Python AutoML for Trading Systems and Sports Betting
APACHE-2.0 License
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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:
scikit-learn
, Keras
, xgboost
, LightGBM
, and CatBoost
.pyfolio
... image:: https://github.com/Alpha314/AlphaPy/blob/master/images/model_pipeline.png :width: 100% :alt: AlphaPy Model Pipeline :align: center
https://www.scottfreellc.com/alphapy-pro
http://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
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
XGBoost
For Mac and Windows users, XGBoost will not install automatically
with pip
. For instructions to install XGBoost on your specific
platform, go to http://xgboost.readthedocs.io/en/latest/build.html.
LightGBM
For instructions to install LightGBM on your specific
platform, go to https://lightgbm.readthedocs.io/en/latest/Installation-Guide.html.
CatBoost
For instructions to install CatBoost on your specific platform, go to https://catboost.ai/docs/concepts/python-installation.html.
.. image:: https://github.com/Alpha314/AlphaPy/blob/master/images/market_pipeline.png :width: 100% :alt: MarketFlow Model :align: center
.. image:: https://github.com/Alpha314/AlphaPy/blob/master/images/system_pipeline.png :width: 100% :alt: MarketFlow System :align: center
.. image:: https://github.com/Alpha314/AlphaPy/blob/master/images/sports_pipeline.png :width: 100% :alt: SportFlow :align: center
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://github.com/ScottfreeLLC/AlphaPy/issues
Follow us on Twitter:
https://twitter.com/_AlphaPy_?lang=en
If you like the software, please donate:
http://alphapy.readthedocs.io/en/latest/introduction/support.html#donations
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