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machine learning model ops for stock market forecasting with back test and future test support.

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ml-automation

Summary

A Github based MLOps framework that strives to handle data solutions gracefully and takes care of following:

  • Data privacy: strictly confine data within private cloud.
  • Close source: if choose so, your source code stays within your organization.
  • Flattened learning curve: Github is all you need for your data solution.
  • Minimized operation cost: Maximize the utilization of existing IT resource and minimize the necessarity for new computing investiment.
  • Minimalistic system design: No need for Argo/Airflow instances, neither any k8s clusters.

Apart from defining the components and workflows for productions of both machine learning modelling, inferencing workflows, this repositary also gives some examples to demonstrate how data teams can utilize Github's CI/CD automation for MLOps purposes. Components supported:

  • Data ingestion and ETL to BigQuery + Cloud Storage
  • Feature engineering
  • Machine learning modelling
  • Parallel parameter search + cross validation
  • Machine learning inference
  • A/B testing
  • Continuous training

Overview diagram: plot

Stock market prediction

Feature importaince

plot

Cross Validation Evaluation per symbol

symbol f1 auc tpr fpr p-total n-total tp fp tp/fp
AAPL 0.0833 0.7386 0.666 0.189 3 227 2 43 0.0465
ABBV 0.1025 0.7584 0.666 0.149 3 227 2 34 0.0588
ABT 0.1142 0.9320 1.0 0.135 2 228 2 31 0.0645
ACN 0.0833 0.6570 0.5 0.185 4 226 2 42 0.0476
ADBE 0.125 0.7111 0.6 0.177 5 225 3 40 0.075
AIG 0.1052 0.9254 1.0 0.149 2 228 2 34 0.0588
AMD 0.1818 0.9203 1.0 0.159 4 226 4 36 0.1111
AMGN 0.2285 0.9402 1.0 0.119 4 226 4 27 0.1481
AMT 0.1428 0.9473 1.0 0.105 2 228 2 24 0.0833
AMZN 0.12 0.7798 0.75 0.190 4 226 3 43 0.0697
AVGO 0.1111 0.9298 1.0 0.140 2 228 2 32 0.0625
AXP 0.16 0.9539 1.0 0.092 2 228 2 21 0.0952
BA 0.2105 0.9336 1.0 0.132 4 226 4 30 0.1333
BAC 0.2580 0.9491 1.0 0.101 4 226 4 23 0.1739
BK 0.1052 0.6792 0.5 0.141 4 226 2 32 0.0625
BKNG 0.1428 0.9207 1.0 0.158 3 227 3 36 0.0833
BLK 0.2222 0.9222 1.0 0.155 5 225 5 35 0.1428
BMY 0.6666 0.9933 1.0 0.013 3 227 3 3 1.0

AAPL crests & troughs prediction

AAPL Crests and Troughs prediction

Backtest NASDAQ stocks

Backtest NASDAQ stocks

Australia property listing data analysis

Australia housing market prediction

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