numereval 0.1

A small package for evaluating numer.ai model locally

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!