├── .github └── workflows │ └── pylint.yml ├── .gitignore ├── README.md ├── figures ├── barrier_freq.png ├── barrier_freq_centered.png └── barrier_method_example.png ├── notebooks ├── example.ipynb └── study.ipynb ├── references └── triple_barrier.png ├── requirements.txt ├── setup.py └── src ├── __init__.py └── barrier_method ├── __init__.py ├── barrier_conditions.py └── barrier_method.py /.github/workflows/pylint.yml: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/nkonts/barrier-method/HEAD/.github/workflows/pylint.yml -------------------------------------------------------------------------------- /.gitignore: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/nkonts/barrier-method/HEAD/.gitignore -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/nkonts/barrier-method/HEAD/README.md -------------------------------------------------------------------------------- /figures/barrier_freq.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/nkonts/barrier-method/HEAD/figures/barrier_freq.png -------------------------------------------------------------------------------- /figures/barrier_freq_centered.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/nkonts/barrier-method/HEAD/figures/barrier_freq_centered.png -------------------------------------------------------------------------------- /figures/barrier_method_example.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/nkonts/barrier-method/HEAD/figures/barrier_method_example.png -------------------------------------------------------------------------------- /notebooks/example.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/nkonts/barrier-method/HEAD/notebooks/example.ipynb -------------------------------------------------------------------------------- /notebooks/study.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/nkonts/barrier-method/HEAD/notebooks/study.ipynb -------------------------------------------------------------------------------- /references/triple_barrier.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/nkonts/barrier-method/HEAD/references/triple_barrier.png -------------------------------------------------------------------------------- /requirements.txt: -------------------------------------------------------------------------------- 1 | matplotlib 2 | numpy 3 | pandas 4 | -------------------------------------------------------------------------------- /setup.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/nkonts/barrier-method/HEAD/setup.py -------------------------------------------------------------------------------- /src/__init__.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/nkonts/barrier-method/HEAD/src/__init__.py -------------------------------------------------------------------------------- /src/barrier_method/__init__.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/nkonts/barrier-method/HEAD/src/barrier_method/__init__.py -------------------------------------------------------------------------------- /src/barrier_method/barrier_conditions.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/nkonts/barrier-method/HEAD/src/barrier_method/barrier_conditions.py -------------------------------------------------------------------------------- /src/barrier_method/barrier_method.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/nkonts/barrier-method/HEAD/src/barrier_method/barrier_method.py --------------------------------------------------------------------------------