ngriffiths13
polars-trading
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Feat/frac diff
#10
last run
2 months ago
finished frac diff
2 months ago
63f27a8
feat/frac-diff
CodSpeed Performance Gauge
+2%
feat(labels): implement vertical barrier label
#9
last run
4 months ago
feat(labels): implement vertical barrier label This PR implements a function that calculates a vertical barrier label using a timedelta strategy.
4 months ago
d0f8afb
feat/vertical-barrier
CodSpeed Performance Gauge
0%
fix(daily_vol): update daily vol to use the last price at least 24 hours previous
#7
last run
4 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.
4 months ago
3743610
fix/weekend-returns-daily-vol
CodSpeed Performance Gauge
+1%
Feat/codecov
#6
last run
4 months ago
added codecov
4 months ago
b096d25
feat/codecov
CodSpeed Performance Gauge
-92%
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