AlphaPy

AlphaPy is a machine learning framework for both speculators and data scientists. It is written in Python mainly with the scikit-learn and pandas libraries, as well as many other helpful packages for feature engineering and visualization. Here are just some of the things you can do with AlphaPy:

Run machine learning models using scikit-learn, Keras, xgboost, LightGBM, and CatBoost.
Generate blended or stacked ensembles.
Create models for analyzing the markets with MarketFlow.
Predict sporting events with SportFlow.
Develop trading systems and analyze portfolios using MarketFlow and Quantopian's pyfolio.

Documentation

http://alphapy.readthedocs.io/en/latest/

Installation

You should already have pip, Python, and optionally XGBoost, LightGBM, and CatBoost installed on your system (see below). Run the following command to install AlphaPy:

pip install -U alphapy

Pyfolio

Pyfolio is automatically installed by AlphaPy, but if you encounter the following error when trying to create a tear sheet:

AttributeError: 'numpy.int64' object has no attribute 'to_pydatetime'

Install pyfolio with this command:

pip install git+https://github.com/quantopian/pyfolio

XGBoost

For Mac and Windows users, XGBoost will not install automatically with pip. For instructions to install XGBoost on your specific platform, go to http://xgboost.readthedocs.io/en/latest/build.html.