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feat(Data): added script to download data from binance (#224)

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* feat(Data): added script to download data from binance

* feat(Data): saving unified parquet file/loading

* fix(Config): tweak the cusum filter's threshold

* fix(Dependencies): added binance_historical_data
This commit is contained in:
Mark Aron Szulyovszky
2022-02-20 12:30:53 +01:00
committed by GitHub
parent 7a443d93e4
commit c9f8ed1304
11 changed files with 85 additions and 101 deletions
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labeling/eventfilters_map.py
+1 -1
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@@ -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=500),
cusum_fixed=CUSUMFixedEventFilter(threshold=120),
)