tr8dr/tseries-patterns

trend / momentum and other patterns in financial timeseries

Financial Timeseries Patterns library

This package contains a growing collection of price pattern detectors (online and offline). I am slowly open sourcing a number of indicators and models I have found useful (and continue to use) over the years.

Functionality

Here is a (growing) list of functionality provided by the library

• AmplitudeBasedLabeller (doc)
• HawkesBSI (doc)
• HawkesBVC (doc)

tseries-patterns's Issues

Package Windows Env

Hello,

You have test your package on Windows environnement ?

And another question : how access to BSI values directly with a print by example ?

Thx.
Regards.

No such file or directory: 'requirements.txt'

I tried to install tseries_patterns with pip install tseries_patterns. Looks like requirements.txt is missing in the sdist.

Can support cum return in percent for stock/future?

Thank you for this good utility.

I noticed that the prices are converted to cumulative returns by
cumr = np.log(prices / prices[0]) * 1e4
I think it is used for forex( bps )

Can it support cumulative return in percent for stock/future?

Thanks.

Add new column name for times and prices

In label function,
times = columnFor (prices, ["time", "date", "Date","Datetime", "stamp", "timestamp"])
prices = columnFor (prices, ["Adj Close", "adjusted_close","Close", "close", "price", "Price"])

Thanks.

Do Amplitude based Labels have Forward Looking Bias?

I really like the amplitude labeler!
Do the labels have forward-looking bias? Is it possible to use them in real time, or are they more for labeling the past once we know what happened? I backtested them and they seemed very accurate.

Locator attempting to generate 11571121 ticks ([729763.75, ..., 737799.25]), which exceeds Locator.MAXTICKS (1000).

Hi tr8dr,

Thank you for your update.
I downloaded the latest code to deal with the stock history data which is daily based.

I got the following error.
"
Locator attempting to generate 11571121 ticks ([729763.75, ..., 737799.25]), which exceeds Locator.MAXTICKS (1000).
"
I guess it is related to ggplot, but I can not figure out how to fix it.

sample code:
import pandas as pd
import numpy as np

from tseries_patterns import AmplitudeBasedLabeler
df = pd.read_csv ("csv/WMT.csv", parse_dates=["stamp"])
df = df.iloc[::-1]
df.head()
labeler = AmplitudeBasedLabeler (minamp = 10, Tinactive = 10)
labels = labeler.label (df,scale=1e2)
labels.to_csv('Result.csv')
labeler.plot()

the attached is the history data, please rename it to WMT.csv.
WMT.txt

Thanks.

Cython Installation issue?

Traceback (most recent call last):
File "", line 1, in
File "/tmp/pip-install-q2_n3ik8/tseries-patterns_3d5bb6f370834c15ab683f40b5484a9a/setup.py", line 6, in
from Cython.Build import cythonize
ModuleNotFoundError: No module named 'Cython'

Can we have a simple python function for the label instead of Cython? I have created some ZigZag Pivot points manually, similar to this.

Thanks!

Installation error

Installing on a fresh conda environment with cython and numpy (ran pip install . in the directory). Got the following error:

  Building wheel for tseries-patterns (setup.py) ... error
  ERROR: Command errored out with exit status 1:
   command: /home/nicolagp/miniconda3/envs/tseries/bin/python -u -c 'import sys, setuptools, tokenize; sys.argv[0] = '"'"'/tmp/pip-req-build-m6_cqjzh/setup.py'"'"'; __file__='"'"'/tmp/pip-req-build-m6_cqjzh/setup.py'"'"';f=getattr(tokenize, '"'"'open'"'"', open)(__file__);code=f.read().replace('"'"'\r\n'"'"', '"'"'\n'"'"');f.close();exec(compile(code, __file__, '"'"'exec'"'"'))' bdist_wheel -d /tmp/pip-wheel-03ioys47
       cwd: /tmp/pip-req-build-m6_cqjzh/
  Complete output (78 lines):
  Warning: passing language='c++' to cythonize() is deprecated. Instead, put "# distutils: language=c++" in your .pyx or .pxd file(s)
  running bdist_wheel
  running build
  running build_py
  creating build
  creating build/lib.linux-x86_64-3.7
  creating build/lib.linux-x86_64-3.7/tseries_patterns
  copying tseries_patterns/__init__.py -> build/lib.linux-x86_64-3.7/tseries_patterns
  creating build/lib.linux-x86_64-3.7/tseries_patterns/data
  copying tseries_patterns/data/YahooData.py -> build/lib.linux-x86_64-3.7/tseries_patterns/data
  copying tseries_patterns/data/__init__.py -> build/lib.linux-x86_64-3.7/tseries_patterns/data
  creating build/lib.linux-x86_64-3.7/tseries_patterns/ml
  copying tseries_patterns/ml/__init__.py -> build/lib.linux-x86_64-3.7/tseries_patterns/ml
  creating build/lib.linux-x86_64-3.7/tseries_patterns/buysell
  copying tseries_patterns/buysell/__init__.py -> build/lib.linux-x86_64-3.7/tseries_patterns/buysell
  creating build/lib.linux-x86_64-3.7/tseries_patterns/labelers
  copying tseries_patterns/labelers/__init__.py -> build/lib.linux-x86_64-3.7/tseries_patterns/labelers
  creating build/lib.linux-x86_64-3.7/tseries_patterns/common
  copying tseries_patterns/common/PriceType.py -> build/lib.linux-x86_64-3.7/tseries_patterns/common
  copying tseries_patterns/common/__init__.py -> build/lib.linux-x86_64-3.7/tseries_patterns/common
  creating build/lib.linux-x86_64-3.7/tseries_patterns/math
  copying tseries_patterns/math/__init__.py -> build/lib.linux-x86_64-3.7/tseries_patterns/math
  creating build/lib.linux-x86_64-3.7/tseries_patterns/ml/features
  copying tseries_patterns/ml/features/FeatureSelectByRandomForest.py -> build/lib.linux-x86_64-3.7/tseries_patterns/ml/features
  copying tseries_patterns/ml/features/FeatureSelectByEMD.py -> build/lib.linux-x86_64-3.7/tseries_patterns/ml/features
  copying tseries_patterns/ml/features/FeatureSelectByCombined.py -> build/lib.linux-x86_64-3.7/tseries_patterns/ml/features
  copying tseries_patterns/ml/features/__init__.py -> build/lib.linux-x86_64-3.7/tseries_patterns/ml/features
  creating build/lib.linux-x86_64-3.7/tseries_patterns/ml/rf
  copying tseries_patterns/ml/rf/RelabeledRandomForest.py -> build/lib.linux-x86_64-3.7/tseries_patterns/ml/rf
  copying tseries_patterns/ml/rf/DeepRandomForest.py -> build/lib.linux-x86_64-3.7/tseries_patterns/ml/rf
  copying tseries_patterns/ml/rf/__init__.py -> build/lib.linux-x86_64-3.7/tseries_patterns/ml/rf
  creating build/lib.linux-x86_64-3.7/tseries_patterns/ml/keras
  copying tseries_patterns/ml/keras/TFBinaryClassifier.py -> build/lib.linux-x86_64-3.7/tseries_patterns/ml/keras
  copying tseries_patterns/ml/keras/PerformanceMeasures.py -> build/lib.linux-x86_64-3.7/tseries_patterns/ml/keras
  copying tseries_patterns/ml/keras/TFLSTMClassifier.py -> build/lib.linux-x86_64-3.7/tseries_patterns/ml/keras
  copying tseries_patterns/ml/keras/__init__.py -> build/lib.linux-x86_64-3.7/tseries_patterns/ml/keras
  creating build/lib.linux-x86_64-3.7/tseries_patterns/ml/hmm
  copying tseries_patterns/ml/hmm/HMM.py -> build/lib.linux-x86_64-3.7/tseries_patterns/ml/hmm
  copying tseries_patterns/ml/hmm/HMM3State.py -> build/lib.linux-x86_64-3.7/tseries_patterns/ml/hmm
  copying tseries_patterns/ml/hmm/HMM2State.py -> build/lib.linux-x86_64-3.7/tseries_patterns/ml/hmm
  copying tseries_patterns/ml/hmm/WalkforwardHMM.py -> build/lib.linux-x86_64-3.7/tseries_patterns/ml/hmm
  copying tseries_patterns/ml/hmm/GaussianHMM.py -> build/lib.linux-x86_64-3.7/tseries_patterns/ml/hmm
  copying tseries_patterns/ml/hmm/HMMExponential2State.py -> build/lib.linux-x86_64-3.7/tseries_patterns/ml/hmm
  copying tseries_patterns/ml/hmm/__init__.py -> build/lib.linux-x86_64-3.7/tseries_patterns/ml/hmm
  creating build/lib.linux-x86_64-3.7/tseries_patterns/common/rendering
  copying tseries_patterns/common/rendering/ggplot_internals.py -> build/lib.linux-x86_64-3.7/tseries_patterns/common/rendering
  copying tseries_patterns/common/rendering/ggplot.py -> build/lib.linux-x86_64-3.7/tseries_patterns/common/rendering
  copying tseries_patterns/common/rendering/__init__.py -> build/lib.linux-x86_64-3.7/tseries_patterns/common/rendering
  creating build/lib.linux-x86_64-3.7/tseries_patterns/common/utils
  copying tseries_patterns/common/utils/DataUtils.py -> build/lib.linux-x86_64-3.7/tseries_patterns/common/utils
  copying tseries_patterns/common/utils/Comparisons.py -> build/lib.linux-x86_64-3.7/tseries_patterns/common/utils
  copying tseries_patterns/common/utils/__init__.py -> build/lib.linux-x86_64-3.7/tseries_patterns/common/utils
  creating build/lib.linux-x86_64-3.7/tseries_patterns/math/distributions
  copying tseries_patterns/math/distributions/LaplaceDistribution.py -> build/lib.linux-x86_64-3.7/tseries_patterns/math/distributions
  copying tseries_patterns/math/distributions/NormalDistribution.py -> build/lib.linux-x86_64-3.7/tseries_patterns/math/distributions
  copying tseries_patterns/math/distributions/ExponentialDistribution.py -> build/lib.linux-x86_64-3.7/tseries_patterns/math/distributions
  copying tseries_patterns/math/distributions/__init__.py -> build/lib.linux-x86_64-3.7/tseries_patterns/math/distributions
  copying tseries_patterns/math/distributions/EmpiricalDistribution1D.py -> build/lib.linux-x86_64-3.7/tseries_patterns/math/distributions
  running egg_info
  creating tseries_patterns.egg-info
  writing tseries_patterns.egg-info/PKG-INFO
  writing dependency_links to tseries_patterns.egg-info/dependency_links.txt
  writing requirements to tseries_patterns.egg-info/requires.txt
  writing top-level names to tseries_patterns.egg-info/top_level.txt
  writing manifest file 'tseries_patterns.egg-info/SOURCES.txt'
  reading manifest file 'tseries_patterns.egg-info/SOURCES.txt'
  writing manifest file 'tseries_patterns.egg-info/SOURCES.txt'
  copying tseries_patterns/buysell/HawkesBSI.cpp -> build/lib.linux-x86_64-3.7/tseries_patterns/buysell
  copying tseries_patterns/buysell/HawkesBVC.cpp -> build/lib.linux-x86_64-3.7/tseries_patterns/buysell
  copying tseries_patterns/labelers/AmplitudeBasedLabeler.cpp -> build/lib.linux-x86_64-3.7/tseries_patterns/labelers
  running build_ext
  building 'tseries_patterns.buysell.HawkesBVC' extension
  creating build/temp.linux-x86_64-3.7
  creating build/temp.linux-x86_64-3.7/tseries_patterns
  creating build/temp.linux-x86_64-3.7/tseries_patterns/buysell
  gcc -pthread -B /home/nicolagp/miniconda3/envs/tseries/compiler_compat -Wl,--sysroot=/ -Wsign-compare -DNDEBUG -g -fwrapv -O3 -Wall -Wstrict-prototypes -fPIC -I/home/nicolagp/miniconda3/envs/tseries/lib/python3.7/site-packages/numpy/core/include -I/home/nicolagp/miniconda3/envs/tseries/include/python3.7m -c tseries_patterns/buysell/HawkesBVC.cpp -o build/temp.linux-x86_64-3.7/tseries_patterns/buysell/HawkesBVC.o
  unable to execute 'gcc': No such file or directory
  error: command 'gcc' failed with exit status 1
  ----------------------------------------
  ERROR: Failed building wheel for tseries-patterns
  Running setup.py clean for tseries-patterns
  Building wheel for yfinance (setup.py) ... done
  Created wheel for yfinance: filename=yfinance-0.1.55-py2.py3-none-any.whl size=22618 sha256=57919bc005a9d1977dc12c97b8b29d0e5b267dc5be6126a558acc9c6f1bba3f6
  Stored in directory: /home/nicolagp/.cache/pip/wheels/aa/8a/36/59ed4f6fbcb6100967618eeb0696046bf9777a41ac2ff1f9b9
  Building wheel for termcolor (setup.py) ... done
  Created wheel for termcolor: filename=termcolor-1.1.0-py3-none-any.whl size=4830 sha256=b8681478e4418055703051bc64628d6028391c04560fd5fcb7e1667af4f55b86
  Stored in directory: /home/nicolagp/.cache/pip/wheels/3f/e3/ec/8a8336ff196023622fbcb36de0c5a5c218cbb24111d1d4c7f2
  Building wheel for wrapt (setup.py) ... done
  Created wheel for wrapt: filename=wrapt-1.12.1-py3-none-any.whl size=19552 sha256=d1dc50d502c7ad3a445e47444c973c3d4812a217ad539326f297c011fd666769
  Stored in directory: /home/nicolagp/.cache/pip/wheels/62/76/4c/aa25851149f3f6d9785f6c869387ad82b3fd37582fa8147ac6
  Building wheel for multitasking (setup.py) ... done
  Created wheel for multitasking: filename=multitasking-0.0.9-py3-none-any.whl size=8367 sha256=82ae77f09c1deec2d6421a2ede78acf2255a4439f6e1a14de39fa95b9fc10751
  Stored in directory: /home/nicolagp/.cache/pip/wheels/ae/25/47/4d68431a7ec1b6c4b5233365934b74c1d4e665bf5f968d363a
Successfully built yfinance termcolor wrapt multitasking
Failed to build tseries-patterns
Installing collected packages: python-dateutil, pillow, kiwisolver, numpy, pyparsing, cycler, matplotlib, patsy, scipy, pytz, pandas, statsmodels, descartes, palettable, mizani, plotnine, joblib, threadpoolctl, scikit-learn, hmmlearn, termcolor, grpcio, absl-py, keras-preprocessing, zipp, importlib-metadata, markdown, tensorboard-plugin-wit, werkzeug, cachetools, pyasn1, pyasn1-modules, rsa, google-auth, oauthlib, idna, chardet, urllib3, requests, requests-oauthlib, google-auth-oauthlib, protobuf, tensorboard, wrapt, astunparse, gast, google-pasta, h5py, tensorflow-estimator, opt-einsum, tensorflow, lxml, pandas-datareader, multitasking, yfinance, tseries-patterns
  Attempting uninstall: numpy
    Found existing installation: numpy 1.19.1
    Uninstalling numpy-1.19.1:
      Successfully uninstalled numpy-1.19.1
    Running setup.py install for tseries-patterns ... error
    ERROR: Command errored out with exit status 1:
     command: /home/nicolagp/miniconda3/envs/tseries/bin/python -u -c 'import sys, setuptools, tokenize; sys.argv[0] = '"'"'/tmp/pip-req-build-m6_cqjzh/setup.py'"'"'; __file__='"'"'/tmp/pip-req-build-m6_cqjzh/setup.py'"'"';f=getattr(tokenize, '"'"'open'"'"', open)(__file__);code=f.read().replace('"'"'\r\n'"'"', '"'"'\n'"'"');f.close();exec(compile(code, __file__, '"'"'exec'"'"'))' install --record /tmp/pip-record-yry5no88/install-record.txt --single-version-externally-managed --compile --install-headers /home/nicolagp/miniconda3/envs/tseries/include/python3.7m/tseries-patterns
         cwd: /tmp/pip-req-build-m6_cqjzh/
    Complete output (76 lines):
    Warning: passing language='c++' to cythonize() is deprecated. Instead, put "# distutils: language=c++" in your .pyx or .pxd file(s)
    running install
    running build
    running build_py
    creating build
    creating build/lib.linux-x86_64-3.7
    creating build/lib.linux-x86_64-3.7/tseries_patterns
    copying tseries_patterns/__init__.py -> build/lib.linux-x86_64-3.7/tseries_patterns
    creating build/lib.linux-x86_64-3.7/tseries_patterns/data
    copying tseries_patterns/data/YahooData.py -> build/lib.linux-x86_64-3.7/tseries_patterns/data
    copying tseries_patterns/data/__init__.py -> build/lib.linux-x86_64-3.7/tseries_patterns/data
    creating build/lib.linux-x86_64-3.7/tseries_patterns/ml
    copying tseries_patterns/ml/__init__.py -> build/lib.linux-x86_64-3.7/tseries_patterns/ml
    creating build/lib.linux-x86_64-3.7/tseries_patterns/buysell
    copying tseries_patterns/buysell/__init__.py -> build/lib.linux-x86_64-3.7/tseries_patterns/buysell
    creating build/lib.linux-x86_64-3.7/tseries_patterns/labelers
    copying tseries_patterns/labelers/__init__.py -> build/lib.linux-x86_64-3.7/tseries_patterns/labelers
    creating build/lib.linux-x86_64-3.7/tseries_patterns/common
    copying tseries_patterns/common/PriceType.py -> build/lib.linux-x86_64-3.7/tseries_patterns/common
    copying tseries_patterns/common/__init__.py -> build/lib.linux-x86_64-3.7/tseries_patterns/common
    creating build/lib.linux-x86_64-3.7/tseries_patterns/math
    copying tseries_patterns/math/__init__.py -> build/lib.linux-x86_64-3.7/tseries_patterns/math
    creating build/lib.linux-x86_64-3.7/tseries_patterns/ml/features
    copying tseries_patterns/ml/features/FeatureSelectByRandomForest.py -> build/lib.linux-x86_64-3.7/tseries_patterns/ml/features
    copying tseries_patterns/ml/features/FeatureSelectByEMD.py -> build/lib.linux-x86_64-3.7/tseries_patterns/ml/features
    copying tseries_patterns/ml/features/FeatureSelectByCombined.py -> build/lib.linux-x86_64-3.7/tseries_patterns/ml/features
    copying tseries_patterns/ml/features/__init__.py -> build/lib.linux-x86_64-3.7/tseries_patterns/ml/features
    creating build/lib.linux-x86_64-3.7/tseries_patterns/ml/rf
    copying tseries_patterns/ml/rf/RelabeledRandomForest.py -> build/lib.linux-x86_64-3.7/tseries_patterns/ml/rf
    copying tseries_patterns/ml/rf/DeepRandomForest.py -> build/lib.linux-x86_64-3.7/tseries_patterns/ml/rf
    copying tseries_patterns/ml/rf/__init__.py -> build/lib.linux-x86_64-3.7/tseries_patterns/ml/rf
    creating build/lib.linux-x86_64-3.7/tseries_patterns/ml/keras
    copying tseries_patterns/ml/keras/TFBinaryClassifier.py -> build/lib.linux-x86_64-3.7/tseries_patterns/ml/keras
    copying tseries_patterns/ml/keras/PerformanceMeasures.py -> build/lib.linux-x86_64-3.7/tseries_patterns/ml/keras
    copying tseries_patterns/ml/keras/TFLSTMClassifier.py -> build/lib.linux-x86_64-3.7/tseries_patterns/ml/keras
    copying tseries_patterns/ml/keras/__init__.py -> build/lib.linux-x86_64-3.7/tseries_patterns/ml/keras
    creating build/lib.linux-x86_64-3.7/tseries_patterns/ml/hmm
    copying tseries_patterns/ml/hmm/HMM.py -> build/lib.linux-x86_64-3.7/tseries_patterns/ml/hmm
    copying tseries_patterns/ml/hmm/HMM3State.py -> build/lib.linux-x86_64-3.7/tseries_patterns/ml/hmm
    copying tseries_patterns/ml/hmm/HMM2State.py -> build/lib.linux-x86_64-3.7/tseries_patterns/ml/hmm
    copying tseries_patterns/ml/hmm/WalkforwardHMM.py -> build/lib.linux-x86_64-3.7/tseries_patterns/ml/hmm
    copying tseries_patterns/ml/hmm/GaussianHMM.py -> build/lib.linux-x86_64-3.7/tseries_patterns/ml/hmm
    copying tseries_patterns/ml/hmm/HMMExponential2State.py -> build/lib.linux-x86_64-3.7/tseries_patterns/ml/hmm
    copying tseries_patterns/ml/hmm/__init__.py -> build/lib.linux-x86_64-3.7/tseries_patterns/ml/hmm
    creating build/lib.linux-x86_64-3.7/tseries_patterns/common/rendering
    copying tseries_patterns/common/rendering/ggplot_internals.py -> build/lib.linux-x86_64-3.7/tseries_patterns/common/rendering
    copying tseries_patterns/common/rendering/ggplot.py -> build/lib.linux-x86_64-3.7/tseries_patterns/common/rendering
    copying tseries_patterns/common/rendering/__init__.py -> build/lib.linux-x86_64-3.7/tseries_patterns/common/rendering
    creating build/lib.linux-x86_64-3.7/tseries_patterns/common/utils
    copying tseries_patterns/common/utils/DataUtils.py -> build/lib.linux-x86_64-3.7/tseries_patterns/common/utils
    copying tseries_patterns/common/utils/Comparisons.py -> build/lib.linux-x86_64-3.7/tseries_patterns/common/utils
    copying tseries_patterns/common/utils/__init__.py -> build/lib.linux-x86_64-3.7/tseries_patterns/common/utils
    creating build/lib.linux-x86_64-3.7/tseries_patterns/math/distributions
    copying tseries_patterns/math/distributions/LaplaceDistribution.py -> build/lib.linux-x86_64-3.7/tseries_patterns/math/distributions
    copying tseries_patterns/math/distributions/NormalDistribution.py -> build/lib.linux-x86_64-3.7/tseries_patterns/math/distributions
    copying tseries_patterns/math/distributions/ExponentialDistribution.py -> build/lib.linux-x86_64-3.7/tseries_patterns/math/distributions
    copying tseries_patterns/math/distributions/__init__.py -> build/lib.linux-x86_64-3.7/tseries_patterns/math/distributions
    copying tseries_patterns/math/distributions/EmpiricalDistribution1D.py -> build/lib.linux-x86_64-3.7/tseries_patterns/math/distributions
    running egg_info
    writing tseries_patterns.egg-info/PKG-INFO
    writing dependency_links to tseries_patterns.egg-info/dependency_links.txt
    writing requirements to tseries_patterns.egg-info/requires.txt
    writing top-level names to tseries_patterns.egg-info/top_level.txt
    reading manifest file 'tseries_patterns.egg-info/SOURCES.txt'
    writing manifest file 'tseries_patterns.egg-info/SOURCES.txt'
    copying tseries_patterns/buysell/HawkesBSI.cpp -> build/lib.linux-x86_64-3.7/tseries_patterns/buysell
    copying tseries_patterns/buysell/HawkesBVC.cpp -> build/lib.linux-x86_64-3.7/tseries_patterns/buysell
    copying tseries_patterns/labelers/AmplitudeBasedLabeler.cpp -> build/lib.linux-x86_64-3.7/tseries_patterns/labelers
    running build_ext
    building 'tseries_patterns.buysell.HawkesBVC' extension
    creating build/temp.linux-x86_64-3.7
    creating build/temp.linux-x86_64-3.7/tseries_patterns
    creating build/temp.linux-x86_64-3.7/tseries_patterns/buysell
    gcc -pthread -B /home/nicolagp/miniconda3/envs/tseries/compiler_compat -Wl,--sysroot=/ -Wsign-compare -DNDEBUG -g -fwrapv -O3 -Wall -Wstrict-prototypes -fPIC -I/home/nicolagp/miniconda3/envs/tseries/lib/python3.7/site-packages/numpy/core/include -I/home/nicolagp/miniconda3/envs/tseries/include/python3.7m -c tseries_patterns/buysell/HawkesBVC.cpp -o build/temp.linux-x86_64-3.7/tseries_patterns/buysell/HawkesBVC.o
    unable to execute 'gcc': No such file or directory
    error: command 'gcc' failed with exit status 1
    ----------------------------------------
ERROR: Command errored out with exit status 1: /home/nicolagp/miniconda3/envs/tseries/bin/python -u -c 'import sys, setuptools, tokenize; sys.argv[0] = '"'"'/tmp/pip-req-build-m6_cqjzh/setup.py'"'"'; __file__='"'"'/tmp/pip-req-build-m6_cqjzh/setup.py'"'"';f=getattr(tokenize, '"'"'open'"'"', open)(__file__);code=f.read().replace('"'"'\r\n'"'"', '"'"'\n'"'"');f.close();exec(compile(code, __file__, '"'"'exec'"'"'))' install --record /tmp/pip-record-yry5no88/install-record.txt --single-version-externally-managed --compile --install-headers /home/nicolagp/miniconda3/envs/tseries/include/python3.7m/tseries-patterns Check the logs for full command output.```

unable to install library: No such file or directory: 'requirements.txt'

error: subprocess-exited-with-error

× python setup.py egg_info did not run successfully.
│ exit code: 1
╰─> [9 lines of output]
Warning: passing language='c++' to cythonize() is deprecated. Instead, put "# distutils: language=c++" in your .pyx or .pxd file(s)
Traceback (most recent call last):
File "", line 2, in
File "", line 34, in
File "C:...\AppData\Local\Temp\pip-install-syl2p25o\tseries-patterns_1ba9bee249ce4da2b7742e9c39f3411c\setup.py", line 45, in
install_requires=requirements(filename="requirements.txt"),
File "C:...\AppData\Local\Temp\pip-install-syl2p25o\tseries-patterns_1ba9bee249ce4da2b7742e9c39f3411c\setup.py", line 29, in requirements
with io.open(filename, encoding='utf-8') as f:
FileNotFoundError: [Errno 2] No such file or directory: 'requirements.txt'
[end of output]

note: This error originates from a subprocess, and is likely not a problem with pip.
error: metadata-generation-failed

× Encountered error while generating package metadata.
╰─> See above for output.

HMMExponential2State needs ExponentialDistribution

Great post on the hidden markov models on your blog!
I was trying to use HMMExponential2State(HMM) but I think the exponential distribution function is missing. Would you mind uploading this function?

from research.math.distributions import ExponentialDistribution

Thanks for the blog overall, best open source stuff I found in years!