- v1.7.0 (in development; not yet released)
- v1.6.0
- Add
nmr_transactions - Replace
is_controlling_capitalwithis_stakeable uploadnow reports if submission is stakeable- Add simple unit testing of functions used by the Report class
- Bugfix
report.user_nmrcorner cases such when no nmr awarded - Bugfix
report.group_confidencecorner cases such as when cumsum < $6000 - Update readme results by using a recent Numerai dataset
- Add
- v1.5.0
- Add
report.user_summary - Add
report.user_nmr - Add
report.user_nmr_tax - Add
report.single_stake_payout - Rename
report.new_userstoreport.headcountand add columns
- Add
- v1.4.0
- Add
LoocvSplitter - Add
report.reputation - Add
report.group_confidence - Add
report.group_consistency - Add
report.group_burn - Add confidence and s/c to
Leaderboard - Bugfix when sorting prediction.performance by consistency
- Add
- v1.3.0
- Add
report.burn - Add
report.participation - Add
report.big_staker - Add
report.new_user - Add
report.user_participation - Add
report.all - Add
history - Improve
report.earn Leaderboardnow includes stake amounts- Add utility functions
isintandisstring
- Add
- v1.2.0
- Add
Reportclass - Add
Leaderboardclass - Remove
top_consistency,ten99,top_stakers,top_earners; useReportinstead - Remove
download_leaderboard; useLeaderboardinstead - Add
get_current_round_number report.consistencynow uses ln(2) as benchmark for rounds before R102; ties are now broken with number of rounds entered
- Add
- v1.1.0
- Add
load_example_predictions - Add
prediction.hash prediction.checknow checks for correlation to example predictions, maximum absolution Z score, minimum and maximum valuesexample_predictionsmodel now rounds to 5 decimal places- SciPy is now a primary dependency of numerox (not just through sklearn)
- Add
- v1.0.0
- Add support for tournament number; defaults to current tournament #1
- NumerAPI 0.9.0 is required
is_controlling_capital58% consistency now required
- v0.9.0
- Change log loss benchmark to 0.693 from ln(2)
- Add the model used by Numerai to generate example_predictions.csv
- Add
top_consistency - Add live logloss to
download_leaderboard top_stakersnow returns a dataframe- Use Python's decimal.Decimal to avoid staking confidence rounding errors
- Add 'logloss_pass' and 'length' to
prediction.metrics_per_era - Add requirements.txt (thanks dhj-io)
- v0.8.0
show_stakes: refactor, reformat output, add more optionsget_stakes: refactor, reformat output, add more options- Rename
download_earningstodownload_leaderboard - Add
load_prediction_csv tournament_numberinput variable renamedround_number- Can now handle nmr winnings in the staking tournament:
ten99,top_stakers,top_earners,download_leaderboard
- v0.7.0
- Add
top_earners - Add
round_resolution_date - Add
nmr_resolution_priceand get prices from coinmarketcap - Add
year_to_tournament_range - Add more options to
top_stakers - Remove
nmr_pricewhich hard coded prices round_numberinput variable renamedtournament_number
- Add
- v0.6.0
- Add
ten99 - Add
top_stakers - Add
download_earnings - Add
nmr_at_addr - Add
token_price_data - Add
historical_price
- Add
- v0.5.0
- Add
compare_data - Add
show_stakesexample prediction.savenow has an append modeprediction.performancenow returns a dataframeprediction.dominancenow returns a dataframeprediction.summarynow returns a dataframe- Remove
prediction.performance_df - Remove
prediction.dominance_df - Remove
prediction.summary_df prediction.performancekeyword changed from cols to columns- More prediction methods can now handle empty predictions
- Add
- v0.4.0
- Numerox requires NumerAPI 0.8.1
- Add
merge_predictions - Add
prediction.check - Add more columns to
prediction.originality - Add optional choice of columns in
prediction.performance_df - Column name changed to 'concord' in
concordancefunction - Add example comparing performance of a single change across models
- Add
data.y_to_nan - Bugfix: prediction.__repr__ sometimes showed wrong fraction of missing y
- Bugfix: merging predictions with same name but different ids may fail
- More unit tests
- v0.3.1
- Unit test coverage 89%, up from 65%
- Improve reporting of
uploadstatus - Add
testing.HiddenPrints - Bug fix: checking for equality of empty Predictions crashes
get_stakesinformative error message when round_number < 61- More unit tests
- v0.3.0
- Add
uploadto make submissions downloadis the new name fordownload_dataset- Add
prediction.compare - Add
prediction.locfor indexing by Numerai row ids - Add
prediction.rename - Add
prediction.drop prediction.concordance3x faster when prediction contains 10 namesprediction.concordancenow sorts by concordanceprediction.mergeis no longer an inplace operationprediction.merge_arraysis no longer an inplace operation- No longer take
nameas input:prediction.to_csv,prediction.summary,prediction.summary_df - Remove
model.hash - Examples can now be run after installation: nx.examples.run_all_examples()
- Redo compare_models example
- Make more use of numerapi
- Python package requests is no longer a dependency
- Rewrite
testing.micro_predictionfor better unit testing - More unit tests
- Add
- v0.2.0
- This release makes a large change to the numerox API
- There are now 3 main classes instead of 4
- The Report class has been merged into the Prediction class
- The Prediction class can now hold the predictions from multiple models
- New features have been added to the Prediction class
- v0.1.2
- Numerox now uses (and requires) NumerAPI
- Add file overwrite protection option to
download_dataset - Beware:
download_datasetwill now raise by default if file exists - Add
report.__setitem__ - Add
report.__contains__ - Add
data.locfor indexing by Numerai row ids - Add
report.originality - Add report indexing (
report.__getitem__) - More unit tests
- v0.1.1
- Complete rewrite of all performance metrics
- Add
metrics_per_model - Add
report.dominance - Add
report.dominance_df - Add
prediction.performance_df - Add
mlpcmodel - Remove
xgboostmodel to remove optional xgboost dependency - Rewrite examples of comparing performance of multiple models
- More unit tests
- v0.1.0
- Add
report.correlation - Add
prediction.consistency - Add
prediction.metrics_per_era - Can now specify which metrics to calculate in
metrics_per_era - Add sort_by to
show_stakes - Add
prediction.yhatnew - Add
xgboostmodel - Add
randomforestmodel - Add
logisticPCAmodel - Models at top level:
nx.extatreesinstead of nx.model.extratrees, etc logisticmodel now uses less regularization by default- Bugfix: display model name correctly when parameter dictionary is empty
- More unit tests
- Add
- v0.0.9
- Add ability to work with new (round 85) Numerai datasets
- Update
play_datawith new numerai dataset runnow hides from your model the y you are trying to predict- Cumsum in
show_stakesandget_stakesnow dollars above you model.hashcombined hash of data, model name, and model parameters- Gentle refactor of splitters to reuse code
- Bugfix: crash when balancing already balanced data
- More unit tests
- v0.0.8
- Add
show_stakes - Add
get_stakes data.xnewis 3 times fasterdata.column_list(x_only=False)replaces _column_list and _x_names- Example of Numerai's cross validation warning (hold out eras not rows)
- Bugfix:
data.xnewoutput didn't use contiguous memory
- Add
- v0.0.7
- Add
data.balance - Add
data.subsample - Add
data.hash - Add
IgnoreEraCVSplitter - Add
dataset_urlfunction - All splitters now use a single base class
- Add
download_data_objectto avoid hard coding path in examples play_datais nowdata.ybalanced- Rewrote
update_play_data - More unit tests
- Add
- v0.0.6
- Add
concordance - New Runner class can run multiple models through a single data splitter
- Update
download_datasetfor recent Numerai API change - Add
RollSplitterroll forward fit-predict splits from consecutive eras - Add another verbosity level to
run(verbosity=3) - Use
play_datainstead of numerai server or hard coding my local path - Bugfix: in v0.0.5 CVSplitter ran only a single cross validation fold
- More unit tests
- Add
- v0.0.5
- Data splitters can now be reused to run more than one model
- To reuse a splitter, reset it:
splitter.reset() - All splitters renamed; e.g.
cheat_splitteris nowCheatSplitter - Splitters are now iterator classes instead of generator functions
data.idsreturns numpy string array copy instead of object array view- More unit tests
- v0.0.4
- Add
data.pca - Add examples of transforming features
- You can now change the number of features with
data.xnew data.xnewis the new name ofdata.replace_xshares_memorycan now check datas with different number of x columns- More unit tests
- Add
- v0.0.3
- Add examples
- Add iterator
data.era_iter - Add iterator
data.region_iter prediction.idsandprediction.yhatare now views instead of copies- Remove appveyor so that unit tests can use Python's tempfile
- Bugfix:
prediction.copywas not copying the index - Bugfix: mistakes in two unit tests meant they could never fail
- More unit tests
- v0.0.2
data.xanddata.ynow return fast views instead of slow copies- era and region stored internally as floats
- HDF5 datasets created with v0.0.1 cannot be loaded with v0.0.2
- v0.0.1
- Preview release of numerox