ml-finance-python

python scripts for finance machine learning

git clone https://9o.is/git/ml-finance-python.git

environment_linux.yml

(7121B)


      1 name: ml4t
      2 channels:
      3   - defaults
      4   - conda-forge
      5   - anaconda
      6   - pytorch
      7   - quantopian
      8 dependencies:
      9   - _py-xgboost-mutex=2.0
     10   - _tflow_select=2.3.0
     11   - absl-py=0.7.0
     12   - appdirs=1.4.3
     13   - args=0.1.0
     14   - arrow-cpp=0.13.0
     15   - asn1crypto=0.24.0
     16   - astor=0.7.1
     17   - atk=2.25.90
     18   - atomicwrites=1.3.0
     19   - attrs=19.1.0
     20   - automat=0.7.0
     21   - autopep8=1.4.3
     22   - backcall=0.1.0
     23   - beautifulsoup4=4.7.1
     24   - binutils_impl_linux-64=2.31.1
     25   - binutils_linux-64=2.31.1
     26   - blas=1.1
     27   - bleach=3.1.0
     28   - blosc=1.15.0
     29   - bokeh=1.1.0
     30   - boost-cpp=1.68.0
     31   - boto=2.49.0
     32   - boto3=1.9.111
     33   - botocore=1.12.112
     34   - bottleneck=1.2.1
     35   - brotli=1.0.7
     36   - bz2file=0.98
     37   - bzip2=1.0.6
     38   - c-ares=1.15.0
     39   - ca-certificates=2019.3.9
     40   - cachetools=3.1.0
     41   - cairo=1.14.12
     42   - catboost=0.14.2
     43   - certifi=2019.3.9
     44   - cffi=1.12.2
     45   - chardet=3.0.4
     46   - cld2-cffi=0.1.4
     47   - clint=0.5.1
     48   - cloudpickle=0.8.1
     49   - colorlover=0.3.0
     50   - constantly=15.1.0
     51   - cryptography=2.6.1
     52   - cssselect=1.0.3
     53   - cudatoolkit=10.0.130
     54   - cudnn=7.3.1
     55   - cycler=0.10.0
     56   - cymem=2.0.2
     57   - cython=0.29.7
     58   - cytoolz=0.9.0.1
     59   - dask-core=1.2.0
     60   - dbus=1.13.6
     61   - decorator=4.4.0
     62   - defusedxml=0.5.0
     63   - dill=0.2.9
     64   - docutils=0.14
     65   - empyrical=0.3.4
     66   - entrypoints=0.3
     67   - expat=2.2.6
     68   - fastcache=1.0.2
     69   - fastparquet=0.2.1
     70   - ffmpeg=4.1.1
     71   - fontconfig=2.13.1
     72   - freeglut=3.0.0
     73   - freetype=2.9.1
     74   - fribidi=1.0.5
     75   - ftfy=4.4.3
     76   - funcy=1.12
     77   - furl=2.0.0
     78   - future=0.17.1
     79   - gast=0.2.2
     80   - gcc_impl_linux-64=7.3.0
     81   - gcc_linux-64=7.3.0
     82   - gdk-pixbuf=2.36.12
     83   - gensim=3.7.1
     84   - gettext=0.19.8.1
     85   - gflags=2.2.2
     86   - giflib=5.1.4
     87   - glib=2.56.2
     88   - glog=0.3.5
     89   - gmp=6.1.2
     90   - gmpy2=2.0.8
     91   - gnutls=3.6.5
     92   - gobject-introspection=1.56.1
     93   - graphite2=1.3.13
     94   - graphviz=2.38.0
     95   - grpcio=1.16.1
     96   - gst-plugins-base=1.14.0
     97   - gstreamer=1.14.0
     98   - gtk2=2.24.31
     99   - gxx_impl_linux-64=7.3.0
    100   - gxx_linux-64=7.3.0
    101   - h5py=2.9.0
    102   - harfbuzz=1.9.0
    103   - hdbscan=0.8.20
    104   - hdf5=1.10.4
    105   - html5lib=1.0.1
    106   - hyperlink=18.0.0
    107   - icu=58.2
    108   - idna=2.8
    109   - ijson=2.3
    110   - imageio=2.5.0
    111   - incremental=17.5.0
    112   - inflection=0.3.1
    113   - intel-openmp=2019.3
    114   - ipydatawidgets=4.0.0
    115   - ipykernel=5.1.0
    116   - ipyscales=0.3.0
    117   - ipython=7.4.0
    118   - ipython_genutils=0.2.0
    119   - ipyvolume=0.5.1
    120   - ipywebrtc=0.4.3
    121   - ipywidgets=7.4.2
    122   - jasper=1.900.1
    123   - jedi=0.13.3
    124   - jinja2=2.10.1
    125   - jmespath=0.9.4
    126   - joblib=0.12.5
    127   - jpeg=9c
    128   - jsonschema=3.0.1
    129   - jupyter=1.0.0
    130   - jupyter_client=5.2.4
    131   - jupyter_console=6.0.0
    132   - jupyter_contrib_core=0.3.3
    133   - jupyter_contrib_nbextensions=0.5.1
    134   - jupyter_core=4.4.0
    135   - jupyter_highlight_selected_word=0.2.0
    136   - jupyter_latex_envs=1.4.4
    137   - jupyter_nbextensions_configurator=0.4.1
    138   - keras=2.2.4
    139   - keras-applications=1.0.7
    140   - keras-base=2.2.4
    141   - keras-preprocessing=1.0.9
    142   - kiwisolver=1.0.1
    143   - lame=3.100
    144   - libblas=3.8.0
    145   - libcblas=3.8.0
    146   - libedit=3.1.20181209
    147   - libevent=2.1.8
    148   - libffi=3.2.1
    149   - libgcc-ng=8.2.0
    150   - libgfortran-ng=7.3.0
    151   - libglu=9.0.0
    152   - libgpuarray=0.7.6
    153   - libiconv=1.15
    154   - liblapack=3.8.0
    155   - liblapacke=3.8.0
    156   - libopenblas=0.3.3
    157   - libopus=1.3
    158   - libpng=1.6.36
    159   - libprotobuf=3.7.1
    160   - libsodium=1.0.16
    161   - libstdcxx-ng=8.2.0
    162   - libtiff=4.0.10
    163   - libtool=2.4.6
    164   - libuuid=2.32.1
    165   - libvpx=1.7.0
    166   - libwebp=1.0.1
    167   - libxcb=1.13
    168   - libxgboost=0.82
    169   - libxml2=2.9.9
    170   - libxslt=1.1.33
    171   - lightgbm=2.2.1
    172   - llvmlite=0.28.0
    173   - lxml=4.3.3
    174   - lz4-c=1.8.3
    175   - lzo=2.10
    176   - markdown=3.0.1
    177   - markupsafe=1.1.1
    178   - matplotlib=2.2.2
    179   - mistune=0.8.4
    180   - mkl=2019.3
    181   - mkl-service=1.1.2
    182   - mkl_fft=1.0.1
    183   - mkl_random=1.0.1
    184   - mock=2.0.0
    185   - more-itertools=6.0.0
    186   - mpc=1.1.0
    187   - mpfr=4.0.1
    188   - mpmath=1.1.0
    189   - msgpack-numpy=0.4.3.2
    190   - msgpack-python=0.6.1
    191   - murmurhash=1.0.2
    192   - nbconvert=5.4.1
    193   - nbformat=4.4.0
    194   - ncurses=6.1
    195   - nettle=3.4.1
    196   - networkx=2.3
    197   - ninja=1.9.0
    198   - nltk=3.4
    199   - notebook=5.7.8
    200   - numba=0.43.1
    201   - numexpr=2.6.9
    202   - numpy=1.16.2
    203   - numpy-base=1.16.2
    204   - olefile=0.46
    205   - openblas=0.3.3
    206   - opencv=3.4.4
    207   - openh264=1.8.0
    208   - openssl=1.1.1b
    209   - orderedmultidict=1.0
    210   - packaging=19.0
    211   - pandas=0.24.2
    212   - pandas-datareader=0.7.0
    213   - pandoc=2.2.3.2
    214   - pandocfilters=1.4.2
    215   - pango=1.40.14
    216   - parquet-cpp=1.5.1
    217   - parsel=1.5.1
    218   - parso=0.4.0
    219   - patsy=0.5.1
    220   - pbr=5.1.3
    221   - pcre=8.43
    222   - pexpect=4.7.0
    223   - pickleshare=0.7.5
    224   - pillow=6.0.0
    225   - pip=19.0.3
    226   - pixman=0.34.0
    227   - plac=0.9.6
    228   - plotly=3.7.0
    229   - pluggy=0.9.0
    230   - preshed=2.0.1
    231   - prometheus_client=0.6.0
    232   - prompt_toolkit=2.0.9
    233   - protobuf=3.7.1
    234   - ptyprocess=0.6.0
    235   - py=1.8.0
    236   - py-xgboost=0.82
    237   - pyarrow=0.13.0
    238   - pyasn1=0.4.5
    239   - pyasn1-modules=0.2.4
    240   - pycodestyle=2.5.0
    241   - pycparser=2.19
    242   - pydispatcher=2.0.5
    243   - pydot=1.4.1
    244   - pyemd=0.5.1
    245   - pyfinance=1.2.5
    246   - pyfolio=0.8.0
    247   - pygments=2.3.1
    248   - pygpu=0.7.6
    249   - pyhamcrest=1.9.0
    250   - pyldavis=2.1.2
    251   - pymc3=3.6
    252   - pyopenssl=19.0.0
    253   - pyparsing=2.4.0
    254   - pyphen=0.9.5
    255   - pyqt=5.6.0
    256   - pyrsistent=0.14.11
    257   - pysocks=1.6.8
    258   - pytables=3.5.1
    259   - pytest=4.4.0
    260   - pytest-runner=4.4
    261   - python=3.6.8
    262   - python-dateutil=2.8.0
    263   - python-graphviz=0.8.4
    264   - python-levenshtein=0.12.0
    265   - python-snappy=0.5.3
    266   - pythreejs=2.0.2
    267   - pytorch=1.0.1
    268   - pytz=2019.1
    269   - pywavelets=1.0.3
    270   - pyyaml=5.1
    271   - pyzmq=18.0.0
    272   - qt=5.6.3
    273   - qtconsole=4.4.3
    274   - quandl=3.4.5
    275   - queuelib=1.5.0
    276   - re2=2019.04.01
    277   - readline=7.0
    278   - regex=2019.03.09
    279   - requests=2.21.0
    280   - retrying=1.3.3
    281   - s3transfer=0.2.0
    282   - scikit-image=0.14.2
    283   - scikit-learn=0.20.3
    284   - scikit-optimize=0.5.2
    285   - scipy=1.2.1
    286   - scrapy=1.5.2
    287   - seaborn=0.9.0
    288   - selenium=3.141.0
    289   - send2trash=1.5.0
    290   - service_identity=18.1.0
    291   - setuptools=41.0.0
    292   - shap=0.28.5
    293   - sip=4.18.1
    294   - six=1.12.0
    295   - smart_open=1.8.0
    296   - snappy=1.1.7
    297   - soupsieve=1.8
    298   - spacy=2.0.16
    299   - sqlite=3.27.2
    300   - statsmodels=0.9.0
    301   - sympy=1.4
    302   - tensorboard=1.13.1
    303   - tensorflow=1.13.1
    304   - tensorflow-base=1.13.1
    305   - tensorflow-estimator=1.13.0
    306   - termcolor=1.1.0
    307   - terminado=0.8.2
    308   - testpath=0.4.2
    309   - textacy=0.6.2
    310   - textblob=0.15.3
    311   - theano=1.0.4
    312   - thinc=6.12.1
    313   - thrift=0.11.0
    314   - thrift-cpp=0.12.0
    315   - tk=8.6.8
    316   - toolz=0.9.0
    317   - tornado=6.0.2
    318   - tqdm=4.31.1
    319   - traitlets=4.3.2
    320   - traittypes=0.2.1
    321   - twisted=18.9.0
    322   - ujson=1.35
    323   - umap-learn=0.3.8
    324   - unidecode=1.0.23
    325   - urllib3=1.24.1
    326   - w3lib=1.20.0
    327   - wcwidth=0.1.7
    328   - webencodings=0.5.1
    329   - werkzeug=0.15.2
    330   - wheel=0.33.1
    331   - widgetsnbextension=3.4.2
    332   - wordcloud=1.5.0
    333   - wrapt=1.10.11
    334   - x264=1!152.20180806
    335   - xgboost=0.82
    336   - xlrd=1.2.0
    337   - xmltodict=0.12.0
    338   - xorg-kbproto=1.0.7
    339   - xorg-libice=1.0.9
    340   - xorg-libsm=1.2.3
    341   - xorg-libx11=1.6.7
    342   - xorg-libxext=1.3.4
    343   - xorg-libxpm=3.5.12
    344   - xorg-libxrender=0.9.10
    345   - xorg-libxt=1.1.5
    346   - xorg-renderproto=0.11.1
    347   - xorg-xextproto=7.3.0
    348   - xorg-xproto=7.0.31
    349   - xz=5.2.4
    350   - yaml=0.1.7
    351   - zeromq=4.3.1
    352   - zlib=1.2.11
    353   - zope=1.0
    354   - zope.interface=4.6.0
    355   - zstd=1.3.3
    356   - pip:
    357     - box2d-py==2.3.8
    358     - en-core-web-sm==2.0.0
    359     - es-core-news-sm==2.0.0
    360     - gym==0.12.1
    361     - mako==1.0.7
    362     - pyglet==1.3.2
    363     - pymdptoolbox==4.0b3
    364