labeling/eventfilters_map.py

from .event_filters.nofilter import NoEventFilter
from .event_filters.cusum import CUSUMVolatilityEventFilter, CUSUMFixedEventFilter

eventfilters_map = dict(
    none=NoEventFilter(),
    cusum_vol=CUSUMVolatilityEventFilter(vol_period=100, multiplier=3.5),
    cusum_fixed=CUSUMFixedEventFilter(threshold=20),
)
feat(Events): added EventFilter, EventLabeller (#186 ) 2022-01-26 23:22:43 +01:00			`from .event_filters.nofilter import NoEventFilter`
			`from .event_filters.cusum import CUSUMVolatilityEventFilter, CUSUMFixedEventFilter`

			`eventfilters_map = dict(`
chore(Linter): reformatted code with black (#211 ) 2022-02-17 19:22:17 +01:00			`none=NoEventFilter(),`
feat(Labeling): purge overlapping events, sort dataframe at loading time (#226 ) 2022-03-02 00:26:33 +01:00			`cusum_vol=CUSUMVolatilityEventFilter(vol_period=100, multiplier=3.5),`
			`cusum_fixed=CUSUMFixedEventFilter(threshold=20),`
chore(Linter): reformatted code with black (#211 ) 2022-02-17 19:22:17 +01:00			`)`