Tick Picker V.1 In Binary.com

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Following example showcases the results of different timepicking methods.For more informations, please refer to the functions documentation (vallenae.timepicker).

Read waveform from tradb¶

Prepare plotting with time-picker results¶

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Hinkley Criterion¶

Out:

The negative trend correlates to the chosen alpha valueand can influence the results strongly.Results with alpha = 50 (less negative trend):

Akaike Information Criterion (AIC)¶

Energy Ratio¶

Modified Energy Ratio¶

Performance comparison¶

All timepicker implementations are using Numba for just-in-time (JIT) compilations.Usually the first function call is slow, because it will trigger the JIT compiler.To compare the performance to a native or numpy implementation,the average of multiple executions should be compared.

Out:

Total running time of the script: ( 0 minutes 3.042 seconds)

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