finmlkit.label package

Submodules

• finmlkit.label.kit module
  • SampleWeights
    • SampleWeights.compute_final_weights()
    • SampleWeights.compute_info_weights()
  • TBMLabel
    • TBMLabel.compute_labels()
    • TBMLabel.compute_weights()
    • TBMLabel.event_count
    • TBMLabel.event_range
    • TBMLabel.event_returns
    • TBMLabel.features
    • TBMLabel.first_event_timestamp
    • TBMLabel.full_output
    • TBMLabel.labels
    • TBMLabel.last_event_timestamp
    • TBMLabel.target_returns
• finmlkit.label.tbm module
  • triple_barrier()
• finmlkit.label.trend_scanning module
• finmlkit.label.utils module
• finmlkit.label.weights module
  • average_uniqueness()
  • class_balance_weights()
  • return_attribution()
  • time_decay()