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Christoph Minixhofer MiniXC @leftshiftone Edinburgh Studies Artificial Intelligence @ University of Edinburgh

MiniXC/simple-back 47

A simple daily python backtester that works out of the box.

MiniXC/opensubtitles-dataloader 6

Loads OpenSubtitles v2018 dataset without having to load everything into memory at once. Works well with pytorch.

MEH-Design/frix 2

A CMS based on atomic design principles.

MiniXC/keva 2

Object iterator for for...of statements

MiniXC/dialogus-css 1

Redesign of dialogus.at

MiniXC/Doomice 1

Doomice Unlimited will be a 3d multiplayer game. There are two roles in the game, student and headmaster. Students have to collect items in order to satisfy their classes needs, while the headmaster tries to stop them from running and not wearing house shoes.

MiniXC/german-sr-test 1

This is a test set for German speech recognition, sourced from YouTube videos featuring Amazon Alexa.

MiniXC/minixc.github.io 1

My own website.

issue commentjohanbrandhorst/grpc-gateway-boilerplate

Use without TLS

I will try this, thanks.

fi0

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issue commentMiniXC/simple-back

tutorial example not working with datetime error

Pandas recently changed their way dates are used as indexes. For now you can downgrade to pandas==1.0.5 and it should work. Keeping this open because this needs to be fixed in simple back of course

zorgilo

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add custom prot

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issue commentjohanbrandhorst/grpc-gateway-boilerplate

Use without TLS

With the current version, I have tried the following:

  • comment out L50 in main.go
  • replace L51 in gateway.go with grpc.WithInsecure(),
  • comment out L87-89 in gateway.go
  • replace gwServer.ListenAndServe("", "") with gwServer.ListenAndServe() at L93 in gateway.go [I don't think this changes anything]

I get the following warnings:

WARNING: 2020/09/29 09:33:52 [core] grpc: addrConn.createTransport failed to connect to {0.0.0.0:10000 0.0.0.0:10000 <nil> 0 <nil>}. Err: connection error: desc = "transport: authentication handshake failed: tls: first record does not look like a TLS handshake". Reconnecting...
INFO: 2020/09/29 09:33:52 [core] Subchannel Connectivity change to TRANSIENT_FAILURE
INFO: 2020/09/29 09:33:52 [core] Channel Connectivity change to TRANSIENT_FAILURE
WARNING: 2020/09/29 09:33:52 [core] grpc: Server.Serve failed to create ServerTransport:  connection error: desc = "transport: http2Server.HandleStreams received bogus greeting from client: \"\\x16\\x03\\x01\\x00\\xf7\\x01\\x00\\x00\\xf3\\x03\\x03\\xc2\\xde\\x01\\xa7m\\xbb92WҦP\\xc7\""

Sorry if this a simple mistake, I'm fairly new to grpc and go.

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upper case

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issue commentrancher/rancher

Rancher App stuck in Installing state

I have the same issue.

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startedVICO-UoE/mlpractical

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issue commentSkybox-Technologies/csgo-ai-competition

Submission and Leaderboard

I decided to not compete because of the lack of a leaderboard and the initial problems with the dataset... Either on its own would have been ok. In combination these problems made me fearful that there might be differences between the private test set and the train dataset that would be impossible to know of by competitors until the competition is over. I hope this is not the case though of course, good luck @TeaPearce

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add example, fix loader, add range

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created repositoryMiniXC/opensubtitles-dataloader

Loads OpenSubtitles v2018 dataset without having to load everything into memory at once.

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issue openedamaiya/ktrain

provide a way to use parts of ktrain without tensorflow installed

Tensorflow

Right now, e.g. tensorflow has to be installed even when I (as in my use case) only want to use zero shot learning, which only requires pytorch and huggingface transformers. I know it is still possible to install this without dependencies with pip install ktrain --no-deps, but tensorflow is still imported even when I only import a module like zero shot learning that does not use it. Thanks for making this amazing library available and maintaining it!

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issue commentMiniXC/simple-back

Parsing data in simple back

This is because you are asking for the current close price at the market open. It would be easy to have a time leak by accident if close prices were available at the open. If you want to use future data in your backtests (which I recommend against, unless it is for evaluating your predictions) you can instantiate a new instance of YahooFinanceProvider.

fightthepower

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issue commentMiniXC/simple-back

How to write simple ML backtesting without writing any oop code?

So I assume you want to do regression on multiple symbols prices (hence 1320 elements). A way to do this, if your training logic is already in place, would be to iterate through your predictions and allocate 1/number_of_predictions of capital to it. Assuming you zip your symbols and predictions:

for symbol, pred in preds:
  if pred < 0:
    b.short(symbol, percent=1/len(preds)
  if pred > 0:
    b.long(symbol, percent=1/len(preds)

Does this help?

fightthepower

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issue commentMiniXC/simple-back

How to write simple ML backtesting without writing any oop code?

I think I don't completely understand what you are asking. The code you show should do you what you want, shouldn't it? What is not working at the moment?

fightthepower

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issue commentmarytts/marytts-txt2wav

gradle: is the mary depenency missing?

Figured it out, seems like at least some other voices cannot be used without voice-cmu-slt-hsmm, is that correct? With the first line commented out, the build will fail.

//compile group: 'de.dfki.mary', name: 'voice-cmu-slt-hsmm', version: '5.2'
compile group: 'de.dfki.mary', name: 'voice-bits3-hsmm', version: '5.2'
compile group: 'de.dfki.mary', name: 'voice-bits1-hsmm', version: '5.2'
MiniXC

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the sleuth capital website

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issue commentmarytts/marytts-txt2wav

gradle: is the mary depenency missing?

Ok, must be something going on on my system then. Thank you for taking the time to look into this.

MiniXC

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Merge pull request #28 from MiniXC/add-license-1 Create LICENSE

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issue commentMiniXC/simple-back

crypto support

Thanks, I will post here should I get to it sooner than expected.

MiniXC

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issue commentmarytts/marytts-txt2wav

gradle: is the mary depenency missing?

No I didn't, but I only checked out this repository and didn't have marytts installed on my system.

MiniXC

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issue commentMiniXC/simple-back

crypto support

One of the better ways to do backtesting is through orderbooks or at the very least trade data (which can be fetched through most exchanges, but it complicates things).

As interesting as it would be, my focus for simple-back was to make something working with freely available data and for strategies with longer time horizons (I think if you don't work for a hedge fund/bank you only have a chance with alternative data).

Well exchanges have Kline/Candlestick data with OHLCV data so assuming you adjust the frequency or just respect the frequency of the dataset, would you be able to use that in place or is it hard coded for the specific interval vs just the open and close on date time. https://binance-docs.github.io/apidocs/spot/en/#kline-candlestick-data I had a quick look over the apis you linked before, but didn't come across this. Thanks for linking it. I can use this to build a DailyPriceProvider with binance as a data source. I won't get to it to soon though unfortunatly, I'm currently working on adding other features I experimented with in notebooks. If you want to tackle this @R-K-H a good starting point would be YahooFinanceProvider

MiniXC

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issue openedmarytts/marytts-txt2wav

gradle: is the mary depenency missing?

I was only able to get the gradle branch to work after adding the following to gradle.build

implementation group: 'de.dfki.mary', name: 'marytts-builder', version: '5.2', {
        exclude group: '*', module: 'groovy-all'
        exclude group: '*', module: 'mwdumper'
        exclude group: '*', module: 'sgt'
}

Did I do something wrong on my part or is this missing from the example?

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Christoph Minixhofer

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remove flatten token array

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fork MiniXC/SoMaJo

A tokenizer and sentence splitter for German and English web and social media texts.

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issue closedMiniXC/simple-back

build action fails when on branch other than master

This is really annoying for pull requests at the moment, because CI always fails on them. git-auto-commit fails with error: pathspec '<branch name>' did not match any file(s) known to git. Did not fimd an immediate solution for this, one workaround would be to have this be its own github action separate from the rest (we only really need automatic commits for master anyways.

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MiniXC

issue commentMiniXC/simple-back

build action fails when on branch other than master

should be fixed in 28e6576a4a470a8b737aec7b43620f7a1e3bd77c

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Update python-package.yml

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issue commentMiniXC/simple-back

crypto support

Looked a bit more into it and would say that for crypto, the current open/close setup really doesn't make sense. We would need to add something like .interval('1m') instead of .calendar. It's definitely doable, the backtester uses a list of datetimes with the correct open/close times already so it wouldn't be a complete overhaul. I don't have the resources to work on this at the moment though - any help/pull request is appreciated.

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track portfolio.value to portfolio.total_value in intro doc notebooks

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commit sha 99e357f17847fd18e5154424f1fdb58a47c6a704

Merge pull request #27 from natemoser/master track portfolio.value to portfolio.total_value in intro doc notebooks

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PR merged MiniXC/simple-back

track portfolio.value to portfolio.total_value in intro doc notebooks

Minor changes to get the intro doc notebooks working again

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fork MiniXC/nnsplit

Fast, robust sentence splitting with bindings for Python, Rust and Javascript.

https://bminixhofer.github.io/nnsplit

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issue openedbminixhofer/nnsplit

show progress

I'm currently using nnsplit on a fairly big dataset. Is it possible to track progress on a long list of inputs?

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issue commentMiniXC/simple-back

allow pickling of bt objects

This was already fixed, but keeping this open until added to docs.

MiniXC

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issue closedMiniXC/simple-back

add support for fees

I think it would be interesting to have the ability to add fees to "trades" / "positions"

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R-K-H

issue commentMiniXC/simple-back

add support for fees

Improved the fee API a bit and a tutorial is now online here: https://minixc.github.io/simple-back/intro/fees.html

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add fee docs, change fee return type to dict

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