catalyst/zipline/pipeline/classifiers/__init__.py at 53d3b0855b9527d2ee1ff9cbbd3902b85e9cf0ea - catalyst - Gitea: Git with a cup of tea

wassname/catalyst

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Scott Sanderson 53d3b0855b ENH: Add support for Classifiers.

Classifiers are computations that represent grouping keys. They can be
used in conjuction with normalization functions like ``zscore`` or
``demean`` to perform normalizations over subsets of a dataset.

Notable changes:

- Added ``demean()`` and ``zscore()`` methods to ``Factor``.

- Added a classifier versions of ``Latest`` and ``CustomTermMixin``.
  The .latest attribute of int64 dataset columns no produces a
  classifier by default.

- Added ``Everything``, a classifier that maps all data to the same
  value.

- Added ``zipline.lib.normalize``, which implements a naive, pure-Python
  grouped normalize function.  This will likely be moved to Cython in a
  subsequent PR.

2016-03-19 17:04:28 -04:00

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 from .classifier import Classifier, CustomClassifier, Everything
 from latest import Latest
 __all__ = [
     'Classifier',
     'CustomClassifier',
     'Everything',
     'Latest',
 ]