Releases: crowdcent/numerblox
v1.3.1
v1.3.0
What's Changed
- Update/sklearn14 by @CarloLepelaars in #163
- Feature/metadata routing default by @CarloLepelaars in #164
Full Changelog: v1.2.2...v1.3.0
- Support for scikit-learn's metadata routing.
- Updated tests and documentation for metadata routing.
- Support for Polars output in Numerblox processors.
- Metadata routing is initialized so does not have to be set explicitly. Can still be switched to False or None for explicit cases where additional arguments are not needed. For example, in live inference where era_series is a constant series (1 era) so it would be redundant to pass.
NOTE: Numerblox uses metadata routing, which was introduced in scikit-learn
1.4 and is still in an experimental phase. Not all scikit-learn
meta-estimators work with metadata routing yet. Check this overview for the support status on scikit-learn meta estimators that support metadata routing.
For most cases with Numerblox processors you don't have to set any routing requests manually. It is already handled within the processors. For more information about metadata routing:
https://scikit-learn.org/stable/metadata_routing.html
WARNING: eras
argument is now era_series
and tickers
argument is now called ticker_series
. This is changed to clarify that the input argument should be a pd.Series
.
v1.2.2
Full Changelog: v1.2.1...v1.2.2
v1.2.1
What's Changed
- NumeraiSignalsDownloader. Version 1.2 by @CarloLepelaars in #162
Full Changelog: v1.1.18...v1.2.1
v1.1.18
What's Changed
- Deprecate friday_date. Update dependencies by @CarloLepelaars in #161
Full Changelog: v1.1.17...v1.1.18
v1.1.17
What's Changed
- Feature/parallel quantile by @CarloLepelaars in #160
Full Changelog: v1.1.16...v1.1.17
v.1.1.16
What's Changed
- New setup for parallel neutralization by @CarloLepelaars in #159
Full Changelog: v1.1.15...v1.1.16
v1.1.15
Full Changelog: v1.1.14...v1.1.15
v1.1.14
What's Changed
- v4.3+ data support for NumeraiClassicDownloader by @CarloLepelaars in #158
Full Changelog: v1.1.13...v1.1.14
v1.1.13
What's Changed
- Option to get all Signals diagnostics by @CarloLepelaars in #157
Full Changelog: v1.1.12...v1.1.13