fix(Data): make sure we have data in chronological order

data_loader/load.py

@@ -98,6 +98,7 @@ def __load_data(
     X = pd.concat([df.sort_index().reindex(X[0].index) for df in X], axis=1).fillna(0.0)
 
     X.index = pd.DatetimeIndex(X.index)
+    X.sort_index(inplace=True)
 
     ## Create target
     returns = df_target_asset_only_returns[target_asset[1] + "_returns"]

labeling/eventfilters_map.py

@@ -4,5 +4,5 @@ from .event_filters.cusum import CUSUMVolatilityEventFilter, CUSUMFixedEventFilt
 eventfilters_map = dict(
     none=NoEventFilter(),
     cusum_vol=CUSUMVolatilityEventFilter(vol_period=20),
-    cusum_fixed=CUSUMFixedEventFilter(threshold=120),
+    cusum_fixed=CUSUMFixedEventFilter(threshold=70),
 )