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Author:
Evgenii Lazarev
License:
MIT
Summary:
scikit-learn-compatible cross-validation for time-series and financial machine learning: purging, embargoes, combinatorial purged CV, and deflated Sharpe ratios.
Latest version:
0.1.11
Required dependencies:
numpy
|
pandas
|
scikit-learn
|
scipy
Optional dependencies:
black
|
hypothesis
|
jupyter
|
matplotlib
|
mkdocs-include-markdown-plugin
|
mkdocs-material
|
mkdocstrings
|
mypy
|
optuna
|
pandas-stubs
|
polars
|
pre-commit
|
pricehub
|
pytest
|
pytest-cov
|
ruff
|
textstat
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