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last run
2 months ago
feat(labels): implement vertical barrier label
This PR implements a function that calculates a vertical barrier label using a timedelta strategy.
2 months ago
d0f8afb
feat/vertical-barrier
0%
last run
2 months ago
fix(daily_vol): update daily vol to use the last price at least 24 hours previous
This makes it so every monday we don't get a 0 return because there were no prices on sunday. It will use end of day friday price instead.
2 months ago
3743610
fix/weekend-returns-daily-vol
+1%