mirror of
https://github.com/webclinic017/drift.git
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Mark Aron Szulyovszky
c9f8ed1304
* feat(Data): added script to download data from binance * feat(Data): saving unified parquet file/loading * fix(Config): tweak the cusum filter's threshold * fix(Dependencies): added binance_historical_data
9 lines
298 B
Python
9 lines
298 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=120),
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)
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