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TWItter STock market Machine Learning package

Project description


TwistML is a package that makes it easier to work with raw twitter data for machine learning tasks, like predicting changes in the stock market.

TwistML implements a pipeline that includes filtering of the twitter data, preprocessing, feature extraction into several feature representations (bag of words, sentiments, Doc2Vec), regression / classification using algorithms from the sklearn package, and model selection / evaluation.

The API documentation is available at TwistML’s PyPI page. A more usage focused documentation is coming soon, until then you can get the full package from BitBucket (also linked at the PyPI page) and check out the experiments folder for some usage examples.

TwistML was developed as part of my master’s thesis and I hope to keep improving it afterwards.


You can use pip to install TwistML like so:

$ pip install twistml

Please make you sure you have numpy, scipy and gensim installed as well. I have opted out of adding them to the install_requires as this has caused problems in my own tests on windows machines. (For numpy the problem is described here.) So these packages will not be installed automatically by pip.

Known Issues & Planned Improvements

  • Implement a DateRange class and replace all occurences of fromdate, todate, dateformat.

  • Implement find_files() without dateranges at all. It should be possible to simply process all files within a directory (also recursively)

  • TwistML currently assumes raw twitter data to be avaialble as one json file per day. Make sure the internet-archive’s file scheme is supported as well

  • Add support for hourly time resolution instead of daily only.

  • Evaluation subpackage can only deal with binary classification. Possibly explore adding multiclass.

  • The way logging is currently set up is weird and should be reworked.

  • gensim’s LabeledSentence is deprecated, use TaggedDocument instead


Version 0.9

  • Changed status to Beta

  • Added API documentation generated via sphinx and numpydoc

  • Doc2VecTransformer now supports iterative training (see:

  • Regression evaluation can now treat predictions as binary classifications and evaluate AUC and F1

  • Changed some command line scripts to have more intuitive usage

  • various small fixes

Version 0.2.4

ATTENTION: Some of these may break existing code!!

  • renamed to

  • added support for stacking of features

  • classification targets are now 0 / 1 instead of -1 / 1

  • added toydata module -> create some toydata for testing

  • added F1-Score to classifcation evaluation

  • added additional window functions: window_stack and window_element_avg

Version 0.2.3

  • Improved long_description generation

  • Fixed CHANGES.rst

Version 0.2.2

  • Added sentiment features based on TextBlob sentiments

Version 0.2.1

  • Added functionality for complex category subsets to tml-generate-features

  • Also improved documentation for tml-generate-features (on cmd line as well as docstring)

  • improved test coverage

Version 0.2.0

  • Changed Development Status to Alpha

  • Removed Sentence2Vec as that functionality is included in current gensim versions’ Doc2Vec class

  • Added Changelog

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