mirror of
https://github.com/webclinic017/drift.git
synced 2026-07-27 18:57:55 +00:00
Mark Aron Szulyovszky
b5ddee8dce
* feat(HPO): added `run_hpo` script * fix(Linter): ran * feat(HPO): removed any reference to sweep (superseeded by optuna) * fix(HPO): optimize for sharpe * fix(Config): removed glassnode data, save trials from hpo * feat(Labelling): added three-balanced method works again * fix(BetSizing): set the correct class labels * fix(HPO): powerset should return what's expected, added two new normalization methods * fix(Linter): ran * fix(DataLoader): sort the dataframe when fetching data * fix(Config): only take z-score of other assets
9 lines
266 B
Python
9 lines
266 B
Python
from .event_filters.nofilter import NoEventFilter
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from .event_filters.cusum import CUSUMVolatilityEventFilter, CUSUMFixedEventFilter
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eventfilters_map = dict(
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none=NoEventFilter,
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cusum_vol=CUSUMVolatilityEventFilter,
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cusum_fixed=CUSUMFixedEventFilter,
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)
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