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4 months ago d0f8afb feat/vertical-barrier

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feat(labels): implement vertical barrier label
#9
feat/vertical-barrier
4 months ago

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Suggested base runs:

Benchmarks

test__validate_columns__default_args
tests/test__utils.py::test__validate_columns__default_args
945.8 µs
test__validate_columns__valid
tests/test__utils.py::test__validate_columns__valid
923.8 µs
test__dollar_bars__polars_benchmark[trade_data0]
tests/test_bars.py::test__dollar_bars__polars_benchmark[trade_data0]
62 ms
test__fixed_time_return_classification__benchmark[trade_data0]
tests/labels/test_labels.py::test__fixed_time_return_classification__benchmark[trade_data0]
55.7 ms
test__validate_columns__df_not_passed
tests/test__utils.py::test__validate_columns__df_not_passed
286.8 µs
test__time_bars__polars_benchmark[trade_data0]
tests/test_bars.py::test__time_bars__polars_benchmark[trade_data0]
7.2 ms
test__validate_columns__invalid
tests/test__utils.py::test__validate_columns__invalid
991.2 µs
test__tick_bars__polars_benchmark[trade_data0]
tests/test_bars.py::test__tick_bars__polars_benchmark[trade_data0]
12.5 ms
test__daily_vol__polars_benchmark[trade_data0]
tests/labels/test_dynamic_labels.py::test__daily_vol__polars_benchmark[trade_data0]
135.1 ms
test__volume_bars__polars_benchmark[trade_data0]
tests/test_bars.py::test__volume_bars__polars_benchmark[trade_data0]
61 ms
test__get_vertical_barrier_by_timedelta__benchmark[trade_data0]
tests/labels/test_dynamic_labels.py::test__get_vertical_barrier_by_timedelta__benchmark[trade_data0]
37.3 ms
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