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

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

Issue - State: open - Opened by tdoublep almost 5 years ago - 6 comments
Labels: question

#130 - Get ind_matrix yields MemoryReport

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

#100 - cross-validation: pass down kwargs to the fit method of the classifier

Issue - State: closed - Opened by imcu over 5 years ago
Labels: enhancement

#99 - Add book implementation comparison to unit tests for sampling

Pull Request - State: closed - Opened by proskurin over 5 years ago - 1 comment
Labels: enhancement

#98 - Cannot converge while merging tick imbalance bars

Issue - State: closed - Opened by yuchengwto over 5 years ago - 3 comments
Labels: question

#97 - Add this function: plotMinFFD, from AFML.

Issue - State: closed - Opened by Jackal08 over 5 years ago - 2 comments
Labels: question

#96 - Fix futures roll trick function, update tests, add relative return preservation feature

Pull Request - State: closed - Opened by proskurin over 5 years ago - 1 comment
Labels: enhancement

#95 - Feature bet sizing dynamic

Pull Request - State: closed - Opened by kingfischer16 over 5 years ago
Labels: enhancement

#93 - Implementation of `getIndMatrix` is different from the book

Issue - State: closed - Opened by lunluen over 5 years ago - 10 comments
Labels: bug

#92 - Update version mlfinlab

Issue - State: closed - Opened by Jackal08 over 5 years ago
Labels: enhancement

#91 - Create seq bootstrap RF

Issue - State: closed - Opened by Jackal08 over 5 years ago - 1 comment
Labels: enhancement

#90 - What is the diff between get avg uniqueness and tipple barrier uniqueness?

Issue - State: closed - Opened by Jackal08 over 5 years ago - 2 comments
Labels: question

#89 - Fix average uniqueness

Pull Request - State: closed - Opened by Jackal08 over 5 years ago - 1 comment
Labels: bug

#88 - Add single futures roll

Issue - State: closed - Opened by Jackal08 over 5 years ago
Labels: enhancement

#87 - `add_vertical_barrier` does not handle business day

Issue - State: closed - Opened by lunluen over 5 years ago - 6 comments
Labels: bug

#86 - Hot fix

Pull Request - State: closed - Opened by Jackal08 over 5 years ago - 1 comment
Labels: bug

#85 - Dev

Pull Request - State: closed - Opened by Jackal08 over 5 years ago - 1 comment
Labels: enhancement

#84 - cross validation - book chapter 7

Pull Request - State: closed - Opened by imcu over 5 years ago - 1 comment
Labels: enhancement

#83 - Working through Ch7

Issue - State: closed - Opened by Jackal08 over 5 years ago

#82 - Feature bet sizing from probability

Pull Request - State: closed - Opened by kingfischer16 over 5 years ago - 4 comments
Labels: enhancement

#81 - Update package

Issue - State: closed - Opened by Jackal08 over 5 years ago
Labels: enhancement

#80 - Write update blog post

Issue - State: closed - Opened by Jackal08 over 5 years ago
Labels: Documentation

#79 - New Blog and register domain name

Issue - State: closed - Opened by Jackal08 over 5 years ago
Labels: enhancement, Documentation

#78 - Implement SequentialBootstrapping Random Forest

Issue - State: closed - Opened by Jackal08 over 5 years ago

#77 - Add unit tests for ch10

Issue - State: closed - Opened by Jackal08 over 5 years ago
Labels: enhancement

#76 - Add ch10 code

Issue - State: closed - Opened by Jackal08 over 5 years ago - 1 comment

#75 - Tutorial section

Issue - State: closed - Opened by Jackal08 over 5 years ago - 2 comments
Labels: good first issue, Documentation

#74 - Improved bootstrapping

Pull Request - State: closed - Opened by proskurin over 5 years ago
Labels: enhancement

#73 - Update Readme

Issue - State: closed - Opened by Jackal08 over 5 years ago
Labels: Documentation

#72 - get_futures_roll_series should return gaps not df.close - gaps

Issue - State: closed - Opened by proskurin over 5 years ago - 1 comment

#71 - Rm assertion

Pull Request - State: closed - Opened by Jackal08 over 5 years ago
Labels: enhancement

#70 - Dev

Pull Request - State: closed - Opened by Jackal08 over 5 years ago - 1 comment
Labels: enhancement

#69 - where is fracdiff method?

Issue - State: closed - Opened by lalamango over 5 years ago - 1 comment

#68 - Run bars issue

Issue - State: closed - Opened by atokuz over 5 years ago - 2 comments

#67 - Imbalance_array length corrected

Pull Request - State: closed - Opened by atokuz over 5 years ago - 1 comment
Labels: bug

#66 - Is asserting column datatypes really needed?

Issue - State: closed - Opened by atokuz over 5 years ago - 2 comments
Labels: enhancement

#65 - Chapter 4

Pull Request - State: closed - Opened by proskurin over 5 years ago - 3 comments
Labels: enhancement

#64 - Update run_data_structures.py

Pull Request - State: closed - Opened by atokuz almost 6 years ago - 8 comments
Labels: bug

#63 - Update License to BSD

Pull Request - State: closed - Opened by Jackal08 almost 6 years ago - 1 comment

#62 - Create LICENSE

Pull Request - State: closed - Opened by Jackal08 almost 6 years ago - 1 comment

#61 - Update dev: pull master

Pull Request - State: closed - Opened by Jackal08 almost 6 years ago - 1 comment

#60 - Add Badges

Pull Request - State: closed - Opened by Jackal08 almost 6 years ago - 2 comments
Labels: Documentation

#59 - Add Badges

Issue - State: closed - Opened by Jackal08 almost 6 years ago
Labels: Documentation

#58 - Sample weights alex

Pull Request - State: closed - Opened by proskurin almost 6 years ago - 2 comments

#57 - Speed up Sequential Bootstrapping (seq_bootstrapping)

Issue - State: closed - Opened by proskurin almost 6 years ago
Labels: enhancement, help wanted, good first issue

#56 - Chapter 4 unit tests

Issue - State: closed - Opened by proskurin almost 6 years ago

#55 - Run bars fix

Pull Request - State: closed - Opened by proskurin almost 6 years ago - 1 comment

#53 - get_events should return target * take_profit multiplier

Issue - State: closed - Opened by proskurin almost 6 years ago - 2 comments
Labels: bug, enhancement, good first issue

#52 - Run bars threshold condition should be changed

Issue - State: closed - Opened by proskurin almost 6 years ago - 4 comments
Labels: bug, good first issue

#51 - Delete 0 append to in buy/sell imbalance in run bars

Issue - State: closed - Opened by proskurin almost 6 years ago
Labels: bug, good first issue

#50 - Fractional Differening

Pull Request - State: closed - Opened by ashuWEMBA almost 6 years ago

#49 - Dev

Pull Request - State: closed - Opened by ashuWEMBA almost 6 years ago - 1 comment

#48 - Pylint corrections

Pull Request - State: closed - Opened by Jackal08 almost 6 years ago
Labels: help wanted

#47 - Fractional Differencing Unit tests

Issue - State: closed - Opened by Jackal08 almost 6 years ago
Labels: enhancement

#46 - Push package to PyPi Official

Issue - State: closed - Opened by Jackal08 almost 6 years ago
Labels: enhancement

#45 - Merge dev

Pull Request - State: closed - Opened by Jackal08 almost 6 years ago
Labels: enhancement

#44 - Create package

Pull Request - State: closed - Opened by Jackal08 almost 6 years ago
Labels: enhancement

#43 - Push package to Test PyPi

Issue - State: closed - Opened by Jackal08 almost 6 years ago
Labels: enhancement

#42 - Etf trick

Pull Request - State: closed - Opened by proskurin almost 6 years ago
Labels: enhancement

#41 - Add feature timedelta to add_vertical_barrier() in labeling

Issue - State: closed - Opened by proskurin almost 6 years ago
Labels: enhancement, good first issue

#40 - Change ReadMe

Issue - State: closed - Opened by Jackal08 almost 6 years ago
Labels: Documentation

#39 - Add Windows installation guide to mlfinlab

Issue - State: closed - Opened by Jackal08 almost 6 years ago
Labels: Documentation

#38 - Port Ch3 Code

Pull Request - State: closed - Opened by Jackal08 almost 6 years ago
Labels: enhancement

#37 - unclear how to go from raw tick data to tick, volume and dollar bars

Issue - State: closed - Opened by tingli81 almost 6 years ago - 4 comments
Labels: question

#36 - (Wenjie): Chapter 7 Cross-Validation Investigation

Issue - State: closed - Opened by Jackal08 almost 6 years ago

#35 - Read-up on best practices for contributor attribution.

Issue - State: closed - Opened by Jackal08 almost 6 years ago - 1 comment
Labels: Documentation

#34 - Triple Barrier: Check pt_sl = [1, 1, 1] (possible bug)

Issue - State: closed - Opened by Jackal08 almost 6 years ago - 1 comment
Labels: bug

#33 - Set up Github Pages to act as one main dashboard for the project.

Issue - State: closed - Opened by Jackal08 almost 6 years ago - 1 comment
Labels: Documentation

#32 - Imbalance bars proskurin alex(upd)

Pull Request - State: closed - Opened by proskurin almost 6 years ago
Labels: enhancement

#31 - Replace numba ewma with faster version

Issue - State: closed - Opened by proskurin almost 6 years ago - 2 comments
Labels: enhancement

#30 - Add schema class for custom data sets format

Issue - State: closed - Opened by proskurin almost 6 years ago

#29 - Information bars are too big

Issue - State: closed - Opened by proskurin almost 6 years ago
Labels: bug

#28 - Refactor Bar Creation

Issue - State: closed - Opened by Jackal08 almost 6 years ago
Labels: enhancement

#27 - Setup classes

Pull Request - State: closed - Opened by Jackal08 almost 6 years ago
Labels: enhancement, Documentation

#26 - Implement the ETF Trick

Issue - State: closed - Opened by Jackal08 almost 6 years ago
Labels: enhancement

#25 - Imbalance and run bars proskurin alex

Pull Request - State: closed - Opened by proskurin almost 6 years ago

#24 - Imbalance bars proskurin alex

Pull Request - State: closed - Opened by proskurin almost 6 years ago

#23 - Fix CUSUM Filter

Issue - State: closed - Opened by Jackal08 almost 6 years ago - 1 comment
Labels: bug, enhancement, good first issue

#22 - Add chapter 3 code to package.

Issue - State: closed - Opened by Jackal08 almost 6 years ago
Labels: enhancement, Documentation

#21 - Implement various imbalance bars:

Issue - State: closed - Opened by Jackal08 almost 6 years ago
Labels: enhancement, good first issue

#20 - Implement various Runs bars:

Issue - State: closed - Opened by Jackal08 almost 6 years ago
Labels: enhancement, good first issue

#19 - Add assertion for csv file to have 3 columns

Issue - State: closed - Opened by Jackal08 almost 6 years ago
Labels: bug

#18 - Bars

Pull Request - State: closed - Opened by Jackal08 almost 6 years ago

#17 - Add code from book

Issue - State: closed - Opened by ashuWEMBA about 6 years ago
Labels: enhancement

#16 - Pull request rules

Issue - State: closed - Opened by Jackal08 about 6 years ago
Labels: CI

#15 - Setup CI

Pull Request - State: closed - Opened by Jackal08 about 6 years ago
Labels: CI

#14 - Script to push package to pypi

Issue - State: closed - Opened by Jackal08 about 6 years ago
Labels: enhancement, CI

#13 - Script for documentation

Issue - State: closed - Opened by Jackal08 about 6 years ago
Labels: enhancement, CI

#12 - ReadMe: mlfinlab

Issue - State: closed - Opened by Jackal08 about 6 years ago
Labels: Documentation

#11 - Volume bars

Issue - State: closed - Opened by Jackal08 about 6 years ago
Labels: enhancement

#10 - Dollar Bars

Issue - State: closed - Opened by Jackal08 about 6 years ago
Labels: enhancement

#9 - Tick bars

Issue - State: closed - Opened by Jackal08 about 6 years ago
Labels: enhancement

#8 - Time Bars

Issue - State: closed - Opened by Jackal08 about 6 years ago - 1 comment
Labels: enhancement

#7 - Code coverage script

Issue - State: closed - Opened by Jackal08 about 6 years ago
Labels: CI

#6 - Pylint script

Issue - State: closed - Opened by Jackal08 about 6 years ago
Labels: CI

#5 - Setup CI tools for package

Issue - State: closed - Opened by Jackal08 about 6 years ago
Labels: CI

#4 - Create package structure

Issue - State: closed - Opened by Jackal08 about 6 years ago - 1 comment
Labels: CI

#3 - add random label

Issue - State: closed - Opened by Jackal08 about 6 years ago