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Author:
None
License:
MIT
Summary:
Comprehensive diagnostic and evaluation framework for quantitative finance ML workflows
Latest version:
0.1.0b19
Required dependencies:
arch
|
jinja2
|
joblib
|
ml4t-engineer
|
ml4t-specs
|
numba
|
numpy
|
pandas
|
pandas-market-calendars
|
polars
|
pyarrow
|
pydantic
|
pyyaml
|
scikit-learn
|
scipy
|
shap
|
statsmodels
|
tqdm
Optional dependencies:
cupy-cuda11x
|
hypothesis
|
ipdb
|
ipython
|
kaleido
|
lightgbm
|
matplotlib
|
mkdocs
|
mkdocs-gen-files
|
mkdocs-literate-nav
|
mkdocs-material
|
mkdocstrings
|
ml4t-backtest
|
ml4t-data
|
plotly
|
pre-commit
|
pypdf
|
pytest
|
pytest-benchmark
|
pytest-cov
|
pytest-timeout
|
pytest-xdist
|
ruff
|
seaborn
|
streamlit
|
ty
|
wandb
|
xgboost
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