Ecosyste.ms: Issues

An open API service for providing issue and pull request metadata for open source projects.

GitHub / hudson-and-thames/mlfinlab issues and pull requests

#545 - Can't Install

Issue - State: open - Opened by ebweinstein 4 months ago

#543 - Killed: 9 error when trying to execute test script

Issue - State: open - Opened by HsergeyF 5 months ago

#541 - Install mlfinlab from docs throwing 404

Issue - State: open - Opened by jasonharris438 7 months ago - 2 comments

#540 - closed

Issue - State: closed - Opened by HCMcapital 9 months ago - 4 comments

#537 - trend_scanning_labels with lookforward false, returns incorrect t1.

Issue - State: open - Opened by jinyiabc about 1 year ago - 1 comment

#536 - Update requirements.txt

Pull Request - State: open - Opened by cicada0007 about 1 year ago

#535 - Noise reduction features leakage/inconsistency

Issue - State: closed - Opened by HCMcapital about 1 year ago

#534 - The code of ETF Trick is empty

Issue - State: open - Opened by MbProg about 1 year ago - 1 comment

#533 - The examples of filter and meta-labeling are cheating

Issue - State: open - Opened by eromoe over 1 year ago - 3 comments

#532 - Bump tensorflow from 2.2.1 to 2.11.1 in /docs/source

Pull Request - State: open - Opened by dependabot[bot] over 1 year ago
Labels: dependencies

#531 - Triple barrier events code returning IndexError 0 out of bounds

Issue - State: open - Opened by the57chambers almost 2 years ago - 2 comments

#529 - CPCV does not work as intended and returns the exact same path.

Issue - State: closed - Opened by ghost almost 2 years ago

#528 - is the many function still not implemented?

Issue - State: closed - Opened by joshua-xia almost 2 years ago - 1 comment

#527 - Bump tensorflow from 2.2.1 to 2.9.3 in /docs/source

Pull Request - State: closed - Opened by dependabot[bot] almost 2 years ago - 1 comment
Labels: dependencies

#526 - Unable to do a fresh install of mlfinlab

Issue - State: closed - Opened by galigutta about 2 years ago - 1 comment

#525 - Project dependencies may have API risk issues

Issue - State: open - Opened by PyDeps about 2 years ago

#524 - Bump joblib from 1.0.1 to 1.2.0 in /docs/source

Pull Request - State: open - Opened by dependabot[bot] about 2 years ago
Labels: dependencies

#523 - problems when using ml_cross_val_score

Issue - State: closed - Opened by zhangda425 about 2 years ago - 1 comment

#521 - Bump numpy from 1.18.5 to 1.22.0 in /docs/source

Pull Request - State: open - Opened by dependabot[bot] over 2 years ago
Labels: dependencies

#519 - Bump tensorflow from 2.2.1 to 2.7.2 in /docs/source

Pull Request - State: closed - Opened by dependabot[bot] over 2 years ago - 1 comment
Labels: dependencies

#518 - Any idea of adding code of bull bear labeling?

Issue - State: closed - Opened by leolle over 2 years ago - 2 comments

#517 - Bump tensorflow from 2.2.1 to 2.6.4 in /docs/source

Pull Request - State: closed - Opened by dependabot[bot] over 2 years ago - 1 comment
Labels: dependencies

#516 - `get_time_bars` returning incorrect unix timestamp

Issue - State: open - Opened by mdalvi over 2 years ago

#515 - no module `regime_change` in mlfinlab 1.5.0

Issue - State: open - Opened by mdalvi over 2 years ago

#514 - `num_backtest_paths` in `CombinatorialPurgedKFold` returns incorrect value

Issue - State: closed - Opened by mdalvi over 2 years ago - 1 comment

#513 - get_time_bars returning unix timestamp in `date_time` column

Issue - State: open - Opened by mdalvi over 2 years ago

#512 - Bump tensorflow from 2.2.1 to 2.5.3 in /docs/source

Pull Request - State: closed - Opened by dependabot[bot] almost 3 years ago - 1 comment
Labels: dependencies

#511 - Readme update

Pull Request - State: closed - Opened by vlrie almost 3 years ago
Labels: enhancement

#510 - get_signal(prob, num_classes, pred=None) maybe wrong.

Issue - State: open - Opened by qtbgo about 3 years ago

#509 - Installing mlfinlab on Python 3.7.9

Issue - State: closed - Opened by mix-protocol about 3 years ago - 2 comments
Labels: question

#508 - Optimized Images

Pull Request - State: closed - Opened by vardaan-raj about 3 years ago - 4 comments

#507 - Bump tensorflow from 2.2.1 to 2.5.1 in /docs/source

Pull Request - State: closed - Opened by dependabot[bot] about 3 years ago - 1 comment
Labels: dependencies

#506 - Delta

Pull Request - State: closed - Opened by Jackal08 about 3 years ago

#505 - ml.util.get_daily_vol --> ValueError: operands could not be broadcast together

Issue - State: open - Opened by skylinepro over 3 years ago - 2 comments
Labels: question

#504 - Bump tensorflow from 2.2.1 to 2.4.2 in /docs/source

Pull Request - State: closed - Opened by dependabot[bot] over 3 years ago - 1 comment
Labels: dependencies

#503 - Python 3.9

Issue - State: closed - Opened by peoples-hedge-fund over 3 years ago - 4 comments

#502 - ADV FML pg 44 name error

Issue - State: open - Opened by cl7805 over 3 years ago - 6 comments
Labels: question

#501 - formatting_triple barrier method

Issue - State: closed - Opened by cl7805 over 3 years ago

#500 - Add Privacy + GDPR policies

Pull Request - State: closed - Opened by Jackal08 over 3 years ago - 2 comments

#499 - Consent & tracking usage

Issue - State: closed - Opened by ghgr over 3 years ago - 14 comments
Labels: enhancement, Documentation

#498 - ARBITRAGELAB not installing

Issue - State: closed - Opened by lymadvisors over 3 years ago - 1 comment

#497 - Span and Timestamp Error

Issue - State: open - Opened by cl7805 over 3 years ago - 3 comments
Labels: question

#496 - Can you move to a permissive/copy free license

Issue - State: closed - Opened by sirinath over 3 years ago - 1 comment

#495 - mlfinlab on colab

Issue - State: closed - Opened by cl7805 over 3 years ago - 7 comments
Labels: question, dependencies

#494 - PurgedKFold class error (purge not working for splits)

Issue - State: closed - Opened by davilramos over 3 years ago - 1 comment

#493 - TypeError in get_trades_based_kyle_lambda

Issue - State: closed - Opened by brunofacca over 3 years ago - 3 comments

#492 - Cannot import mlfinlab in jupyter notebook

Issue - State: closed - Opened by mauritzvdworm over 3 years ago - 1 comment

#491 - [Issue] NumPy version in mlfinlab is incompatible with TensorFlow

Issue - State: open - Opened by kinivi over 3 years ago - 1 comment
Labels: dependencies

#490 - installation errors on AArch64, Fedora 33

Issue - State: open - Opened by LutzWeischerFujitsu over 3 years ago - 9 comments

#487 - 'pip install mlfinlab' doesn't work

Issue - State: closed - Opened by kinivi over 3 years ago - 3 comments
Labels: bug

#486 - Dependency issues

Issue - State: closed - Opened by dlarsen5 over 3 years ago - 2 comments

#485 - Bump tensorflow from 2.2.1 to 2.4.0

Pull Request - State: closed - Opened by dependabot[bot] over 3 years ago - 1 comment
Labels: dependencies

#484 - Bump tensorflow from 2.2.1 to 2.4.0 in /docs/source

Pull Request - State: closed - Opened by dependabot[bot] over 3 years ago - 1 comment
Labels: dependencies

#483 - Error when importing mlfinlab

Issue - State: closed - Opened by GreatNewHope almost 4 years ago - 4 comments

#482 - Is $100/month for notebooks tutorial too expensive?

Issue - State: closed - Opened by wenmin-wu almost 4 years ago - 2 comments
Labels: question

#481 - get_ema_dollar_imbalance_bars returns empty dataframe

Issue - State: open - Opened by eugencuic almost 4 years ago - 3 comments
Labels: bug

#480 - Fix broken link

Pull Request - State: closed - Opened by adlai almost 4 years ago - 3 comments

#479 - Z-score filter should also capture price spikes.

Issue - State: open - Opened by proskurin almost 4 years ago - 1 comment

#478 - Looking for guidance / course

Issue - State: closed - Opened by DaveBGld almost 4 years ago - 2 comments
Labels: question

#477 - Some dependency issues happened during the installation of mlfinlab and vectorbt

Issue - State: closed - Opened by gary9716 almost 4 years ago - 4 comments

#476 - Functions return NoneType

Issue - State: closed - Opened by tobemo almost 4 years ago - 1 comment
Labels: bug, question

#475 - frac_diff_ffd AttributeError

Issue - State: closed - Opened by arthurire almost 4 years ago - 2 comments
Labels: bug

#474 - discrepancy in `get_distance_matrix` doc-string

Issue - State: closed - Opened by bobcolner almost 4 years ago - 2 comments
Labels: bug

#473 - Fixing 2 typos in README.md

Pull Request - State: closed - Opened by elbeejay almost 4 years ago - 3 comments
Labels: bug, Documentation

#472 - Bad link in docs

Issue - State: closed - Opened by gerardsimons almost 4 years ago - 3 comments

#471 - Trouble adding vertical barriers to CUSUM output

Issue - State: closed - Opened by vjtrost88 almost 4 years ago - 4 comments
Labels: question, wontfix

#470 - Help: ou_model cannot find root out-of-sample

Issue - State: closed - Opened by kingwongf almost 4 years ago - 3 comments
Labels: question

#469 - Add Mean and covariance matrix.

Issue - State: open - Opened by andrewcztrack about 4 years ago - 5 comments

#468 - Trying different covariance matrices error - HERC Portfolio

Issue - State: closed - Opened by andrewcztrack about 4 years ago - 3 comments
Labels: question

#467 - Update numpy and matplotlib

Issue - State: closed - Opened by diegolovison about 4 years ago - 5 comments
Labels: question

#465 - Where to find unit tests?

Issue - State: closed - Opened by kenluck2001 about 4 years ago - 7 comments
Labels: question

#464 - bump pandas >= 1.10

Issue - State: closed - Opened by bobcolner about 4 years ago - 2 comments

#463 - try exception block in plot_efficient_frontier() fails silently

Issue - State: closed - Opened by emoen about 4 years ago - 1 comment
Labels: question

#462 - Error in pairs trading example

Issue - State: closed - Opened by andrewcztrack about 4 years ago - 2 comments
Labels: bug

#461 - Arbitragelab request - auto kalman filter

Issue - State: closed - Opened by andrewcztrack about 4 years ago - 4 comments
Labels: enhancement

#460 - Arbitragelab request - Bayesian Cointegaration.

Issue - State: open - Opened by andrewcztrack about 4 years ago - 2 comments

#458 - Enable handling detoned covariance matrix in portfolio optimization

Issue - State: closed - Opened by mjvakili about 4 years ago - 5 comments

#451 - Tripple-Barrier extension suggestion

Issue - State: open - Opened by Jackal08 about 4 years ago - 4 comments
Labels: enhancement

#448 - Importing get_weights_by_return() throws numba-related error

Issue - State: closed - Opened by pmgh2345 over 4 years ago - 6 comments

#442 - OLPS unexpected output

Issue - State: open - Opened by sword134 over 4 years ago - 1 comment
Labels: help wanted

#441 - Beating Best Constant Rebalanced Portfolio

Issue - State: open - Opened by sword134 over 4 years ago - 6 comments
Labels: help wanted

#417 - CUSUM.py get_chu_stinchcombe_white_statistics speed-up and bug fix

Issue - State: open - Opened by jasonharris438 over 4 years ago - 7 comments
Labels: enhancement

#414 - Further improve entropy.py functions

Issue - State: open - Opened by PanPip over 4 years ago - 6 comments
Labels: enhancement, good first issue

#387 - Improve Travis build time

Issue - State: closed - Opened by PanPip over 4 years ago
Labels: CI

#382 - PBO through the combinatorially symmetric cross-validation (CSCV) method

Issue - State: open - Opened by huaiweicheng over 4 years ago - 2 comments
Labels: enhancement, good first issue

#360 - Synthetic Raw Data Generator

Issue - State: closed - Opened by boyboi86 over 4 years ago - 5 comments
Labels: enhancement, question

#352 - Online Portfolio Selection

Issue - State: closed - Opened by akwon31 over 4 years ago - 10 comments
Labels: enhancement

#340 - get_daily_vol ValueError, length mismatch

Issue - State: open - Opened by NervousEnergy1979 over 4 years ago - 5 comments
Labels: question

#326 - Fix Log in MetaLabels

Issue - State: closed - Opened by Jackal08 over 4 years ago - 1 comment
Labels: bug

#301 - Feature Importance: Class obj

Issue - State: closed - Opened by Jackal08 over 4 years ago - 1 comment
Labels: good first issue

#295 - PurgedKFold: training events can overlap with testing events

Issue - State: open - Opened by tdoublep over 4 years ago - 6 comments
Labels: question

#130 - Get ind_matrix yields MemoryReport

Issue - State: closed - Opened by proskurin about 5 years ago - 2 comments