tr8dr / tseries-patterns Goto Github PK
View Code? Open in Web Editor NEWtrend / momentum and other patterns in financial timeseries
License: MIT License
trend / momentum and other patterns in financial timeseries
License: MIT License
Hi tr8dr,
Thank you for your update.
I downloaded the latest code to deal with the stock history data which is daily based.
I got the following error.
"
Locator attempting to generate 11571121 ticks ([729763.75, ..., 737799.25]), which exceeds Locator.MAXTICKS (1000).
"
I guess it is related to ggplot, but I can not figure out how to fix it.
sample code:
import pandas as pd
import numpy as np
from tseries_patterns import AmplitudeBasedLabeler
df = pd.read_csv ("csv/WMT.csv", parse_dates=["stamp"])
df = df.iloc[::-1]
df.head()
labeler = AmplitudeBasedLabeler (minamp = 10, Tinactive = 10)
labels = labeler.label (df,scale=1e2)
labels.to_csv('Result.csv')
labeler.plot()
the attached is the history data, please rename it to WMT.csv.
WMT.txt
Thanks.
Traceback (most recent call last):
File "", line 1, in
File "/tmp/pip-install-q2_n3ik8/tseries-patterns_3d5bb6f370834c15ab683f40b5484a9a/setup.py", line 6, in
from Cython.Build import cythonize
ModuleNotFoundError: No module named 'Cython'
Can we have a simple python function for the label instead of Cython? I have created some ZigZag Pivot points manually, similar to this.
Thanks!
I really like the amplitude labeler!
Do the labels have forward-looking bias? Is it possible to use them in real time, or are they more for labeling the past once we know what happened? I backtested them and they seemed very accurate.
Thank you for this good utility.
I noticed that the prices are converted to cumulative returns by
cumr = np.log(prices / prices[0]) * 1e4
I think it is used for forex( bps )
Can it support cumulative return in percent for stock/future?
Thanks.
Hello,
You have test your package on Windows environnement ?
And another question : how access to BSI values directly with a print by example ?
Thx.
Regards.
Installing on a fresh conda environment with cython and numpy (ran pip install .
in the directory). Got the following error:
Building wheel for tseries-patterns (setup.py) ... error
ERROR: Command errored out with exit status 1:
command: /home/nicolagp/miniconda3/envs/tseries/bin/python -u -c 'import sys, setuptools, tokenize; sys.argv[0] = '"'"'/tmp/pip-req-build-m6_cqjzh/setup.py'"'"'; __file__='"'"'/tmp/pip-req-build-m6_cqjzh/setup.py'"'"';f=getattr(tokenize, '"'"'open'"'"', open)(__file__);code=f.read().replace('"'"'\r\n'"'"', '"'"'\n'"'"');f.close();exec(compile(code, __file__, '"'"'exec'"'"'))' bdist_wheel -d /tmp/pip-wheel-03ioys47
cwd: /tmp/pip-req-build-m6_cqjzh/
Complete output (78 lines):
Warning: passing language='c++' to cythonize() is deprecated. Instead, put "# distutils: language=c++" in your .pyx or .pxd file(s)
running bdist_wheel
running build
running build_py
creating build
creating build/lib.linux-x86_64-3.7
creating build/lib.linux-x86_64-3.7/tseries_patterns
copying tseries_patterns/__init__.py -> build/lib.linux-x86_64-3.7/tseries_patterns
creating build/lib.linux-x86_64-3.7/tseries_patterns/data
copying tseries_patterns/data/YahooData.py -> build/lib.linux-x86_64-3.7/tseries_patterns/data
copying tseries_patterns/data/__init__.py -> build/lib.linux-x86_64-3.7/tseries_patterns/data
creating build/lib.linux-x86_64-3.7/tseries_patterns/ml
copying tseries_patterns/ml/__init__.py -> build/lib.linux-x86_64-3.7/tseries_patterns/ml
creating build/lib.linux-x86_64-3.7/tseries_patterns/buysell
copying tseries_patterns/buysell/__init__.py -> build/lib.linux-x86_64-3.7/tseries_patterns/buysell
creating build/lib.linux-x86_64-3.7/tseries_patterns/labelers
copying tseries_patterns/labelers/__init__.py -> build/lib.linux-x86_64-3.7/tseries_patterns/labelers
creating build/lib.linux-x86_64-3.7/tseries_patterns/common
copying tseries_patterns/common/PriceType.py -> build/lib.linux-x86_64-3.7/tseries_patterns/common
copying tseries_patterns/common/__init__.py -> build/lib.linux-x86_64-3.7/tseries_patterns/common
creating build/lib.linux-x86_64-3.7/tseries_patterns/math
copying tseries_patterns/math/__init__.py -> build/lib.linux-x86_64-3.7/tseries_patterns/math
creating build/lib.linux-x86_64-3.7/tseries_patterns/ml/features
copying tseries_patterns/ml/features/FeatureSelectByRandomForest.py -> build/lib.linux-x86_64-3.7/tseries_patterns/ml/features
copying tseries_patterns/ml/features/FeatureSelectByEMD.py -> build/lib.linux-x86_64-3.7/tseries_patterns/ml/features
copying tseries_patterns/ml/features/FeatureSelectByCombined.py -> build/lib.linux-x86_64-3.7/tseries_patterns/ml/features
copying tseries_patterns/ml/features/__init__.py -> build/lib.linux-x86_64-3.7/tseries_patterns/ml/features
creating build/lib.linux-x86_64-3.7/tseries_patterns/ml/rf
copying tseries_patterns/ml/rf/RelabeledRandomForest.py -> build/lib.linux-x86_64-3.7/tseries_patterns/ml/rf
copying tseries_patterns/ml/rf/DeepRandomForest.py -> build/lib.linux-x86_64-3.7/tseries_patterns/ml/rf
copying tseries_patterns/ml/rf/__init__.py -> build/lib.linux-x86_64-3.7/tseries_patterns/ml/rf
creating build/lib.linux-x86_64-3.7/tseries_patterns/ml/keras
copying tseries_patterns/ml/keras/TFBinaryClassifier.py -> build/lib.linux-x86_64-3.7/tseries_patterns/ml/keras
copying tseries_patterns/ml/keras/PerformanceMeasures.py -> build/lib.linux-x86_64-3.7/tseries_patterns/ml/keras
copying tseries_patterns/ml/keras/TFLSTMClassifier.py -> build/lib.linux-x86_64-3.7/tseries_patterns/ml/keras
copying tseries_patterns/ml/keras/__init__.py -> build/lib.linux-x86_64-3.7/tseries_patterns/ml/keras
creating build/lib.linux-x86_64-3.7/tseries_patterns/ml/hmm
copying tseries_patterns/ml/hmm/HMM.py -> build/lib.linux-x86_64-3.7/tseries_patterns/ml/hmm
copying tseries_patterns/ml/hmm/HMM3State.py -> build/lib.linux-x86_64-3.7/tseries_patterns/ml/hmm
copying tseries_patterns/ml/hmm/HMM2State.py -> build/lib.linux-x86_64-3.7/tseries_patterns/ml/hmm
copying tseries_patterns/ml/hmm/WalkforwardHMM.py -> build/lib.linux-x86_64-3.7/tseries_patterns/ml/hmm
copying tseries_patterns/ml/hmm/GaussianHMM.py -> build/lib.linux-x86_64-3.7/tseries_patterns/ml/hmm
copying tseries_patterns/ml/hmm/HMMExponential2State.py -> build/lib.linux-x86_64-3.7/tseries_patterns/ml/hmm
copying tseries_patterns/ml/hmm/__init__.py -> build/lib.linux-x86_64-3.7/tseries_patterns/ml/hmm
creating build/lib.linux-x86_64-3.7/tseries_patterns/common/rendering
copying tseries_patterns/common/rendering/ggplot_internals.py -> build/lib.linux-x86_64-3.7/tseries_patterns/common/rendering
copying tseries_patterns/common/rendering/ggplot.py -> build/lib.linux-x86_64-3.7/tseries_patterns/common/rendering
copying tseries_patterns/common/rendering/__init__.py -> build/lib.linux-x86_64-3.7/tseries_patterns/common/rendering
creating build/lib.linux-x86_64-3.7/tseries_patterns/common/utils
copying tseries_patterns/common/utils/DataUtils.py -> build/lib.linux-x86_64-3.7/tseries_patterns/common/utils
copying tseries_patterns/common/utils/Comparisons.py -> build/lib.linux-x86_64-3.7/tseries_patterns/common/utils
copying tseries_patterns/common/utils/__init__.py -> build/lib.linux-x86_64-3.7/tseries_patterns/common/utils
creating build/lib.linux-x86_64-3.7/tseries_patterns/math/distributions
copying tseries_patterns/math/distributions/LaplaceDistribution.py -> build/lib.linux-x86_64-3.7/tseries_patterns/math/distributions
copying tseries_patterns/math/distributions/NormalDistribution.py -> build/lib.linux-x86_64-3.7/tseries_patterns/math/distributions
copying tseries_patterns/math/distributions/ExponentialDistribution.py -> build/lib.linux-x86_64-3.7/tseries_patterns/math/distributions
copying tseries_patterns/math/distributions/__init__.py -> build/lib.linux-x86_64-3.7/tseries_patterns/math/distributions
copying tseries_patterns/math/distributions/EmpiricalDistribution1D.py -> build/lib.linux-x86_64-3.7/tseries_patterns/math/distributions
running egg_info
creating tseries_patterns.egg-info
writing tseries_patterns.egg-info/PKG-INFO
writing dependency_links to tseries_patterns.egg-info/dependency_links.txt
writing requirements to tseries_patterns.egg-info/requires.txt
writing top-level names to tseries_patterns.egg-info/top_level.txt
writing manifest file 'tseries_patterns.egg-info/SOURCES.txt'
reading manifest file 'tseries_patterns.egg-info/SOURCES.txt'
writing manifest file 'tseries_patterns.egg-info/SOURCES.txt'
copying tseries_patterns/buysell/HawkesBSI.cpp -> build/lib.linux-x86_64-3.7/tseries_patterns/buysell
copying tseries_patterns/buysell/HawkesBVC.cpp -> build/lib.linux-x86_64-3.7/tseries_patterns/buysell
copying tseries_patterns/labelers/AmplitudeBasedLabeler.cpp -> build/lib.linux-x86_64-3.7/tseries_patterns/labelers
running build_ext
building 'tseries_patterns.buysell.HawkesBVC' extension
creating build/temp.linux-x86_64-3.7
creating build/temp.linux-x86_64-3.7/tseries_patterns
creating build/temp.linux-x86_64-3.7/tseries_patterns/buysell
gcc -pthread -B /home/nicolagp/miniconda3/envs/tseries/compiler_compat -Wl,--sysroot=/ -Wsign-compare -DNDEBUG -g -fwrapv -O3 -Wall -Wstrict-prototypes -fPIC -I/home/nicolagp/miniconda3/envs/tseries/lib/python3.7/site-packages/numpy/core/include -I/home/nicolagp/miniconda3/envs/tseries/include/python3.7m -c tseries_patterns/buysell/HawkesBVC.cpp -o build/temp.linux-x86_64-3.7/tseries_patterns/buysell/HawkesBVC.o
unable to execute 'gcc': No such file or directory
error: command 'gcc' failed with exit status 1
----------------------------------------
ERROR: Failed building wheel for tseries-patterns
Running setup.py clean for tseries-patterns
Building wheel for yfinance (setup.py) ... done
Created wheel for yfinance: filename=yfinance-0.1.55-py2.py3-none-any.whl size=22618 sha256=57919bc005a9d1977dc12c97b8b29d0e5b267dc5be6126a558acc9c6f1bba3f6
Stored in directory: /home/nicolagp/.cache/pip/wheels/aa/8a/36/59ed4f6fbcb6100967618eeb0696046bf9777a41ac2ff1f9b9
Building wheel for termcolor (setup.py) ... done
Created wheel for termcolor: filename=termcolor-1.1.0-py3-none-any.whl size=4830 sha256=b8681478e4418055703051bc64628d6028391c04560fd5fcb7e1667af4f55b86
Stored in directory: /home/nicolagp/.cache/pip/wheels/3f/e3/ec/8a8336ff196023622fbcb36de0c5a5c218cbb24111d1d4c7f2
Building wheel for wrapt (setup.py) ... done
Created wheel for wrapt: filename=wrapt-1.12.1-py3-none-any.whl size=19552 sha256=d1dc50d502c7ad3a445e47444c973c3d4812a217ad539326f297c011fd666769
Stored in directory: /home/nicolagp/.cache/pip/wheels/62/76/4c/aa25851149f3f6d9785f6c869387ad82b3fd37582fa8147ac6
Building wheel for multitasking (setup.py) ... done
Created wheel for multitasking: filename=multitasking-0.0.9-py3-none-any.whl size=8367 sha256=82ae77f09c1deec2d6421a2ede78acf2255a4439f6e1a14de39fa95b9fc10751
Stored in directory: /home/nicolagp/.cache/pip/wheels/ae/25/47/4d68431a7ec1b6c4b5233365934b74c1d4e665bf5f968d363a
Successfully built yfinance termcolor wrapt multitasking
Failed to build tseries-patterns
Installing collected packages: python-dateutil, pillow, kiwisolver, numpy, pyparsing, cycler, matplotlib, patsy, scipy, pytz, pandas, statsmodels, descartes, palettable, mizani, plotnine, joblib, threadpoolctl, scikit-learn, hmmlearn, termcolor, grpcio, absl-py, keras-preprocessing, zipp, importlib-metadata, markdown, tensorboard-plugin-wit, werkzeug, cachetools, pyasn1, pyasn1-modules, rsa, google-auth, oauthlib, idna, chardet, urllib3, requests, requests-oauthlib, google-auth-oauthlib, protobuf, tensorboard, wrapt, astunparse, gast, google-pasta, h5py, tensorflow-estimator, opt-einsum, tensorflow, lxml, pandas-datareader, multitasking, yfinance, tseries-patterns
Attempting uninstall: numpy
Found existing installation: numpy 1.19.1
Uninstalling numpy-1.19.1:
Successfully uninstalled numpy-1.19.1
Running setup.py install for tseries-patterns ... error
ERROR: Command errored out with exit status 1:
command: /home/nicolagp/miniconda3/envs/tseries/bin/python -u -c 'import sys, setuptools, tokenize; sys.argv[0] = '"'"'/tmp/pip-req-build-m6_cqjzh/setup.py'"'"'; __file__='"'"'/tmp/pip-req-build-m6_cqjzh/setup.py'"'"';f=getattr(tokenize, '"'"'open'"'"', open)(__file__);code=f.read().replace('"'"'\r\n'"'"', '"'"'\n'"'"');f.close();exec(compile(code, __file__, '"'"'exec'"'"'))' install --record /tmp/pip-record-yry5no88/install-record.txt --single-version-externally-managed --compile --install-headers /home/nicolagp/miniconda3/envs/tseries/include/python3.7m/tseries-patterns
cwd: /tmp/pip-req-build-m6_cqjzh/
Complete output (76 lines):
Warning: passing language='c++' to cythonize() is deprecated. Instead, put "# distutils: language=c++" in your .pyx or .pxd file(s)
running install
running build
running build_py
creating build
creating build/lib.linux-x86_64-3.7
creating build/lib.linux-x86_64-3.7/tseries_patterns
copying tseries_patterns/__init__.py -> build/lib.linux-x86_64-3.7/tseries_patterns
creating build/lib.linux-x86_64-3.7/tseries_patterns/data
copying tseries_patterns/data/YahooData.py -> build/lib.linux-x86_64-3.7/tseries_patterns/data
copying tseries_patterns/data/__init__.py -> build/lib.linux-x86_64-3.7/tseries_patterns/data
creating build/lib.linux-x86_64-3.7/tseries_patterns/ml
copying tseries_patterns/ml/__init__.py -> build/lib.linux-x86_64-3.7/tseries_patterns/ml
creating build/lib.linux-x86_64-3.7/tseries_patterns/buysell
copying tseries_patterns/buysell/__init__.py -> build/lib.linux-x86_64-3.7/tseries_patterns/buysell
creating build/lib.linux-x86_64-3.7/tseries_patterns/labelers
copying tseries_patterns/labelers/__init__.py -> build/lib.linux-x86_64-3.7/tseries_patterns/labelers
creating build/lib.linux-x86_64-3.7/tseries_patterns/common
copying tseries_patterns/common/PriceType.py -> build/lib.linux-x86_64-3.7/tseries_patterns/common
copying tseries_patterns/common/__init__.py -> build/lib.linux-x86_64-3.7/tseries_patterns/common
creating build/lib.linux-x86_64-3.7/tseries_patterns/math
copying tseries_patterns/math/__init__.py -> build/lib.linux-x86_64-3.7/tseries_patterns/math
creating build/lib.linux-x86_64-3.7/tseries_patterns/ml/features
copying tseries_patterns/ml/features/FeatureSelectByRandomForest.py -> build/lib.linux-x86_64-3.7/tseries_patterns/ml/features
copying tseries_patterns/ml/features/FeatureSelectByEMD.py -> build/lib.linux-x86_64-3.7/tseries_patterns/ml/features
copying tseries_patterns/ml/features/FeatureSelectByCombined.py -> build/lib.linux-x86_64-3.7/tseries_patterns/ml/features
copying tseries_patterns/ml/features/__init__.py -> build/lib.linux-x86_64-3.7/tseries_patterns/ml/features
creating build/lib.linux-x86_64-3.7/tseries_patterns/ml/rf
copying tseries_patterns/ml/rf/RelabeledRandomForest.py -> build/lib.linux-x86_64-3.7/tseries_patterns/ml/rf
copying tseries_patterns/ml/rf/DeepRandomForest.py -> build/lib.linux-x86_64-3.7/tseries_patterns/ml/rf
copying tseries_patterns/ml/rf/__init__.py -> build/lib.linux-x86_64-3.7/tseries_patterns/ml/rf
creating build/lib.linux-x86_64-3.7/tseries_patterns/ml/keras
copying tseries_patterns/ml/keras/TFBinaryClassifier.py -> build/lib.linux-x86_64-3.7/tseries_patterns/ml/keras
copying tseries_patterns/ml/keras/PerformanceMeasures.py -> build/lib.linux-x86_64-3.7/tseries_patterns/ml/keras
copying tseries_patterns/ml/keras/TFLSTMClassifier.py -> build/lib.linux-x86_64-3.7/tseries_patterns/ml/keras
copying tseries_patterns/ml/keras/__init__.py -> build/lib.linux-x86_64-3.7/tseries_patterns/ml/keras
creating build/lib.linux-x86_64-3.7/tseries_patterns/ml/hmm
copying tseries_patterns/ml/hmm/HMM.py -> build/lib.linux-x86_64-3.7/tseries_patterns/ml/hmm
copying tseries_patterns/ml/hmm/HMM3State.py -> build/lib.linux-x86_64-3.7/tseries_patterns/ml/hmm
copying tseries_patterns/ml/hmm/HMM2State.py -> build/lib.linux-x86_64-3.7/tseries_patterns/ml/hmm
copying tseries_patterns/ml/hmm/WalkforwardHMM.py -> build/lib.linux-x86_64-3.7/tseries_patterns/ml/hmm
copying tseries_patterns/ml/hmm/GaussianHMM.py -> build/lib.linux-x86_64-3.7/tseries_patterns/ml/hmm
copying tseries_patterns/ml/hmm/HMMExponential2State.py -> build/lib.linux-x86_64-3.7/tseries_patterns/ml/hmm
copying tseries_patterns/ml/hmm/__init__.py -> build/lib.linux-x86_64-3.7/tseries_patterns/ml/hmm
creating build/lib.linux-x86_64-3.7/tseries_patterns/common/rendering
copying tseries_patterns/common/rendering/ggplot_internals.py -> build/lib.linux-x86_64-3.7/tseries_patterns/common/rendering
copying tseries_patterns/common/rendering/ggplot.py -> build/lib.linux-x86_64-3.7/tseries_patterns/common/rendering
copying tseries_patterns/common/rendering/__init__.py -> build/lib.linux-x86_64-3.7/tseries_patterns/common/rendering
creating build/lib.linux-x86_64-3.7/tseries_patterns/common/utils
copying tseries_patterns/common/utils/DataUtils.py -> build/lib.linux-x86_64-3.7/tseries_patterns/common/utils
copying tseries_patterns/common/utils/Comparisons.py -> build/lib.linux-x86_64-3.7/tseries_patterns/common/utils
copying tseries_patterns/common/utils/__init__.py -> build/lib.linux-x86_64-3.7/tseries_patterns/common/utils
creating build/lib.linux-x86_64-3.7/tseries_patterns/math/distributions
copying tseries_patterns/math/distributions/LaplaceDistribution.py -> build/lib.linux-x86_64-3.7/tseries_patterns/math/distributions
copying tseries_patterns/math/distributions/NormalDistribution.py -> build/lib.linux-x86_64-3.7/tseries_patterns/math/distributions
copying tseries_patterns/math/distributions/ExponentialDistribution.py -> build/lib.linux-x86_64-3.7/tseries_patterns/math/distributions
copying tseries_patterns/math/distributions/__init__.py -> build/lib.linux-x86_64-3.7/tseries_patterns/math/distributions
copying tseries_patterns/math/distributions/EmpiricalDistribution1D.py -> build/lib.linux-x86_64-3.7/tseries_patterns/math/distributions
running egg_info
writing tseries_patterns.egg-info/PKG-INFO
writing dependency_links to tseries_patterns.egg-info/dependency_links.txt
writing requirements to tseries_patterns.egg-info/requires.txt
writing top-level names to tseries_patterns.egg-info/top_level.txt
reading manifest file 'tseries_patterns.egg-info/SOURCES.txt'
writing manifest file 'tseries_patterns.egg-info/SOURCES.txt'
copying tseries_patterns/buysell/HawkesBSI.cpp -> build/lib.linux-x86_64-3.7/tseries_patterns/buysell
copying tseries_patterns/buysell/HawkesBVC.cpp -> build/lib.linux-x86_64-3.7/tseries_patterns/buysell
copying tseries_patterns/labelers/AmplitudeBasedLabeler.cpp -> build/lib.linux-x86_64-3.7/tseries_patterns/labelers
running build_ext
building 'tseries_patterns.buysell.HawkesBVC' extension
creating build/temp.linux-x86_64-3.7
creating build/temp.linux-x86_64-3.7/tseries_patterns
creating build/temp.linux-x86_64-3.7/tseries_patterns/buysell
gcc -pthread -B /home/nicolagp/miniconda3/envs/tseries/compiler_compat -Wl,--sysroot=/ -Wsign-compare -DNDEBUG -g -fwrapv -O3 -Wall -Wstrict-prototypes -fPIC -I/home/nicolagp/miniconda3/envs/tseries/lib/python3.7/site-packages/numpy/core/include -I/home/nicolagp/miniconda3/envs/tseries/include/python3.7m -c tseries_patterns/buysell/HawkesBVC.cpp -o build/temp.linux-x86_64-3.7/tseries_patterns/buysell/HawkesBVC.o
unable to execute 'gcc': No such file or directory
error: command 'gcc' failed with exit status 1
----------------------------------------
ERROR: Command errored out with exit status 1: /home/nicolagp/miniconda3/envs/tseries/bin/python -u -c 'import sys, setuptools, tokenize; sys.argv[0] = '"'"'/tmp/pip-req-build-m6_cqjzh/setup.py'"'"'; __file__='"'"'/tmp/pip-req-build-m6_cqjzh/setup.py'"'"';f=getattr(tokenize, '"'"'open'"'"', open)(__file__);code=f.read().replace('"'"'\r\n'"'"', '"'"'\n'"'"');f.close();exec(compile(code, __file__, '"'"'exec'"'"'))' install --record /tmp/pip-record-yry5no88/install-record.txt --single-version-externally-managed --compile --install-headers /home/nicolagp/miniconda3/envs/tseries/include/python3.7m/tseries-patterns Check the logs for full command output.```
I tried to install tseries_patterns with pip install tseries_patterns. Looks like requirements.txt is missing in the sdist.
In label function,
times = columnFor (prices, ["time", "date", "Date","Datetime", "stamp", "timestamp"])
prices = columnFor (prices, ["Adj Close", "adjusted_close","Close", "close", "price", "Price"])
Thanks.
Great post on the hidden markov models on your blog!
I was trying to use HMMExponential2State(HMM) but I think the exponential distribution function is missing. Would you mind uploading this function?
from research.math.distributions import ExponentialDistribution
Thanks for the blog overall, best open source stuff I found in years!
error: subprocess-exited-with-error
× python setup.py egg_info did not run successfully.
│ exit code: 1
╰─> [9 lines of output]
Warning: passing language='c++' to cythonize() is deprecated. Instead, put "# distutils: language=c++" in your .pyx or .pxd file(s)
Traceback (most recent call last):
File "", line 2, in
File "", line 34, in
File "C:...\AppData\Local\Temp\pip-install-syl2p25o\tseries-patterns_1ba9bee249ce4da2b7742e9c39f3411c\setup.py", line 45, in
install_requires=requirements(filename="requirements.txt"),
File "C:...\AppData\Local\Temp\pip-install-syl2p25o\tseries-patterns_1ba9bee249ce4da2b7742e9c39f3411c\setup.py", line 29, in requirements
with io.open(filename, encoding='utf-8') as f:
FileNotFoundError: [Errno 2] No such file or directory: 'requirements.txt'
[end of output]
note: This error originates from a subprocess, and is likely not a problem with pip.
error: metadata-generation-failed
× Encountered error while generating package metadata.
╰─> See above for output.
Hi,
thanks for the package and the blog, very informative indeed. I am afraid I get errors importing the lib
pip install git+https://github.com/tr8dr/tseries-patterns
from tseries_patterns.buysell import HawkesBSI, HawkesBVC
ModuleNotFoundError: No module named 'plotnine.utils'
if I change it to plotnine._utils, I see more errors:
ImportError: cannot import name 'Iterable' from 'collections' (/python3.12/collections/__init__.py)
Is this something you can help with please?
ta!
A declarative, efficient, and flexible JavaScript library for building user interfaces.
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
An Open Source Machine Learning Framework for Everyone
The Web framework for perfectionists with deadlines.
A PHP framework for web artisans
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
Some thing interesting about web. New door for the world.
A server is a program made to process requests and deliver data to clients.
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
Some thing interesting about visualization, use data art
Some thing interesting about game, make everyone happy.
We are working to build community through open source technology. NB: members must have two-factor auth.
Open source projects and samples from Microsoft.
Google ❤️ Open Source for everyone.
Alibaba Open Source for everyone
Data-Driven Documents codes.
China tencent open source team.