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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¶
Tick Picker V 1 In Binary Command
Prepare plotting with time-picker results¶
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 2.727 seconds)
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¶
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:
Tick Picker V 1 In Binary Commands
Total running time of the script: ( 0 minutes 2.727 seconds)