gavindiaz/drift
1
0
Fork 0
mirror of https://github.com/webclinic017/drift.git synced 2026-08-16 04:18:07 +00:00
Code Issues Packages Projects Releases Wiki Activity

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

Browse Source
This commit is contained in:
Mark Aron Szulyovszky
2022-02-20 18:01:01 +01:00
parent c9f8ed1304
commit 10a0803c91
2 changed files with 2 additions and 1 deletions
Download Patch File Download Diff File Expand all files Collapse all files
labeling/eventfilters_map.py
+1 -1
View File
@@ -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),
)