval.numereval import diagnostics
validation_data = tournament_data[tournament_data.data_type == "validation"]
diagnostics(validation_data, plot=True, example_preds_loc = "numerai_dataset_244\example_predictions.csv")
Validation plot
Returned metrics
Docs will be updated soon!
Project details
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