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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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labeling/eventfilters_map.py
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from .event_filters.nofilter import NoEventFilter
from .event_filters.cusum import CUSUMVolatilityEventFilter, CUSUMFixedEventFilter
eventfilters_map = dict(
none = NoEventFilter(),
cusum_vol = CUSUMVolatilityEventFilter(vol_period = 20),
cusum_fixed = CUSUMFixedEventFilter(threshold = 0.05)
)