Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom

ML based Pairs Selection #5

Merged
merged 37 commits into from
Dec 9, 2020
Merged

ML based Pairs Selection #5

merged 37 commits into from
Dec 9, 2020

Commits on Nov 8, 2020

  1. Initial commit for code, docs and unit test

    @AaronDeb
    AaronDeb committed Nov 8, 2020
    Configuration menu
    Copy the full SHA
    a0f1c69 View commit details
    Browse the repository at this point in the history

Commits on Nov 10, 2020

  1. Got everything up to coverage; with some exclusions like plotting rel… 

    …ating methods
    @AaronDeb
    AaronDeb committed Nov 10, 2020
    Configuration menu
    Copy the full SHA
    294cde6 View commit details
    Browse the repository at this point in the history

Commits on Nov 11, 2020

  1. Code style fixes

    @AaronDeb
    AaronDeb committed Nov 11, 2020
    Configuration menu
    Copy the full SHA
    6ba5f69 View commit details
    Browse the repository at this point in the history

  2. Fixed doc style issues; still have the research notebook link

    @AaronDeb
    AaronDeb committed Nov 11, 2020
    Configuration menu
    Copy the full SHA
    68171b2 View commit details
    Browse the repository at this point in the history

  3. Added some spacings in the doc strings

    @AaronDeb
    AaronDeb committed Nov 11, 2020
    Configuration menu
    Copy the full SHA
    c65baf8 View commit details
    Browse the repository at this point in the history

  4. More styling fixes and refactor of get_ticker_sector_info method in t… 

    …he Data Importer Class
    @AaronDeb
    AaronDeb committed Nov 11, 2020
    Configuration menu
    Copy the full SHA
    c24e82e View commit details
    Browse the repository at this point in the history

Commits on Nov 12, 2020

  1. Added some more comments

    @AaronDeb
    AaronDeb committed Nov 12, 2020
    Configuration menu
    Copy the full SHA
    c4b0984 View commit details
    Browse the repository at this point in the history

  2. Merge branch 'develop' into ml_based_pairs_selection

    @PanPip
    PanPip committed Nov 12, 2020
    Configuration menu
    Copy the full SHA
    0872119 View commit details
    Browse the repository at this point in the history

Commits on Nov 13, 2020

  1. Added documentation section for the data importer

    @AaronDeb
    AaronDeb committed Nov 13, 2020
    Configuration menu
    Copy the full SHA
    cd62486 View commit details
    Browse the repository at this point in the history

  2. Merge branch 'ml_based_pairs_selection' of https://github.com/hudson-… 

    …and-thames/arbitragelab into ml_based_pairs_selection
    @AaronDeb
    AaronDeb committed Nov 13, 2020
    Configuration menu
    Copy the full SHA
    26a2e3c View commit details
    Browse the repository at this point in the history

  3. Fix ML Approach requirements

    @PanPip
    PanPip committed Nov 13, 2020
    Configuration menu
    Copy the full SHA
    6bb1b08 View commit details
    Browse the repository at this point in the history

  4. Fix pylint in init ML Approach

    @PanPip
    PanPip committed Nov 13, 2020
    Configuration menu
    Copy the full SHA
    b3e3ae4 View commit details
    Browse the repository at this point in the history

  5. Add lxml to requirements

    @PanPip
    PanPip committed Nov 13, 2020
    Configuration menu
    Copy the full SHA
    059d469 View commit details
    Browse the repository at this point in the history

  6. Data Importer unit test fix

    @AaronDeb
    AaronDeb committed Nov 13, 2020
    Configuration menu
    Copy the full SHA
    8fb4724 View commit details
    Browse the repository at this point in the history

  7. Merge branch 'develop' into ml_based_pairs_selection

    @PanPip
    PanPip committed Nov 13, 2020
    Configuration menu
    Copy the full SHA
    80d574c View commit details
    Browse the repository at this point in the history

Commits on Nov 14, 2020

  1. Added more fixes

    @AaronDeb
    AaronDeb committed Nov 14, 2020
    Configuration menu
    Copy the full SHA
    4daed63 View commit details
    Browse the repository at this point in the history

  2. Merge branch 'ml_based_pairs_selection' of https://github.com/hudson-… 

    …and-thames/arbitragelab into ml_based_pairs_selection
    @AaronDeb
    AaronDeb committed Nov 14, 2020
    Configuration menu
    Copy the full SHA
    d8758d7 View commit details
    Browse the repository at this point in the history

Commits on Nov 16, 2020

  1. Typo fixes, added images to data importer docs

    @AaronDeb
    AaronDeb committed Nov 16, 2020
    Configuration menu
    Copy the full SHA
    f84719e View commit details
    Browse the repository at this point in the history

  2. More typo fixes

    @AaronDeb
    AaronDeb committed Nov 16, 2020
    Configuration menu
    Copy the full SHA
    ded9734 View commit details
    Browse the repository at this point in the history

  3. Set limit on pair plotter and added time_delta parameter

    @AaronDeb
    AaronDeb committed Nov 16, 2020
    Configuration menu
    Copy the full SHA
    17bb707 View commit details
    Browse the repository at this point in the history

  4. Merge branch 'develop' into ml_based_pairs_selection

    @PanPip
    PanPip committed Nov 16, 2020
    Configuration menu
    Copy the full SHA
    47f9eee View commit details
    Browse the repository at this point in the history

  5. Remove Risk Metrics from init

    @PanPip
    PanPip committed Nov 16, 2020
    Configuration menu
    Copy the full SHA
    83b55f4 View commit details
    Browse the repository at this point in the history

Commits on Nov 17, 2020

  1. Moved test files

    @AaronDeb
    AaronDeb committed Nov 17, 2020
    Configuration menu
    Copy the full SHA
    5a5dd0f View commit details
    Browse the repository at this point in the history

  2. Added introduction section to ML approach section

    @AaronDeb
    AaronDeb committed Nov 17, 2020
    Configuration menu
    Copy the full SHA
    b2ff7f1 View commit details
    Browse the repository at this point in the history

Commits on Nov 18, 2020

  1. Fixed latest comments

    @AaronDeb
    AaronDeb committed Nov 18, 2020
    Configuration menu
    Copy the full SHA
    aade331 View commit details
    Browse the repository at this point in the history

Commits on Nov 19, 2020

  1. Merge branch 'develop' into ml_based_pairs_selection

    @PanPip
    PanPip committed Nov 19, 2020
    Configuration menu
    Copy the full SHA
    621b70d View commit details
    Browse the repository at this point in the history

  2. Add ML Approach import to secure import

    @PanPip
    PanPip committed Nov 19, 2020
    Configuration menu
    Copy the full SHA
    6f89bff View commit details
    Browse the repository at this point in the history

Commits on Nov 20, 2020

  1. Added Knee Plot title

    @AaronDeb
    AaronDeb committed Nov 20, 2020
    Configuration menu
    Copy the full SHA
    220fced View commit details
    Browse the repository at this point in the history

  2. Merge branch 'ml_based_pairs_selection' of https://github.com/hudson-… 

    …and-thames/arbitragelab into ml_based_pairs_selection
    @AaronDeb
    AaronDeb committed Nov 20, 2020
    Configuration menu
    Copy the full SHA
    bcd264b View commit details
    Browse the repository at this point in the history

  3. Added doc warning relating to pair selection performance

    @AaronDeb
    AaronDeb committed Nov 20, 2020
    Configuration menu
    Copy the full SHA
    c1cf7b6 View commit details
    Browse the repository at this point in the history

  4. Added ht clients research repo link in docs

    @AaronDeb
    AaronDeb committed Nov 20, 2020
    Configuration menu
    Copy the full SHA
    8109c4c View commit details
    Browse the repository at this point in the history

  5. Fixed unit test to handle time varying values from asset getter methods

    @AaronDeb
    AaronDeb committed Nov 20, 2020
    Configuration menu
    Copy the full SHA
    e9f7c2e View commit details
    Browse the repository at this point in the history

  6. Added single pair plotting method

    @AaronDeb
    AaronDeb committed Nov 20, 2020
    Configuration menu
    Copy the full SHA
    aad7c7e View commit details
    Browse the repository at this point in the history

Commits on Nov 23, 2020

  1. More Fixes

    @AaronDeb
    AaronDeb committed Nov 23, 2020
    Configuration menu
    Copy the full SHA
    a9bc418 View commit details
    Browse the repository at this point in the history

Commits on Nov 24, 2020

  1. Added progress bar to Select Pairs step - ML Pairs Selection

    @PanPip
    PanPip committed Nov 24, 2020
    Configuration menu
    Copy the full SHA
    0a1d6fe View commit details
    Browse the repository at this point in the history

Commits on Nov 26, 2020

  1. Added my changes to changelog

    @AaronDeb
    AaronDeb committed Nov 26, 2020
    Configuration menu
    Copy the full SHA
    d743cd6 View commit details
    Browse the repository at this point in the history

  2. Merge branch 'develop' into ml_based_pairs_selection

    @PanPip
    PanPip committed Nov 26, 2020
    Configuration menu
    Copy the full SHA
    8a98d2e View commit details
    Browse the repository at this point in the history