def studyEvents(self):
logger.debug("Finding events")
df_events = self.findEventsAndGenerateOrders()
logger.debug("Creating study")
ep.eventprofiler(df_events,
self.df_price,
i_lookback=20,
i_lookforward=20,
s_filename=self.profilerOutFile,
b_market_neutral=True,
b_errorbars=True,
s_market_sym='SPY')
def profile_threshold_actual_close_events(ls_symbols, d_data,
actual_close_threshold, filename):
df_events = find_price_drop_events(ls_symbols, d_data,
actual_close_threshold)
ep.eventprofiler(df_events,
d_data,
i_lookback=20,
i_lookforward=20,
s_filename=filename,
b_market_neutral=True,
b_errorbars=True,
s_market_sym='SPY')