Submitters

NumerBlox provides submitters for both Numerai Classic and Signals. Also check out example/submitting.ipynb for more information on Numerai submission.

Why?

• Simplified Workflow: Instead of managing multiple manual steps for submissions, Submitters allow you to simplify the submission process down to a few lines of code.

• Integrated Validation Checks: Before submitting, Submitters performs a series of checks to ensure the submission format is correct and prevent common mistakes that could lead to invalid submissions.

• Security: By providing a way to load credentials from a .json file, Submitters ensures that you're not hard-coding your secret credentials in the main code, reducing the risk of accidental exposure.

• Automatic Cleanup: For users who run automated jobs, the ability to automatically clean up the environment post-submission ensures that your workspace remains clutter-free.

With Submitters, you can focus more on developing and refining your model and spend less time on the manual aspects of the submission process.

Instantiation

In order to use a Submitter you should first create a Key object which handles credentials. There are two ways to create a Key:

1. Initialize Key with pub_id and secret_key from memory.

from numerblox.misc import Key
key = Key(pub_id="Hello", secret_key="World")

2. Load credentials from .json file with load_key_from_json.

JSON file should have the following format:

{"pub_id": "PUBLIC_ID", "secret_key": "SECRET_KEY"}

We recommend loading from .json. With this method you only have to save your credentials in one (safe) place and avoid leaving reference to a secret key in Python code.

from numerblox.misc import load_key_from_json
key = load_key_from_json("my_credentials.json")

Numerai Classic

Submissions can be done in 2 lines of code. To initialize the submitter object, pass a directory path for saving submissions and a Key object.

NumeraiClassicSubmitter.full_submission will perform: 1. Checks to prevent surprise behavior (including value range and column validity) 2. Saving to CSV 3. Uploading with numerapi.

The dataf argument can be either a pd.DataFrame or NumerFrame.

from numerblox.submission import NumeraiClassicSubmitter
submitter = NumeraiClassicSubmitter(directory_path="sub_current_round", key=key)
# Your prediction file with 'id' as index and defined 'cols' below.
dataf = pd.DataFrame(columns=["prediction"])
# Only works with valid key credentials and model_name
submitter.full_submission(dataf=dataf,
                          cols="prediction",
                          file_name="submission.csv",
                          model_name="my_model")

Numerai Signals

NumeraiSignalsSubmitter is very similar to NumeraiClassicSubmitter, but has a few additional checks specific to Signals. Mainly, it checks if the data contains a valid ticker column ("cusip", "sedol", "ticker", "numerai_ticker" or "bloomberg_ticker") and a 'signal' column.

NumeraiSignalsSubmitter.full_submission handles checks, saving of CSV and uploading with numerapi.

from numerblox.submission import NumeraiSignalsSubmitter
submitter = NumeraiSignalsSubmitter(directory_path="sub_current_round", key=key)
# Your prediction file with 'id' as index, a valid ticker column and signal column below.
dataf = pd.DataFrame(columns=['bloomberg_ticker', 'signal'])
# Only works with valid key credentials and model_name
submitter.full_submission(dataf=dataf,
                          cols=["bloomberg_ticker", "signal"],
                          file_name="submission.csv",
                          model_name="my_model")

NumerBay

NumerBlox also offers functionality to submit predictions from NumerBay. This is a marketplace where Numerai predictions are bought and sold. Uploading from Numerbay is similar, but also requires authentication with your NumerBay account.

Also make sure the numerbay library is installed.

pip install numerbay

from numerblox.submission import NumeraiClassicSubmitter, NumerBaySubmitter
# Your prediction DataFrame
dataf = pd.DataFrame(columns=["prediction"])

# Full submission to both Numerai and NumerBay
numerbay_submitter = NumerBaySubmitter(
    tournament_submitter = NumeraiClassicSubmitter(directory_path="sub_current_round", key=key),
    numerbay_username="yourusername",
    numerbay_password="yourpassword"
)
numerbay_submitter.full_submission(
    dataf=dataf,
    model_name="my_model",
    numerbay_product_full_name="numerai-predictions-yourproductname",
    file_name="submission.csv"
)

Note

When you are done with submissions and don't need the submission file you can remove the submission directory with 1 line. Convenient if you have automated jobs and want to avoid clutter due to saving submission files for every round.

# Clean up environment
submitter.remove_base_directory()