AlphaPy is a machine learning framework for both speculators and
data scientists. It is written in Python mainly with the scikit-learn
and pandas
libraries, as well as many other helpful
packages for feature engineering and visualization. Here are just
some of the things you can do with AlphaPy:
- Run machine learning models using
scikit-learn
,Keras
,xgboost
,LightGBM
, andCatBoost
. - Generate blended or stacked ensembles.
- Create models for analyzing the markets with MarketFlow.
- Predict sporting events with SportFlow.
- Develop trading systems and analyze portfolios using MarketFlow
and Quantopian's
pyfolio
.
https://www.scottfreellc.com/alphapy-pro
http:https://alphapy.readthedocs.io/en/latest/
You should already have pip, Python, and optionally XGBoost, LightGBM, and CatBoost installed on your system (see below). Run the following command to install AlphaPy:
pip install -U alphapy
Pyfolio is automatically installed by AlphaPy, but if you encounter the following error when trying to create a tear sheet:
AttributeError: 'numpy.int64' object has no attribute 'to_pydatetime'
Install pyfolio with this command:
pip install git+https://github.com/quantopian/pyfolio
For Mac and Windows users, XGBoost will not install automatically
with pip
. For instructions to install XGBoost on your specific
platform, go to http:https://xgboost.readthedocs.io/en/latest/build.html.
For instructions to install LightGBM on your specific platform, go to https://lightgbm.readthedocs.io/en/latest/Installation-Guide.html.
For instructions to install CatBoost on your specific platform, go to https://catboost.ai/docs/concepts/python-installation.html.
You can find an implementation of MarketFlow here:
https://www.scottfreellc.com/gamept
The official channel for support is to open an issue on Github.
http:https://github.com/ScottfreeLLC/AlphaPy/issues
Follow us on Twitter:
https://twitter.com/_AlphaPy_?lang=en
If you like the software, please donate:
http:https://alphapy.readthedocs.io/en/latest/introduction/support.html#donations