AlphaPy ======= |badge_pypi| |badge_downloads| |badge_docs| **AlphaPy** is a machine learning framework for both speculators and data scientists. It is written in Python mainly with the ``scikit-learn`` and ``pandas`` libraries, as well as many other helpful packages for feature engineering and visualization. 🚀 **AlphaPy Pro is Now Available!** **AlphaPy Pro** - the professional edition of AlphaPy - is now publicly available! Featuring modern Python 3.12+ support, enhanced performance, and enterprise-grade capabilities. * **Repository**: https://github.com/ScottfreeLLC/alphapy-pro * **Documentation**: https://scottfreellc.github.io/alphapy-pro/ * **Installation**: ``pip install alphapy-pro`` Here are just some of the things you can do with **AlphaPy (legacy)**: * Run machine learning models using ``scikit-learn``, ``Keras``, ``xgboost``, ``LightGBM``, and ``CatBoost``. * Generate blended or stacked ensembles. * 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``. .. image:: https://github.com/Alpha314/AlphaPy/blob/master/images/model_pipeline.png :width: 100% :alt: AlphaPy Model Pipeline :align: center AlphaPy Pro: Now Available! --------------------------- **AlphaPy Pro** is the next generation of AlphaPy with enhanced features and modern capabilities: * **Modern Python 3.12+** support with UV package management * **Enhanced MarketFlow** with advanced financial ML features * **MetaLabeling Support** for sophisticated financial modeling * **NLP Features** for sentiment analysis and text processing * **Automated CI/CD** with GitHub Actions and PyPI publishing * **Comprehensive Documentation** with tutorials and examples **Quick Start with AlphaPy Pro**:: pip install alphapy-pro **Links**: * **GitHub Repository**: https://github.com/ScottfreeLLC/alphapy-pro * **Documentation**: https://scottfreellc.github.io/alphapy-pro/ * **PyPI Package**: https://pypi.org/project/alphapy-pro/ **Note**: Active development has moved to AlphaPy Pro. This repository (AlphaPy) remains available for users who rely on the original version. Documentation ------------- http://alphapy.readthedocs.io/en/latest/ Installation ------------ You should already have pip, Python, and optionally XGBoost, LightGBM, and CatBoost installed on your system (see below). Run the following command to install AlphaPy:: pip install -U alphapy Pyfolio ~~~~~~~ Pyfolio is automatically installed by AlphaPy, but if you encounter the following error when trying to create a tear sheet: *AttributeError: 'numpy.int64' object has no attribute 'to_pydatetime'* Install pyfolio with this command: pip install git+https://github.com/quantopian/pyfolio 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. LightGBM ~~~~~~~~ For instructions to install LightGBM on your specific platform, go to https://lightgbm.readthedocs.io/en/latest/Installation-Guide.html. CatBoost ~~~~~~~~ For instructions to install CatBoost on your specific platform, go to https://catboost.ai/docs/concepts/python-installation.html. MarketFlow ---------- .. image:: https://github.com/Alpha314/AlphaPy/blob/master/images/market_pipeline.png :width: 100% :alt: MarketFlow Model :align: center .. image:: https://github.com/Alpha314/AlphaPy/blob/master/images/system_pipeline.png :width: 100% :alt: MarketFlow System :align: center SportFlow --------- .. image:: https://github.com/Alpha314/AlphaPy/blob/master/images/sports_pipeline.png :width: 100% :alt: SportFlow :align: center GamePT ------ You can find an implementation of MarketFlow here: https://www.scottfreellc.com/gamept 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 .. |badge_pypi| image:: https://badge.fury.io/py/alphapy.svg .. |badge_docs| image:: https://readthedocs.org/projects/alphapy/badge/?version=latest .. |badge_downloads| image:: https://static.pepy.tech/badge/alphapy