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Mark Aron Szulyovszky
8 lines
307 B
Python
8 lines
307 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(vol_period = 20),
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cusum_fixed = CUSUMFixedEventFilter(threshold = 0.05)
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) |