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in the flow

Pham Thanh Lam lampts

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@m-root
m-root / vsa.py
Last active July 22, 2024 15:16
Volume Spread Analysis
import talib
import statsmodels.api as sm
import pandas as pd
def initialize(context):
context.security = symbol('AAPL')
#set_universe(universe.DollarVolumeUniverse(floor_percentile=98.0,ceiling_percentile=100.0))
def bar_data(OHLC_type, bars_nr):
bar_data_func = (history((bars_nr + 1), '1d', OHLC_type).iloc[0]).astype('float')
import pandas as pd
from collections import Counter
import tensorflow as tf
from tffm import TFFMRegressor
from sklearn.metrics import mean_squared_error
from sklearn.model_selection import train_test_split
import numpy as np
# Loading datasets'
@gyglim
gyglim / tensorboard_logging.py
Last active August 23, 2023 21:29
Logging to tensorboard without tensorflow operations. Uses manually generated summaries instead of summary ops
"""Simple example on how to log scalars and images to tensorboard without tensor ops.
License: BSD License 2.0
"""
__author__ = "Michael Gygli"
import tensorflow as tf
from StringIO import StringIO
import matplotlib.pyplot as plt
import numpy as np
@lampts
lampts / gensim2projector_tf.py
Last active December 7, 2020 22:37
how to convert/port gensim word2vec to tensorflow projector board.
# required tensorflow 0.12
# required gensim 0.13.3+ for new api model.wv.index2word or just use model.index2word
from gensim.models import Word2Vec
import tensorflow as tf
from tensorflow.contrib.tensorboard.plugins import projector
# loading your gensim
model = Word2Vec.load("YOUR-MODEL")
from __future__ import print_function
import os
import numpy as np
from keras.layers import RepeatVector
from keras.layers.core import Dropout
from keras.layers.recurrent import LSTM
from keras.models import Sequential
from keras.models import load_model
@vadimkantorov
vadimkantorov / argparse_dict_argument.py
Last active December 29, 2023 22:05
A one-line example enabling Python's argparse to accept dictionary arguments
# Example:
# $ python argparse_dict_argument.py --env a=b --env aa=bb
# Namespace(env={'a': 'b', 'aa': 'bb'})
import argparse
parser = argparse.ArgumentParser()
parser.add_argument('--env', action = type('', (argparse.Action, ), dict(__call__ = lambda a, p, n, v, o: getattr(n, a.dest).update(dict([v.split('=')])))), default = {}) # anonymously subclassing argparse.Action
print(parser.parse_args())
@vasanthk
vasanthk / System Design.md
Last active July 21, 2025 05:33
System Design Cheatsheet

System Design Cheatsheet

Picking the right architecture = Picking the right battles + Managing trade-offs

Basic Steps

  1. Clarify and agree on the scope of the system
  • User cases (description of sequences of events that, taken together, lead to a system doing something useful)
    • Who is going to use it?
    • How are they going to use it?
@fchollet
fchollet / keras_intermediate.py
Created May 28, 2015 17:34
Defining a Theano function to output intermediate transformations in a Keras model
import theano
from keras.models import Sequential
from keras.layers.core import Dense, Activation
X_train, y_train = ... # load some training data
X_batch = ... # a batch of test data
# this is your initial model
model = Sequential()
model.add(Dense(20, 64))
@mminer
mminer / cachedecorator.py
Created January 12, 2015 23:57
An example of a Python decorator to simplify caching a function's result.
"""An example of a cache decorator."""
import json
from functools import wraps
from redis import StrictRedis
redis = StrictRedis()
def cached(func):
@bwhite
bwhite / rank_metrics.py
Created September 15, 2012 03:23
Ranking Metrics
"""Information Retrieval metrics
Useful Resources:
http://www.cs.utexas.edu/~mooney/ir-course/slides/Evaluation.ppt
http://www.nii.ac.jp/TechReports/05-014E.pdf
http://www.stanford.edu/class/cs276/handouts/EvaluationNew-handout-6-per.pdf
http://hal.archives-ouvertes.fr/docs/00/72/67/60/PDF/07-busa-fekete.pdf
Learning to Rank for Information Retrieval (Tie-Yan Liu)
"""
import numpy as np