intuition | Quantitative trading kit , for hackers

 by   intuition-io Python Version: Current License: Apache-2.0

kandi X-RAY | intuition Summary

kandi X-RAY | intuition Summary

intuition is a Python library. intuition has no bugs, it has no vulnerabilities, it has build file available, it has a Permissive License and it has low support. You can download it from GitHub.

Intuition is an engine, some building bricks and a set of tools meant to let you efficiently and intuitively make your own automated quantitative trading system. It is designed to let developers, traders and scientists explore, improve and deploy market technical hacks. While the project is still at an early stage, you can already write, use, combine signal detection algorithms, portfolio allocation strategies, data sources and contexts configurators. Just plug your strategies and analyze backtests or monitor live trading sessions. In addition I work on facilities to build a distributed system and 21st century application (big data, fat computations, d3.js and other html5 stuff), tools to mix languages like Python, node.js and R and a financial library. You will find some goodies like machine learning forecast, markowitz portfolio optimization, genetic optimization, sentiment analysis from twitter, …​.
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              intuition has a low active ecosystem.
              It has 116 star(s) with 55 fork(s). There are 36 watchers for this library.
              OutlinedDot
              It had no major release in the last 6 months.
              There are 4 open issues and 7 have been closed. On average issues are closed in 182 days. There are no pull requests.
              It has a neutral sentiment in the developer community.
              The latest version of intuition is current.

            kandi-Quality Quality

              intuition has 0 bugs and 46 code smells.

            kandi-Security Security

              intuition has no vulnerabilities reported, and its dependent libraries have no vulnerabilities reported.
              intuition code analysis shows 0 unresolved vulnerabilities.
              There are 24 security hotspots that need review.

            kandi-License License

              intuition is licensed under the Apache-2.0 License. This license is Permissive.
              Permissive licenses have the least restrictions, and you can use them in most projects.

            kandi-Reuse Reuse

              intuition releases are not available. You will need to build from source code and install.
              Build file is available. You can build the component from source.
              Installation instructions are available. Examples and code snippets are not available.
              intuition saves you 1122 person hours of effort in developing the same functionality from scratch.
              It has 2536 lines of code, 338 functions and 41 files.
              It has medium code complexity. Code complexity directly impacts maintainability of the code.

            Top functions reviewed by kandi - BETA

            kandi has reviewed intuition and discovered the below as its top functions. This is intended to give you an instant insight into intuition implemented functionality, and help decide if they suit your requirements.
            • Main simulation
            • Create new trading algorithm
            • Configures the trading calendar
            • Create a TradingEngine
            • Build a summary report
            • Compute the metrics for the benchmark
            • Returns a pandas DataFrame containing the return data
            • Returns a pandas DataFrame containing the performance of each percentile
            • Build a strategy
            • Normalize data types
            • Normalize start and end dates
            • Build a pandas timestamps
            • Get all data for a given symbol
            • Make a request to Yahoo Finance
            • Convert a panel of data to a DataFrame
            • Calculates returns for a given time series
            • Return a pandas dataframe of the given symbols
            • Apply mapping to source row
            • Returns market data for a given symbol
            • Compute Sharpe ratio
            • Return raw data
            • Long description of README md
            • Run the algorithm
            • Calculates the cumulative returns of a given statistic
            • Calculate Moving Average
            • Query the features
            Get all kandi verified functions for this library.

            intuition Key Features

            No Key Features are available at this moment for intuition.

            intuition Examples and Code Snippets

            No Code Snippets are available at this moment for intuition.

            Community Discussions

            QUESTION

            Proof for the time complexity in big O of a inserting unique numbers in a list
            Asked 2021-Jun-14 at 14:10

            I was writing a simple loop in C++ and was wondering what the time complexity would be.

            My intuition tells me that it is O(n*log(n)) but I couldn't come up for a proof for the n*log(n)

            ...

            ANSWER

            Answered 2021-Jun-14 at 14:10

            Worst case is when the input has only unique numbers. In that case, the equivalent is:

            Source https://stackoverflow.com/questions/67970640

            QUESTION

            Lifetime of get method in postgres Rust
            Asked 2021-Jun-14 at 07:09

            Some Background (feel free to skip):

            I'm very new to Rust, I come from a Haskell background (just in case that gives you an idea of any misconceptions I might have).

            I am trying to write a program which, given a bunch of inputs from a database, can create customisable reports. To do this I wanted to create a Field datatype which is composable in a sort of DSL style. In Haskell my intuition would be to make Field an instance of Functor and Applicative so that writing things like this would be possible:

            ...

            ANSWER

            Answered 2021-Jun-10 at 12:54

            So I seem to have fixed it, although I'm still not sure I understand exactly what I've done...

            Source https://stackoverflow.com/questions/67920269

            QUESTION

            What does `decay_copy` in the constructor in a `std::thread` object do?
            Asked 2021-Jun-13 at 14:24

            I am trying to understand the constructor of a std::thread but fail to understand how parameter types are represented/handled. Judging from cppreference, a simplified constructor could be sketched as follows:

            ...

            ANSWER

            Answered 2021-Jun-13 at 14:24

            Std thread makes a copy (or move) into a decayed version of the arguments type. The decayed version is not a reference nor const nor volatile nor an array (arrays and functions become pointers).

            If you want an lvalue reference argument, use a reference wrapper. The called function in the thread ctor gets an rvalue otherwise; decay copy just determines how the rvalue you are passed in the thread function is constructed from your std thread argument.

            Source https://stackoverflow.com/questions/67947814

            QUESTION

            Does it make sense to backpropagate a loss calculated from an earlier layer through the entire network?
            Asked 2021-Jun-09 at 10:56

            Suppose you have a neural network with 2 layers A and B. A gets the network input. A and B are consecutive (A's output is fed into B as input). Both A and B output predictions (prediction1 and prediction2) Picture of the described architecture You calculate a loss (loss1) directly after the first layer (A) with a target (target1). You also calculate a loss after the second layer (loss2) with its own target (target2).

            Does it make sense to use the sum of loss1 and loss2 as the error function and back propagate this loss through the entire network? If so, why is it "allowed" to back propagate loss1 through B even though it has nothing to do with it?

            This question is related to this question https://datascience.stackexchange.com/questions/37022/intuition-importance-of-intermediate-supervision-in-deep-learning but it does not answer my question sufficiently. In my case, A and B are unrelated modules. In the aforementioned question, A and B would be identical. The targets would be the same, too.

            (Additional information) The reason why I'm asking is that I'm trying to understand LCNN (https://github.com/zhou13/lcnn) from this paper. LCNN is made up of an Hourglass backbone, which then gets fed into MultiTask Learner (creates loss1), which in turn gets fed into a LineVectorizer Module (loss2). Both loss1 and loss2 are then summed up here and then back propagated through the entire network here.

            Even though I've visited several deep learning lectures, I didn't know this was "allowed" or makes sense to do. I would have expected to use two loss.backward(), one for each loss. Or is the pytorch computational graph doing something magical here? LCNN converges and outperforms other neural networks which try to solve the same task.

            ...

            ANSWER

            Answered 2021-Jun-09 at 10:56
            Yes, It is "allowed" and also makes sense.

            From the question, I believe you have understood most of it so I'm not going to details about why this multi-loss architecture can be useful. I think the main part that has made you confused is why does "loss1" back-propagate through "B"? and the answer is: It doesn't. The fact is that loss1 is calculated using this formula:

            Source https://stackoverflow.com/questions/67902284

            QUESTION

            How to selectively assign from one Partial to another in typescript
            Asked 2021-Jun-07 at 08:38

            In the TypeScript code snippet below, I need to assign from one object to another where both of them are Partial. Here, my intuition says that typescript should be able to understand what is going on because at line (B), the type of key is typeof InjectMap. So, it should be able to assign values from input to output correctly.

            ...

            ANSWER

            Answered 2021-Jun-07 at 08:38

            I don't think it is a bug, it is almost always unsafe to mutate the values and TS just tries to make it safe.

            Let's start from InjectMap interface.

            It is clear that you cant have illegal state like:

            Source https://stackoverflow.com/questions/67857960

            QUESTION

            What rule governs rounding behavior in applying static_cast to a double?
            Asked 2021-Jun-04 at 22:41

            If we have a double-precision value in C++ and do a static_cast on it, will the returned value always be smaller in absolute value? My intuition behind this says yes for the following reasons.

            • The set of possible single precision exponents is strictly a subset of double precision exponents
            • In converting the double precision mantissa to single precision, bits are probably truncated off then end to fit the double's mantissa into the float's mantissa. However, it's not impossible that rounding up is sometimes done to the next highest floating point value if it's more accurate. Perhaps this is system-dependent, or defined in some standard.

            I have experimented some numerically with this in the following program. It appears that sometimes, rounding up happens, and other times, round down.

            Where can I find more info about how I can expect this rounding to behave? Does it always round to the nearest float?

            ...

            ANSWER

            Answered 2021-Jun-04 at 22:41

            The standard says in [conv.double]:

            A prvalue of floating-point type can be converted to a prvalue of another floating-point type. If the source value can be exactly represented in the destination type, the result of the conversion is that exact representation. If the source value is between two adjacent destination values, the result of the conversion is an implementation-defined choice of either of those values. Otherwise, the behavior is undefined.

            Note that with the header you can check the round style by std::numeric_limits::round_style. See [round.style] for the possible values. (At least I assume that floating-point conversion falls under floating-point arithmetic.)

            Source https://stackoverflow.com/questions/67844411

            QUESTION

            2D to 1D numpy array with indices of column for each row
            Asked 2021-Jun-03 at 16:22

            I'm trying to index a column for each row in a matrix.

            Suppose I have a numpy array A with the shape (n,m).
            I also have a numpy array B with the shape (n,) containing integers between 0 and m, so they can be used as indices for the 2nd axis of A.

            I want to get a numpy array C with shape (n,) with C[i] = A[i,B[i]], so every row of A yields one value based on the index in B.

            Surely I could use this last expression in a for loop or list comprehension, but how would I do it using the efficiency of numpy?

            My first intuition was C = A[:,B] but this clearly yields something else. (shape (n,n))

            ...

            ANSWER

            Answered 2021-Jun-03 at 16:22

            QUESTION

            Solidity - TypeError: Overriding function is missing "override" specifier
            Asked 2021-Jun-03 at 08:50

            I am creating a Smart Contract (BEP20 token) based on the BEP20Token template (https://github.com/binance-chain/bsc-genesis-contract/blob/master/contracts/bep20_template/BEP20Token.template). The public contructor was modified to add some token details. However all of the standard functions are giving compile time issues like Overriding function is missing.

            ** here is the source code **

            ...

            ANSWER

            Answered 2021-May-11 at 13:28

            Constructor public () - Warning: Visibility for constructor is ignored. If you want the contract to be non-deployable, making it "abstract" is sufficient.

            The warning message says it all. You can safely remove the public visibility modifier because it's ignored anyway.

            If you marked the BEP20Token contract abstract, you would need to have a child contract inheriting from it, could not deploy the BEP20Token itself, but would have to deploy the child contract. Which is not what you want in this case.

            Source https://stackoverflow.com/questions/67485324

            QUESTION

            Flutter: persisting app bar with changing title
            Asked 2021-Jun-03 at 04:54

            I am working on my first Flutter app, and I am struggling to find a good solution to this problem. My app has multiple pages and different routes that the user can take. Currently, I am redefining the app bar for every one of these pages which has not been a huge deal since all have been placing on the app bar is the title for every page. I would like to place a button on the app bar for each page that will return the user to the home page, no matter where they are in the app. I also still need to be able to change the title on the app bar on the different pages. I could just redefine this navigation functionality for each page, but intuition tells me that there has to be a better solution, as this would violate the DRY principle. Thanks in advance!

            ...

            ANSWER

            Answered 2021-Jun-03 at 03:08

            Add a leading IconButton to your AppBar that calls Navigator.pop() when pressed. This will return the user to the last page:

            Source https://stackoverflow.com/questions/67814108

            QUESTION

            Does adding a list of Word2Vec embeddings give a meaningful represenation?
            Asked 2021-Jun-01 at 17:03

            I'm using a pre-trained word2vec model (word2vec-google-news-300) to get the embeddings for a given list of words. Please note that this is NOT a list of words that we get after tokenizing a sentence, it is just a list of words that describe a given image.

            Now I'd like to get a single vector representation for the entire list. Does adding all the individual word embeddings make sense? Or should I consider averaging? Also, I would like the vector to be of a constant size so concatenating the embeddings is not an option.

            It would be really helpful if someone can explain the intuition behind considering either one of the above approaches.

            ...

            ANSWER

            Answered 2021-Jun-01 at 17:03

            Averaging is most typical, when someone is looking for a super-simple way to turn a bag-of-words into a single fixed-length vector.

            You could try a simple sum, as well.

            But note that the key difference between the sum and average is that the average divides by the number of input vectors. Thus they both result in a vector that's pointing in the exact same 'direction', just of different magnitude. And, the most-often-used way of comparing such vectors, cosine-similarity, is oblivious to magnitudes. So for a lot of cosine-similarity-based ways of later comparing the vectors, sum-vs-average will give identical results.

            On the other hand, if you're comparing the vectors in other ways, like via euclidean-distances, or feeding them into other classifiers, sum-vs-average could make a difference.

            Similarly, some might try unit-length-normalizing all vectors before use in any comparisons. After such a pre-use normalization, then:

            • euclidean-distance (smallest to largest) & cosine-similarity (largest-to-smallest) will generate identical lists of nearest-neighbors
            • average-vs-sum will result in different ending directions - as the unit-normalization will have upped some vectors' magnitudes, and lowered others, changing their relative contributions to the average.

            What should you do? There's no universally right answer - depending on your dataset & goals, & the ways your downstream steps use the vectors, different choices might offer slight advantages in whatever final quality/desirability evaluation you perform. So it's common to try a few different permutations, along with varying other parameters.

            Separately:

            • The GoogleNews vectors were trained on news articles back around 2013; their word senses thus may not be optimal for an image-labeling task. If you have enough of your own data, or can collect it, training your own word-vectors might result in better results. (Both the use of domain-specific data, & the ability to tune training parameters based on your own evaluations, could offer benefits - especially when your domain is unique, or the tokens aren't typical natural-language sentences.)
            • There are other ways to create a single summary vector for a run-of-tokens, not just arithmatical-combo-of-word-vectors. One that's a small variation on the word2vec algorithm often goes by the name Doc2Vec (or 'Paragraph Vector') - it may also be worth exploring.
            • There are also ways to compare bags-of-tokens, leveraging word-vectors, that don't collapse the bag-of-tokens to a single fixed-length vector 1st - and while they're more expensive to calculate, sometimes offer better pairwise similarity/distance results than simple cosine-similarity. One such alternate comparison is called "Word Mover's Distance" - at some point,, you may want to try that as well.

            Source https://stackoverflow.com/questions/67788151

            Community Discussions, Code Snippets contain sources that include Stack Exchange Network

            Vulnerabilities

            No vulnerabilities reported

            Install intuition

            Learn more and find the (in progress) documentation at http://doc.intuition.io. You can follow the development on this [trello board][1] and chat about the project on [Gitter][3].

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            Contributors are happily welcome, [here is a place to start][10].
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