pytimetk
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Time series easier, faster, more fun. Pytimetk.
Add time series cross validation. https://github.com/FBruzzesi/timebasedcv
Example: https://github.com/quant-science/Cohort-Code-QS01-Quant_Scientist_Algo_Trading_System/blob/master/Trade-Together-Tuesdays/01_momentum_trade_strategy.py
Tried installing pytimetk using 'pip install pytimetk'. Fails with pyarrow installation, which is hardcoded to 13.0.0. (however, the latest version pyarow 16.0.0 installs on py 3.12.2).
Currently it's only possible to apply rolling calcs to prior periods and not forward periods. A scenario where it's useful to have both is applying a rolling calc to a...
Thinking of adding a `sort` parameter to these functions to make it more obvious to what's happening under the hood. One issue is that when sorting, the order of the...
Pandas Release Notes: https://pandas.pydata.org/docs/whatsnew/v2.2.0.html#deprecate-aliases-m-q-y-etc-in-favour-of-me-qe-ye-etc-for-offsets Issue: https://github.com/business-science/pytimetk/actions/runs/7823996876/job/21345830573 ![image](https://github.com/business-science/pytimetk/assets/13734662/beb6493f-29b7-4b25-9d96-5dda941e2b73)
I'm tinkering with the idea of allowing users to add more than one value column as a list `value_column = ["col1", "col2", ...]`.
# Problem Arrows aren't adjusting as expected. ![image](https://github.com/business-science/pytimetk/assets/13734662/ccf396ae-ce23-48dc-b3c3-775c90ff0e5c) # Example Here's a reproducible example: ``` {python} import pandas as pd import numpy as np import pytimetk as tk # Set...
I ran this code copy pasted in Pycharm but no charts were shown https://business-science.github.io/pytimetk/tutorials/02_finance.html `import pytimetk as tk import pandas as pd import numpy as np stocks_df = tk.load_dataset("stocks_daily", parse_dates...
Need to discuss what all we want to add for version 0.3.0