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ScottfreeLLC / AlphaPy

Python AutoML for Trading Systems and Sports Betting
Apache License 2.0
1.11k stars 201 forks source link

Error while Trading Model example running #40

Open snussik opened 3 years ago

snussik commented 3 years ago

Describe the bug While running the tutorial getting the error:

Traceback (most recent call last):
  File "/Users/snusik_zzz/GIT/ap/venv/bin/mflow", line 8, in <module>
    sys.exit(main())
  File "/Users/snusik_zzz/GIT/ap/venv/lib/python3.8/site-packages/alphapy/market_flow.py", line 435, in main
    model = market_pipeline(model, market_specs)
  File "/Users/snusik_zzz/GIT/ap/venv/lib/python3.8/site-packages/alphapy/market_flow.py", line 302, in market_pipeline
    run_analysis(a, lag_period, forecast_period, leaders, predict_history)
  File "/Users/snusik_zzz/GIT/ap/venv/lib/python3.8/site-packages/alphapy/analysis.py", line 270, in run_analysis
    analysis.model = main_pipeline(model)
  File "/Users/snusik_zzz/GIT/ap/venv/lib/python3.8/site-packages/alphapy/__main__.py", line 436, in main_pipeline
    model = training_pipeline(model)
  File "/Users/snusik_zzz/GIT/ap/venv/lib/python3.8/site-packages/alphapy/__main__.py", line 230, in training_pipeline
    model = sample_data(model)
  File "/Users/snusik_zzz/GIT/ap/venv/lib/python3.8/site-packages/alphapy/data.py", line 280, in sample_data
    X, y = sampler.fit_sample(X_train, y_train)
AttributeError: 'RandomUnderSampler' object has no attribute 'fit_sample'

Desktop:

I think it should be X, y = sampler.fit_resample(X_train, y_train) in the data.py file

ArjunWhabi commented 2 years ago

Using the following dependencies versions helped. I think in one of imblearn versions they changed the fit_sample to fit_resample

i receommend installing the following dependencies in a new vitual env because they can easily corrupt your current env

Name Version Build Channel

absl-py 0.15.0 pypi_0 pypi alphapy 2.5.0 pypi_0 pypi arrow 1.2.0 pypi_0 pypi astunparse 1.6.3 pypi_0 pypi backcall 0.2.0 pypi_0 pypi bokeh 2.3.3 pypi_0 pypi ca-certificates 2021.10.8 h5b45459_0 conda-forge cachetools 4.2.4 pypi_0 pypi category-encoders 2.3.0 pypi_0 pypi certifi 2021.10.8 py38haa244fe_0 conda-forge charset-normalizer 2.0.7 pypi_0 pypi clang 5.0 pypi_0 pypi colorama 0.4.4 pypi_0 pypi console_shortcut 0.1.1 4 cycler 0.10.0 pypi_0 pypi decorator 5.1.0 pypi_0 pypi empyrical 0.5.5 pypi_0 pypi flatbuffers 1.12 pypi_0 pypi gast 0.4.0 pypi_0 pypi google-auth 2.3.0 pypi_0 pypi google-auth-oauthlib 0.4.6 pypi_0 pypi google-pasta 0.2.0 pypi_0 pypi grpcio 1.41.0 pypi_0 pypi h5py 3.1.0 pypi_0 pypi idna 3.3 pypi_0 pypi iexfinance 0.5.0 pypi_0 pypi imbalanced-learn 0.7.0 pypi_0 pypi ipython 7.28.0 pypi_0 pypi jedi 0.18.0 pypi_0 pypi jinja2 3.0.2 pypi_0 pypi joblib 1.1.0 pypi_0 pypi keras 2.6.0 pypi_0 pypi keras-layer-normalization 0.15.0 pypi_0 pypi keras-preprocessing 1.1.2 pypi_0 pypi kiwisolver 1.3.2 pypi_0 pypi lxml 4.6.3 pypi_0 pypi markdown 3.3.4 pypi_0 pypi markupsafe 2.0.1 pypi_0 pypi matplotlib 3.4.3 pypi_0 pypi matplotlib-inline 0.1.3 pypi_0 pypi numpy 1.19.5 pypi_0 pypi oauthlib 3.1.1 pypi_0 pypi openssl 3.0.0 h8ffe710_1 conda-forge opt-einsum 3.3.0 pypi_0 pypi packaging 21.0 pypi_0 pypi pandas 1.3.4 pypi_0 pypi pandas-datareader 0.10.0 pypi_0 pypi parso 0.8.2 pypi_0 pypi patsy 0.5.2 pypi_0 pypi pickleshare 0.7.5 pypi_0 pypi pillow 8.4.0 pypi_0 pypi pip 21.3 pyhd8ed1ab_0 conda-forge prompt-toolkit 3.0.20 pypi_0 pypi protobuf 3.18.1 pypi_0 pypi pyasn1 0.4.8 pypi_0 pypi pyasn1-modules 0.2.8 pypi_0 pypi pyfolio 0.9.2 pypi_0 pypi pygments 2.10.0 pypi_0 pypi pyparsing 2.4.7 pypi_0 pypi python 3.8.12 h900ac77_2_cpython conda-forge python-dateutil 2.8.2 pypi_0 pypi python_abi 3.8 2_cp38 conda-forge pytz 2021.3 pypi_0 pypi pyyaml 6.0 pypi_0 pypi requests 2.26.0 pypi_0 pypi requests-oauthlib 1.3.0 pypi_0 pypi rsa 4.7.2 pypi_0 pypi scikit-learn 0.23.1 pypi_0 pypi scipy 1.4.1 pypi_0 pypi seaborn 0.11.2 pypi_0 pypi setuptools 58.2.0 py38haa244fe_0 conda-forge setuptools-scm 4.0.0 pyh9f0ad1d_0 conda-forge six 1.15.0 pypi_0 pypi sklearn 0.0 pypi_0 pypi sqlite 3.36.0 h8ffe710_2 conda-forge statsmodels 0.13.0 pypi_0 pypi tensorboard 2.7.0 pypi_0 pypi tensorboard-data-server 0.6.1 pypi_0 pypi tensorboard-plugin-wit 1.8.0 pypi_0 pypi tensorflow 2.6.0 pypi_0 pypi tensorflow-estimator 2.6.0 pypi_0 pypi termcolor 1.1.0 pypi_0 pypi threadpoolctl 3.0.0 pypi_0 pypi toml 0.10.2 pyhd8ed1ab_0 conda-forge tornado 6.1 pypi_0 pypi traitlets 5.1.0 pypi_0 pypi typing-extensions 3.7.4.3 pypi_0 pypi ucrt 10.0.20348.0 h57928b3_0 conda-forge urllib3 1.26.7 pypi_0 pypi vc 14.2 hb210afc_5 conda-forge vs2015_runtime 14.29.30037 h902a5da_5 conda-forge wcwidth 0.2.5 pypi_0 pypi werkzeug 2.0.2 pypi_0 pypi wheel 0.37.0 pyhd8ed1ab_1 conda-forge wincertstore 0.2 py38haa244fe_1006 conda-forge wrapt 1.12.1 pypi_0 pypi