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base repository: crowdcent/numerblox
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  • 3 commits
  • 17 files changed
  • 2 contributors

Commits on Jan 5, 2023

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Commits on Jan 31, 2023

  1. Update get_neutralized_corr for Signals evaluator and augment `plot…

    …_correlations`
    Carlo Lepelaars committed Jan 31, 2023
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Showing with 2,858 additions and 1,832 deletions.
  1. +4 −9 CONTRIBUTING.md
  2. +13 −16 README.md
  3. +2 −27 _proc/00_misc.ipynb
  4. +681 −31 _proc/01_download.ipynb
  5. +87 −116 _proc/02_numerframe.ipynb
  6. +1,026 −91 _proc/03_preprocessing.ipynb
  7. +28 −28 _proc/04_model.ipynb
  8. +397 −142 _proc/05_postprocessing.ipynb
  9. +55 −473 _proc/06_modelpipeline.ipynb
  10. +202 −665 _proc/07_evaluation.ipynb
  11. +4 −4 _proc/08_key.ipynb
  12. +10 −10 _proc/09_submission.ipynb
  13. +83 −16 _proc/index.ipynb
  14. +1 −1 _proc/nbdev.yml
  15. +162 −180 nbs/07_evaluation.ipynb
  16. +83 −16 nbs/index.ipynb
  17. +20 −7 numerblox/evaluation.py
13 changes: 4 additions & 9 deletions CONTRIBUTING.md
Original file line number Diff line number Diff line change
@@ -3,26 +3,21 @@
We are using a project setup called [nbdev](https://nbdev.fast.ai/) to easily develop code, documentation and tests within Jupyter notebooks. If you are using the library and have no interest in contributing, don't worry about this. Just `pip install numerblox` and you are good to go!

Else, thanks a lot for wanting to help us out with this project! If you are thinking of contributing and are not familiar with `nbdev`, it may take some time to learn nbdev development.
We are happy to help out and point you to documentation or videos to learn more. You can also always ask questions in [the numerblox Rocketchat channel](https://rocketchat.numer.ai/channel/numerblox).
We are happy to help out and point you to documentation or videos to learn more.

If you are interested in the full scope of what nbdev has to offer, check out this tutorial by Jeremy Howard:
[https://youtu.be/Hrs7iEYmRmg](https://youtu.be/Hrs7iEYmRmg).
[https://nbdev.fast.ai/tutorials/tutorial.html](https://nbdev.fast.ai/tutorials/tutorial.html).

Why are we using nbdev? To learn more about the rationale behind nbdev:
[https://youtu.be/9Q6sLbz37gk](https://youtu.be/9Q6sLbz37gk)

nbdev live coding example with Hamel Husain:
[https://youtu.be/ZJTop5uqC2U](https://youtu.be/ZJTop5uqC2U)

## How to get started

Before anything else, please install the git hooks that run automatic scripts during each commit and merge to strip the notebooks of superfluous metadata (and avoid merge conflicts). After cloning the repository, run the following command inside it:
```
nbdev_install_git_hooks
```

Questions about contributing? Please post these in [rocketchat.numer.ai/channel/numerblox](https://rocketchat.numer.ai/channel/numerblox)

## Did you find a bug?

Even though most of the components in this library are tested, users will still likely run into issues. If you discover bugs, other issues or ideas for enhancements, do not hesitate to make a Github issue. Describe in the issue what code was run on what machine and background on the issue. Add stacktraces and screenshots if this is relevant for solving the issue. Also, please add appropriate labels for the Github issue.
@@ -49,7 +44,7 @@ Even though most of the components in this library are tested, users will still

There are a few small things you should do before contributing code to this project. After you clone the repository, please run `nbdev_install_git_hooks` in your terminal. This sets up git hooks, which cleans up the notebooks to remove the extraneous stuff stored in the notebooks (e.g. which cells you ran). This avoids unnecessary merge conflicts.

When adding a new feature, only change code in the `nbs/` directory. Then, before pushing code, be sure to run `nbdev_build_lib` and `nbdev_build_docs` so the notebooks and source code are synced. `nbdev` automatically handles the parsing of notebook code into source code and automatically generates documentation from these notebooks.
When adding a new feature, only change code in the `nbs/` directory. Then, before pushing code, be sure to run `nbdev_prepare`. `nbdev` automatically handles the parsing of notebook code into source code and automatically generates documentation from these notebooks.

## Do you want to contribute example notebooks?

@@ -58,4 +53,4 @@ Same guidelines as "Contributing Code" section. New notebooks should be created
## Do you want to contribute to the documentation?

* Docs are automatically created from the notebooks in the nbs folder.
* Therefore, to change the documentation, only change files in the `nbs/` folder. Then, before pushing new documentation, be sure to run `nbdev_build_lib` and `nbdev_build_docs` so the notebooks and source code are synced. `nbdev` automatically generates documentation from these notebooks.
* Therefore, to change the documentation, only change files in the `nbs/` folder. Then, before pushing new documentation, be sure to run `nbdev_prepare` so the notebooks and source code are synced. `nbdev` automatically generates documentation from these notebooks and uploads to Github pages.
29 changes: 13 additions & 16 deletions README.md
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@@ -12,9 +12,6 @@ inference pipelines, but tools like
[`NumerFrame`](https://crowdcent.github.io/numerblox/numerframe.html#numerframe),
preprocessors and evaluators also greatly simplify the training process.

**Questions and discussion:**
[rocketchat.numer.ai/channel/numerblox](https://rocketchat.numer.ai/channel/numerblox)

**Documentation:**
[crowdcent.github.io/numerblox](https://crowdcent.github.io/numerblox/)

@@ -87,7 +84,10 @@ Notebook environment to quickly test if your installation has succeeded
[`NumeraiSignalsSubmitter`](https://crowdcent.github.io/numerblox/submission.html#numeraisignalssubmitter)
and
[`NumerBaySubmitter`](https://crowdcent.github.io/numerblox/submission.html#numerbaysubmitter))

10. Automated staking
([`NumeraiClassicStaker`](https://crowdcent.github.io/numerblox/staking.html#numeraiclassicstaker)
and
[`NumeraiSignalsStaker`](https://crowdcent.github.io/numerblox/staking.html#numeraisignalsstaker))

#### 2.1.2. Educational notebooks

@@ -96,22 +96,19 @@ Example notebooks can be found in the `nbs/edu_nbs` directory.
`nbs/edu_nbs` currently contains the following examples: -
`numerframe_tutorial.ipynb`: A deep dive into what
[`NumerFrame`](https://crowdcent.github.io/numerblox/numerframe.html#numerframe)
has to offer. - `pipeline_construction.ipynb`: How to use `numerblox`
tools for efficient Numerai inference. - `submitting.ipynb`: How to use
Submitters for safe and easy Numerai submissions. -
`google_cloud_storage.ipynb`: How to use Downloaders and Submitters to
interact with Google Cloud Storage (GCS). -
`load_model_from_wandb.ipynb`: For [Weights & Biases](https://wandb.ai/)
users. Easily pull a model from W&B for inference. -
`numerbay_integration.ipynb`: How to use `NumerBlox` to download and
upload predictions listed on [NumerBay](https://numerbay.ai).
has to offer. - `submitting.ipynb`: How to use Submitters for safe and
easy Numerai submissions. - `google_cloud_storage.ipynb`: How to use
Downloaders and Submitters to interact with Google Cloud Storage
(GCS). - `load_model_from_wandb.ipynb`: For [Weights &
Biases](https://wandb.ai/) users. Easily pull a model from W&B for
inference. - `numerbay_integration.ipynb`: How to use `NumerBlox` to
download and upload predictions listed on
[NumerBay](https://numerbay.ai). - `synthetic_data_generation.ipynb`:
Tutorial for generating synthetic data for training Numerai models.

Development notebooks are also in the `nbs` directory. These notebooks
are also used to generate the documentation.

**Questions or idea discussion for educational notebooks:**
[rocketchat.numer.ai/channel/numerblox](https://rocketchat.numer.ai/channel/numerblox)

**Full documentation:**
[crowdcent.github.io/numerblox](https://crowdcent.github.io/numerblox/)

29 changes: 2 additions & 27 deletions _proc/00_misc.ipynb
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@@ -50,7 +50,7 @@
"text/markdown": [
"---\n",
"\n",
"[source](https://github.com/crowdcent/numerblox/tree/master/blob/master/numerblox/misc.py#L7){target=\"_blank\" style=\"float:right; font-size:smaller\"}\n",
"[source](https://github.com/crowdcent/numerblox/blob/master/numerblox/misc.py#L7){target=\"_blank\" style=\"float:right; font-size:smaller\"}\n",
"\n",
"### AttrDict\n",
"\n",
@@ -61,7 +61,7 @@
"text/plain": [
"---\n",
"\n",
"[source](https://github.com/crowdcent/numerblox/tree/master/blob/master/numerblox/misc.py#L7){target=\"_blank\" style=\"float:right; font-size:smaller\"}\n",
"[source](https://github.com/crowdcent/numerblox/blob/master/numerblox/misc.py#L7){target=\"_blank\" style=\"float:right; font-size:smaller\"}\n",
"\n",
"### AttrDict\n",
"\n",
@@ -99,31 +99,6 @@
"source": [
"--------------------------------------------------------------"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"language": "python"
},
"outputs": [],
"source": [
"#| include: false\n",
"# Run this cell to sync all changes with library\n",
"from nbdev import nbdev_export"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"language": "python"
},
"outputs": [],
"source": [
"#| include: false\n",
"nbdev_export()"
]
}
],
"metadata": {
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