Releases: crowdcent/numerblox
v1.6.0
What's Changed
- [WIP] sklearn 1.6. BaseEstimator on the right. Update Pipeline transform_in… by @CarloLepelaars in #180
- Update sklearn conventions for scikit-learn 1.6.1.
- Deprecate
TickerMapper
Full Changelog: v1.5.0...v1.6.0
v1.5.0
What's Changed
- Feature/uv by @CarloLepelaars in #179
Migrate NumerBlox from Poetry to uv.
Migrate Github Actions pipelines to use uv.
Use ruff checks and formatting.
Using guidelines of how FastAPI migrated from Poetry to uv:
https://x.com/tiangolo/status/1839686030007361803
Deprecates convert_to_tf in NumerFrame.get_era_batch.
Tensorflow removed as dev dependency. Plan to move away from Tensorflow entirely and use Keras/JAX for Penalizers speedup and compatibility.
xfail tests in penalizers.py, which still use tensorflow.
Full Changelog: v1.4.0...v1.5.0
v1.4.0
What's Changed
- Support model uploads by @jmrichardson in #176
- Update docs with model uploads and others by @jrosenfeld13 in #178
- Deprecate/classic v4 py39 by @CarloLepelaars in #177
Changes
NumeraiModelUpload
- Deprecates v4 Classic data
- Deprecates support for Python 3.9. Introduce Python 3.12.
- Remove support for "V2" and "V3" equivalent features in NumerFrame.
- Update small, medium, fncv3 features and feature group mapping to V5 data.
- New v5 testing data (val_3_eras.parquet)
- Support for Signals v2 data. This is the new default in
NumeraiSignalsDownloader
. NumeraiCryptoSubmitter
.
New Contributors
- @jmrichardson made their first contribution in #176
Full Changelog: v1.3.8...v1.4.0
v1.3.8
What's Changed
- Set 5.0 defaults. Classic v5 live download by @CarloLepelaars in #174
Full Changelog: v1.3.7...v1.3.8
v1.3.7
Update minimum numerapi
version for CryptoAPI
.
Full Changelog: v1.3.6...v1.3.7
v1.3.6
v1.3.5
Full Changelog: v1.3.4...v1.3.5
v1.3.4
v1.3.3
What's Changed
- Compute exposures with lstsq (~2x speedup) by @CarloLepelaars in #169. Exposure speedup tricky thanks to by256 in forum post: https://forum.numer.ai/t/2x-feature-neutralization-speed-up/4473.
- Relax versions for
numerai-tools
,numerai-era-data
,scikit-learn
,numerapi
andnumpy
.
Full Changelog: v1.3.2...v1.3.3
v1.3.2
What's Changed
- Security updates based on Github Dependabot
- Add support for v5 data by @CarloLepelaars in #168
Full Changelog: v1.3.1...v1.3.2