from .event_filters.nofilter import NoEventFilter from .event_filters.cusum import CUSUMVolatilityEventFilter, CUSUMFixedEventFilter eventfilters_map = dict( none=NoEventFilter(), cusum_vol=CUSUMVolatilityEventFilter(vol_period=100, multiplier=3.5), cusum_fixed=CUSUMFixedEventFilter(threshold=20), )