/AlphaPy

Automated Machine Learning [AutoML] for Python

Primary LanguagePythonApache License 2.0Apache-2.0

AlphaPy

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AlphaPy is a machine learning framework for both speculators and data scientists. It is written in Python with the scikit-learn, pandas, and Keras libraries, as well as many other helpful libraries for feature engineering and visualization. Here are just some of the things you can do with AlphaPy:

  • Run machine learning models using scikit-learn, xgboost, and Keras.
  • Create models for analyzing the markets with MarketFlow.
  • Predict sporting events with SportFlow.
  • Develop trading systems and analyze portfolios using MarketFlow and Quantopian's pyfolio.

AlphaPy Model Pipeline

Installation

You should already have pip, Python, and XGBoost (see below) installed on your system. Run the following command to install AlphaPy:

pip install -U alphapy

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.

Documentation

http://alphapy.readthedocs.io/en/latest/

MarketFlow

MarketFlow Model

MarketFlow System

SportFlow

SportFlow

Support

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

Donations

If you like the software, please donate:

http://alphapy.readthedocs.io/en/latest/introduction/support.html#donations