mirror of
https://github.com/webclinic017/drift.git
synced 2026-08-01 13:17:47 +00:00
Mark Aron Szulyovszky
9 lines
298 B
Python
9 lines
298 B
Python
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=500),
|
|
)
|