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Python AutoML for Trading Systems and Sports Betting
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ScottfreeLLC/AlphaPy
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AlphaPy is a machine learning framework for both speculators anddata scientists. It is written in Python mainly with thescikit-learn
andpandas
libraries, as well as many other helpfulpackages for feature engineering and visualization. Here are justsome of the things you can do with AlphaPy:
- Run machine learning models using
scikit-learn
,Keras
,xgboost
,LightGBM
, andCatBoost
. - Generate blended or stacked ensembles.
- Create models for analyzing the markets withMarketFlow.
- Predict sporting events withSportFlow.
- Develop trading systems and analyze portfolios usingMarketFlowand Quantopian's
pyfolio
.
https://www.scottfreellc.com/alphapy-pro
http://alphapy.readthedocs.io/en/latest/
You should already have pip, Python, and optionally XGBoost, LightGBM, andCatBoost installed on your system (see below). Run the following command to installAlphaPy:
pip install -U alphapy
Pyfolio is automatically installed by AlphaPy, but if you encounterthe 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
For Mac and Windows users, XGBoost willnot install automaticallywithpip
. For instructions to install XGBoost on your specificplatform, go tohttp://xgboost.readthedocs.io/en/latest/build.html.
For instructions to install LightGBM on your specificplatform, go tohttps://lightgbm.readthedocs.io/en/latest/Installation-Guide.html.
For instructions to install CatBoost on your specificplatform, go tohttps://catboost.ai/docs/concepts/python-installation.html.
You can find an implementation of MarketFlow here:
https://www.scottfreellc.com/gamept
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
If you like the software, please donate:
http://alphapy.readthedocs.io/en/latest/introduction/support.html#donations
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Python AutoML for Trading Systems and Sports Betting