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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/ta.py
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@@ -2,7 +2,7 @@ import pandas_ta as ta
import pandas as pd
from feature_extractors.utils import get_close_low_high
def feature_EBSW(df: pd.DataFrame, period: int, is_log_return: bool) -> pd.Series:
def feature_EBSW(df: pd.DataFrame, period: int) -> pd.Series:
close, low, high = get_close_low_high(df)
return ta.ebsw(close, period)