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https://github.com/scottfreellc/alphapy

Python AutoML for Trading Systems and Sports Betting
https://github.com/scottfreellc/alphapy

backtesting classification cryptocurrency data-science deep-learning iex keras machine-learning pandas portfolio predictive-analytics python regression scikit-learn sports stocks time-series-analysis trading trading-platform trading-strategies

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Python AutoML for Trading Systems and Sports Betting

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README 

        
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. Here are just

some of the things you can do with AlphaPy:



* 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: Coming Soon

------------------------



https://www.scottfreellc.com/alphapy-pro



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