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feat(Events): added EventFilter, EventLabeller (#186)

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Mark Aron Szulyovszky
2022-01-26 23:22:43 +01:00
committed by GitHub
parent 1042c82333
commit 42a1bc59cb
65 changed files with 759 additions and 276571 deletions
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feature_extractors/feature_extractor_presets.py
+4 -4
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@@ -1,7 +1,7 @@
from feature_extractors.feature_extractors import feature_lag, feature_mom, feature_ROC, feature_RSI, feature_STOD, feature_STOK, feature_expanding_zscore, feature_vol, feature_day_of_month, feature_day_of_week, feature_month, feature_debug_future_lookahead
from utils.types import FeatureExtractorConfig
from utils.helpers import flatten
from feature_extractors.fractional_differentiation import feature_fractional_differentiation, feature_fractional_differentiation_log
from .types import FeatureExtractorConfig
from .feature_extractors import feature_lag, feature_mom, feature_ROC, feature_RSI, feature_STOD, feature_STOK, feature_expanding_zscore, feature_vol, feature_day_of_month, feature_day_of_week, feature_month, feature_debug_future_lookahead
from .fractional_differentiation import feature_fractional_differentiation, feature_fractional_differentiation_log
__presets = dict(
debug_future_lookahead = [('debug_future', feature_debug_future_lookahead, [1])],