numerox 0.0.5

Numerox is a Numerai tournament toolbox written in Python

Numerox is a Numerai tournament toolbox written in Python.

All you have to do is create a model. Take a look at model.py for examples.

Once you have a model numerox will do the rest. First download the Numerai dataset and then load it:

>>> import numerox as nx
>>> nx.download_dataset('numerai_dataset.zip')
>>> data = nx.load_zip('numerai_dataset.zip')
>>> data
region    live, test, train, validation
rows      884544
era       98, [era1, eraX]
x         50, min 0.0000, mean 0.4993, max 1.0000
y         mean 0.499961, fraction missing 0.3109

Let’s use the logistic regression model in numerox to run 5-fold cross validation on the training data:

>>> model = nx.model.logistic()
>>> prediction = nx.backtest(model, data, verbosity=1)
logistic(inverse_l2=1e-05)
      logloss   auc     acc     ystd
mean  0.692974  0.5226  0.5159  0.0023  |  region   train
std   0.000224  0.0272  0.0205  0.0002  |  eras     85
min   0.692360  0.4550  0.4660  0.0020  |  consis   0.7647
max   0.693589  0.5875  0.5606  0.0027  |  75th     0.6931

OK, results are good enough for a demo so let’s make a submission file for the tournament. We will fit the model on the train data and make our predictions for the tournament data:

>>> prediction = nx.production(model, data)
logistic(inverse_l2=1e-05)
      logloss   auc     acc     ystd
mean  0.692993  0.5157  0.5115  0.0028  |  region   validation
std   0.000225  0.0224  0.0172  0.0000  |  eras     12
min   0.692440  0.4853  0.4886  0.0028  |  consis   0.7500
max   0.693330  0.5734  0.5555  0.0028  |  75th     0.6931
>>> prediction.to_csv('logistic.csv')  # 6 decimal places by default

Examples

Have a look at the examples.

Install

Install with pip:

$ pip install numerox

After you have installed numerox, run the unit tests (please report any failures):

>>> import numerox as nx
>>> nx.test()

Requirements: python, setuptools, numpy, pandas, pytables, sklearn, requests, nose.

Resources

• Let’s chat

• See examples

• Check what’s new

• Report bugs

Sponsor

Thank you Numerai for funding the development of Numerox.

License

Numerox is distributed under the the GPL v3+. See LICENSE file for details.