INNER CODE UNIT · Python

var

AlexShakaev/backtesting_and_algotrading_options_with_Interactive_Brokers_API · utils/bocd.py:107

            var = var * -1
        tdata = np.random.normal(mean, var, p)
        data = np.concatenate((data, tdata))
    return data
          
if __name__ == "__main__":
    
    data = generate_normal_time_series(3)

    lambda_ = 150
    alpha = 1
    beta  = 1
    kappa = 1
    mu    = 0  
    bocd = BOCD(partial(constant_hazard, lambda_),
                  StudentT(alpha, beta, kappa, mu), lambda_)
    for x in data:
        bocd.update(x)        

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