jjakimoto / finance_ml Goto Github PK

py_modeuls=["finance_ml"]

should be
py_modules=["finance_ml"]

Hi,
Thanks for this implementation of Marcos Lopez de Prado's code in his book. Great work there.
I believe there are two small typos in feat_imp_MDI and feat_imp_MDA on lines 33 and 108 of features.importance.py. One should divide the standard deviation by of the importance scores by the square root of the sample size. In that way, you get the standard error of the mean. That would be consistent with Pr. Marcos Lopez de Prado's code.

In any case, great work! Thank you.
Guillaume

When I tried to use the Financial Labels notebook(no 5) I was getting the following issue:

object has no attribute '_queue_management_thread_wakeup'

After some poking around the issue is with lines 44 and 46 of utils.py.

The methods that are currently used:

self._queue_management_thread_wakeup.wakeup()
self._start_queue_management_thread()

The its possible the methods that should be used are, but when I did this replacement the threads hang and nothing is returned.

self._executor_manager_thread_wakeup.wakeup()
self._start_executor_manager_thread()

Note: I am running this on windows, with python 3.9 and Cython==0.29.23. The issue could possibly be in the cython version.