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https://github.com/webclinic017/drift.git
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Mark Aron Szulyovszky
75157c6285
* feat(Labeling): purge overlapping events, sort dataframe at loading time * fix(Linter): ran * refactor(Labeling): moved purge_overlapping_events one abstraction level higher * fix(Data): renamed class * fix(Data): corrected parameter name * fix(Config): parameters * fix(Data): fixed path * fix(Data): uncommented required code * feat(EventFilters): use vol based CUSUM * fix(Config): only retrain every 2000 samples * fix(Config): filter out even more events * fix(Inference): added remove_overlapping_events * refactor(Types): simplified type hierarchy
9 lines
314 B
Python
9 lines
314 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=100, multiplier=3.5),
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cusum_fixed=CUSUMFixedEventFilter(threshold=20),
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)
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