Metadata-Version: 2.1
Name: sigmet
Version: 0.9.0
Summary: A Python package to find and measure negative price shocks in financial time-series data
Home-page: https://github.com/agupta01/sigmet
Author: Arunav Gupta, Camille Dunning, Lucas Nguyen, Ka Ming Chan
Author-email: arunavg@ucsd.edu, adunning@ucsd.edu, kmc026@ucsd.edu
License: UNKNOWN
Description: # sigmet
        ![Github Tests](https://github.com/agupta01/sigmet/workflows/Python%20Tests/badge.svg)
        [![Documentation Status](https://readthedocs.org/projects/sigmet/badge/?version=latest)](https://sigmet.readthedocs.io/en/latest/?badge=latest)
        [![GitHub license](https://img.shields.io/github/license/agupta01/sigmet.svg)](https://github.com/agupta01/sigmet/master/LICENSE)
        
        Installation
        ------------
        Sigmet (Signal Metrics Toolkit) is an end-to-end solution for the detection and measurement of negative shocks in time series data.
        
        Sigmet requires the following packages: 
        
        - Pandas: primary data format for easy data manipulation and datetime functionality
        - Numpy: for computation
        - Statsmodels: AU3 uses statsmodel’s ARIMA and SARIMAX models for prediction
        - Matplotlib: plotting for .graph() method
        
        
        
        To install, run the following on the command line
        
        ```
        pip install sigmet
        ```
        
        
        Example
        -------
        
        First we instantiate an AU3 object
        
        ```python
        from sigmet import Sigmet
            
        data = pd.read_csv('time-series.csv')
        ex = Sigmet(start, end, data)
        ex.fit(window_start, window_end)
        
        # graph the result as follows
        import matplotlib.pyplot as plt
        fig, ax = plt.subplots()
        ax = ex.graph()
        plt.show()
        ```
        
        Contribute
        ----------
        
        - Issue Tracker: https://github.com/agupta01/sigmet/issues
        - Source Code: https://github.com/agupta01/sigmet
        
        License
        -------
        
        The project is licensed under the GNU General Public License.
        
Platform: UNKNOWN
Classifier: Programming Language :: Python :: 3
Classifier: License :: OSI Approved :: GNU General Public License v3 (GPLv3)
Classifier: Development Status :: 4 - Beta
Classifier: Intended Audience :: Developers
Classifier: Intended Audience :: Financial and Insurance Industry
Classifier: Intended Audience :: Science/Research
Classifier: Intended Audience :: Education
Classifier: Topic :: Software Development :: Libraries :: Python Modules
Classifier: Topic :: Scientific/Engineering :: Artificial Intelligence
Classifier: Topic :: Scientific/Engineering :: Visualization
Classifier: Topic :: Scientific/Engineering :: Mathematics
Classifier: Topic :: Scientific/Engineering :: Information Analysis
Requires-Python: >=3.6
Description-Content-Type: text/markdown
