Name | edge-research-pipeline JSON |
Version |
0.1.4
JSON |
| download |
home_page | None |
Summary | Modular pipeline for quantitative signal discovery and validation |
upload_time | 2025-08-04 09:22:07 |
maintainer | None |
docs_url | None |
author | None |
requires_python | >=3.8 |
license | Edge Research Pipeline β Personal Use License (ERPUL)
Copyright (c) Kalle Fischer
Permission is hereby granted to individuals to use, modify, and explore this software **for personal, non-commercial, and academic learning purposes** free of charge, subject to the following conditions:
---
## 1. Personal and Student Use
* You may use this software for personal projects, learning, and experimentation.
* Students may use this software in academic coursework, theses, and research projects without payment.
## 2. Academic Publication Use
* Academic researchers may use this software in published work **free of charge**, provided that the publication explicitly refers to this project (via citation, footnote, or GitHub link).
* If a citation is not included, a license fee **would normally apply**.
* Academic users should contact the author for confirmation or payment details:
**Email:** [contact@khf-research.com](mailto:contact@khf-research.com)
## 3. Commercial and Professional Use
* Use of this software in a commercial setting (including internal research at a for-profit company, paid consulting, or use in a production environment) requires a paid commercial license.
* You are required to contact the author to disclose commercial use and request payment instructions.
**Email:** [contact@khf-research.com](mailto:contact@khf-research.com)
## 4. Redistribution
* Redistribution of this code or derivatives, whether modified or unmodified, is **not allowed** without written permission.
## 5. Disclaimer
This software is provided "as is", without warranty of any kind, express or implied. Use it at your own risk.
---
## Contact
To notify of commercial use or request academic waiver confirmation, please contact:
**Kalle Fischer**
**Email:** [contact@khf-research.com](mailto:contact@khf-research.com)
**Project URL:** [https://github.com/KHFischer/edge-research-pipeline](https://github.com/KHFischer/edge-research-pipeline)
You may also submit licensing questions or intent to use commercially through the project issue tracker.
---
This license may be updated or replaced in future versions of the project. Any changes will be clearly documented and versioned.
|
keywords |
rule mining
pattern discovery
interpretable machine learning
feature engineering
tabular data
tabular machine learning
subgroup discovery
signal discovery
data validation
data cleaning pipeline
rule-based modeling
backtesting
bootstrap resampling
walk-forward analysis
synthetic data generation
quantitative research
financial machine learning
quantitative finance
python package
|
VCS |
 |
bugtrack_url |
|
requirements |
badgers
google_auth
imodels
joblib
mlxtend
numpy
orange3
pandas
params
pysubgroup
PyYAML
scikit_eLCS
scikit-learn
scipy
sdv
statsmodels
synthcity
tqdm
|
Travis-CI |
No Travis.
|
coveralls test coverage |
No coveralls.
|
# π§ Edge Research Pipeline
The **Edge Research Pipeline** is a modular, privacy-first research toolkit for **rule mining**, **pattern discovery**, and **interpretable machine learning** on **tabular datasets**. It supports automated **feature engineering**, **target labeling**, **robust validation**, and **signal discovery** workflows across domains including **quantitative finance**, **structured data mining**, and **subgroup analysis**, its techniques are broadly applicable to any domain involving structured data and statistical rule discovery.
---
## π Key Features
A flexible, modular Python library enabling you to:
* **Clean, normalize, and transform** tabular datasets
* **Engineer features** relevant to finance, statistics, and other structured-data domains
* **Generate and label custom targets** for supervised tasks
* **Discover signals** using rule mining and pattern search methods
* **Perform robust validation tests** (e.g., train/test splits, bootstrap, walk-forward analysis, false discovery rate)
* **Reproduce results** with complete configuration export and local-only processing
* **Efficiently execute parameter grids** via function calls or a CLI
---
## π Privacy by Design
All computations run **locally**βno data ever leaves your environment. Designed explicitly for regulated industries, confidential research, and reproducible workflows.
---
## π¦ Installation
Install required dependencies using:
```bash
pip install -r ./requirements.txt
```
**Note:** Dependencies were generated via `pipreqs` and may need further validation.
---
## β οΈ Compatibility Notes & Optional Dependencies
This project includes optional support for advanced mining and synthetic data tools like `orange3` and `synthcity`. These libraries are powerful but have strict, conflicting version requirements that cannot be satisfied simultaneously in a single install.
### 𧨠Known Conflicts
* `orange3` requires `xgboost >=1.7.4, <2.1`
* `synthcity` requires `xgboost >=2.1.0`
* `xgbse` (a dependency of `synthcity`) enforces this version split
* Installing both libraries together will cause `pip install` to fail due to an irreconcilable conflict on `xgboost`
### β
Resolution
To avoid these conflicts:
* The core package **does not include** `orange3` or `synthcity` by default
* You can install them separately using **extras**:
```bash
pip install edge-research-pipeline[orange] # for orange3-based rule data generation
pip install edge-research-pipeline[synth] # for synthetic data workflows
```
β οΈ **Note:** Installing both `orange3` and `synthcity` via extras will fail due to incompatible `xgboost` requirements.
If you need both, install the pipeline without either extra:
```bash
pip install edge-research-pipeline
```
Then manually install each library:
```bash
pip install orange3
pip install synthcity
```
This bypasses pipβs dependency resolver and allows both to coexist β but may require you to manage compatibility manually.
---
### β οΈ Additional Dependency Warnings
Some third-party tools (e.g., `torch`, `scipy`, `pandas`, `databricks`, `ydata-profiling`) may also have mutually incompatible version constraints depending on your environment. We strongly recommend installing this package in a **clean virtual environment** to prevent dependency resolution issues:
```bash
python -m venv erp_env
.\erp_env\Scripts\activate # Windows
# source erp_env/bin/activate # macOS/Linux
pip install edge-research-pipeline
```
---
## π§© Quick Start Example
Run a full pipeline example via the command line:
```bash
python edge_research/pipeline/main.py params/grid_params.yaml
```
Or check the ready-to-run examples in the [`examples/`](./examples/) directory.
---
<!--
Keywords:
rule mining, pattern discovery, interpretable machine learning, feature engineering,
subgroup discovery, tabular ML, signal validation, financial machine learning, data cleaning pipeline,
synthcity, orange3, CN2 rule induction, robust backtesting, rule-based modeling, bootstrapping, walk-forward analysis
-->
## π Project Structure
```text
edge-research-pipeline
βββ data/ # Sample datasets (sandbox only)
βββ docs/ # Documentation per module
βββ edge_research/ # Core logic modules
β βββ logger/
β βββ pipeline/
β βββ preprocessing/
β βββ rules_mining/
β βββ statistics/
β βββ utils/
β βββ validation_tests/
βββ examples/ # Copy-pasteable usage examples
βββ params/ # Configuration files
βββ tests/ # Unit tests for major functions
βββ LICENSE
βββ README.md
βββ requirements.txt
```
Detailed explanations for each subfolder are available within their respective READMEs.
---
## βοΈ Configuration Philosophy
Configuration files are managed via YAML files within `./params/`:
* **`default_params.yaml`**: Base configuration with mandatory default values (do not modify)
* **`custom_params.yaml`**: Override specific parameters from defaults
* **`grid_params.yaml`**: Parameters specifically for orchestrating grid pipeline runs
**Precedence hierarchy:**
* For pipeline runs (`pipeline.py` or CLI):
`grid_params > custom_params > default_params`
* For direct function calls:
`custom_params > default_params`
Parameters can also be directly overridden by passing a Python dictionary at runtime.
---
## π§ͺ Testing
Unit tests cover all major logical functions, ensuring correctness and robustness. Tests are written using `pytest`. Short utility functions, simple wrappers, and internal helpers are generally not included.
Run tests via:
```bash
pytest tests/
```
---
## π€ Contributing
We welcome contributions! Follow these guidelines:
* Keep your commits focused and atomic
* Always provide clear, descriptive commit messages
* Add or update tests for any new feature or bug fix
* Follow existing code style (e.g., use `black` and `flake8` for Python formatting)
* Document new functionality thoroughly within the relevant `.md` file in `docs/`
* Respect privacy-by-design principlesβno logging or external data exposure
Feel free to open issues for discussions or submit pull requests directly.
---
## π License
This project is licensed under the **Edge Research Personal Use License (ERPUL)**.
The Edge Research Pipeline is free for personal and academic use.
**Commercial use requires a license.**
π See [PRICING.md](./PRICING.md) for full license tiers and support options.
- β
Free for personal, student, and academic use (with citation)
- πΌ Commercial use requires approval (temporarily waived)
- π No redistribution without permission
See [`LICENSE`](./LICENSE) for full terms.

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"description": "# \ud83e\udde0 Edge Research Pipeline\r\n\r\nThe **Edge Research Pipeline** is a modular, privacy-first research toolkit for **rule mining**, **pattern discovery**, and **interpretable machine learning** on **tabular datasets**. It supports automated **feature engineering**, **target labeling**, **robust validation**, and **signal discovery** workflows across domains including **quantitative finance**, **structured data mining**, and **subgroup analysis**, its techniques are broadly applicable to any domain involving structured data and statistical rule discovery.\r\n\r\n\r\n---\r\n\r\n## \ud83d\ude80 Key Features\r\n\r\nA flexible, modular Python library enabling you to:\r\n\r\n* **Clean, normalize, and transform** tabular datasets\r\n* **Engineer features** relevant to finance, statistics, and other structured-data domains\r\n* **Generate and label custom targets** for supervised tasks\r\n* **Discover signals** using rule mining and pattern search methods\r\n* **Perform robust validation tests** (e.g., train/test splits, bootstrap, walk-forward analysis, false discovery rate)\r\n* **Reproduce results** with complete configuration export and local-only processing\r\n* **Efficiently execute parameter grids** via function calls or a CLI\r\n\r\n---\r\n\r\n## \ud83d\udd12 Privacy by Design\r\n\r\nAll computations run **locally**\u2014no data ever leaves your environment. Designed explicitly for regulated industries, confidential research, and reproducible workflows.\r\n\r\n---\r\n\r\n## \ud83d\udce6 Installation\r\n\r\nInstall required dependencies using:\r\n\r\n```bash\r\npip install -r ./requirements.txt\r\n```\r\n\r\n**Note:** Dependencies were generated via `pipreqs` and may need further validation.\r\n\r\n---\r\n\r\n## \u26a0\ufe0f Compatibility Notes & Optional Dependencies\r\n\r\nThis project includes optional support for advanced mining and synthetic data tools like `orange3` and `synthcity`. These libraries are powerful but have strict, conflicting version requirements that cannot be satisfied simultaneously in a single install.\r\n\r\n### \ud83e\udde8 Known Conflicts\r\n\r\n* `orange3` requires `xgboost >=1.7.4, <2.1`\r\n* `synthcity` requires `xgboost >=2.1.0`\r\n* `xgbse` (a dependency of `synthcity`) enforces this version split\r\n* Installing both libraries together will cause `pip install` to fail due to an irreconcilable conflict on `xgboost`\r\n\r\n\r\n### \u2705 Resolution\r\n\r\nTo avoid these conflicts:\r\n\r\n* The core package **does not include** `orange3` or `synthcity` by default\r\n* You can install them separately using **extras**:\r\n\r\n ```bash\r\n pip install edge-research-pipeline[orange] # for orange3-based rule data generation\r\n pip install edge-research-pipeline[synth] # for synthetic data workflows\r\n ```\r\n\r\n\u26a0\ufe0f **Note:** Installing both `orange3` and `synthcity` via extras will fail due to incompatible `xgboost` requirements.\r\nIf you need both, install the pipeline without either extra:\r\n\r\n```bash\r\npip install edge-research-pipeline\r\n```\r\n\r\nThen manually install each library:\r\n\r\n```bash\r\npip install orange3\r\npip install synthcity\r\n```\r\n\r\nThis bypasses pip\u2019s dependency resolver and allows both to coexist \u2014 but may require you to manage compatibility manually.\r\n\r\n---\r\n\r\n\r\n### \u26a0\ufe0f Additional Dependency Warnings\r\n\r\nSome third-party tools (e.g., `torch`, `scipy`, `pandas`, `databricks`, `ydata-profiling`) may also have mutually incompatible version constraints depending on your environment. We strongly recommend installing this package in a **clean virtual environment** to prevent dependency resolution issues:\r\n\r\n```bash\r\npython -m venv erp_env\r\n.\\erp_env\\Scripts\\activate # Windows\r\n# source erp_env/bin/activate # macOS/Linux\r\npip install edge-research-pipeline\r\n```\r\n\r\n---\r\n\r\n## \ud83e\udde9 Quick Start Example\r\n\r\nRun a full pipeline example via the command line:\r\n\r\n```bash\r\npython edge_research/pipeline/main.py params/grid_params.yaml\r\n```\r\n\r\nOr check the ready-to-run examples in the [`examples/`](./examples/) directory.\r\n\r\n---\r\n<!--\r\nKeywords:\r\nrule mining, pattern discovery, interpretable machine learning, feature engineering,\r\nsubgroup discovery, tabular ML, signal validation, financial machine learning, data cleaning pipeline,\r\nsynthcity, orange3, CN2 rule induction, robust backtesting, rule-based modeling, bootstrapping, walk-forward analysis\r\n-->\r\n\r\n## \ud83d\udcc1 Project Structure\r\n\r\n```text\r\nedge-research-pipeline\r\n\u251c\u2500\u2500 data/ # Sample datasets (sandbox only)\r\n\u251c\u2500\u2500 docs/ # Documentation per module\r\n\u251c\u2500\u2500 edge_research/ # Core logic modules\r\n\u2502 \u251c\u2500\u2500 logger/\r\n\u2502 \u251c\u2500\u2500 pipeline/\r\n\u2502 \u251c\u2500\u2500 preprocessing/\r\n\u2502 \u251c\u2500\u2500 rules_mining/\r\n\u2502 \u251c\u2500\u2500 statistics/\r\n\u2502 \u251c\u2500\u2500 utils/\r\n\u2502 \u2514\u2500\u2500 validation_tests/\r\n\u251c\u2500\u2500 examples/ # Copy-pasteable usage examples\r\n\u251c\u2500\u2500 params/ # Configuration files\r\n\u251c\u2500\u2500 tests/ # Unit tests for major functions\r\n\u251c\u2500\u2500 LICENSE\r\n\u251c\u2500\u2500 README.md\r\n\u2514\u2500\u2500 requirements.txt\r\n```\r\n\r\nDetailed explanations for each subfolder are available within their respective READMEs.\r\n\r\n---\r\n\r\n## \u2699\ufe0f Configuration Philosophy\r\n\r\nConfiguration files are managed via YAML files within `./params/`:\r\n\r\n* **`default_params.yaml`**: Base configuration with mandatory default values (do not modify)\r\n* **`custom_params.yaml`**: Override specific parameters from defaults\r\n* **`grid_params.yaml`**: Parameters specifically for orchestrating grid pipeline runs\r\n\r\n**Precedence hierarchy:**\r\n\r\n* For pipeline runs (`pipeline.py` or CLI):\r\n `grid_params > custom_params > default_params`\r\n* For direct function calls:\r\n `custom_params > default_params`\r\n\r\nParameters can also be directly overridden by passing a Python dictionary at runtime.\r\n\r\n---\r\n\r\n## \ud83e\uddea Testing\r\n\r\nUnit tests cover all major logical functions, ensuring correctness and robustness. Tests are written using `pytest`. Short utility functions, simple wrappers, and internal helpers are generally not included.\r\n\r\nRun tests via:\r\n\r\n```bash\r\npytest tests/\r\n```\r\n\r\n---\r\n\r\n## \ud83e\udd1d Contributing\r\n\r\nWe welcome contributions! Follow these guidelines:\r\n\r\n* Keep your commits focused and atomic\r\n* Always provide clear, descriptive commit messages\r\n* Add or update tests for any new feature or bug fix\r\n* Follow existing code style (e.g., use `black` and `flake8` for Python formatting)\r\n* Document new functionality thoroughly within the relevant `.md` file in `docs/`\r\n* Respect privacy-by-design principles\u2014no logging or external data exposure\r\n\r\nFeel free to open issues for discussions or submit pull requests directly.\r\n\r\n---\r\n\r\n## \ud83d\udcc4 License\r\n\r\nThis project is licensed under the **Edge Research Personal Use License (ERPUL)**.\r\nThe Edge Research Pipeline is free for personal and academic use. \r\n**Commercial use requires a license.**\r\n\r\n\ud83d\udc49 See [PRICING.md](./PRICING.md) for full license tiers and support options.\r\n\r\n- \u2705 Free for personal, student, and academic use (with citation)\r\n- \ud83d\udcbc Commercial use requires approval (temporarily waived)\r\n- \ud83d\udd12 No redistribution without permission\r\n\r\nSee [`LICENSE`](./LICENSE) for full terms.\r\n\r\n\r\n\r\n\r\n",
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"specs": [
[
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]
]
}
],
"lcname": "edge-research-pipeline"
}