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stefan-jansen / machine-learning-for-trading

Code for Machine Learning for Algorithmic Trading, 2nd edition.
https://ml4trading.io
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extract_interesting_date_ranges from 03_pyfolio_demo Modeling Event Risk #235

Closed CDLim0906 closed 1 year ago

CDLim0906 commented 2 years ago

Describe the bug From 03_pyfolio_demo, Modelling Event Risk. Can't find any other events other than from the screenshots. I trace the file back to interesting_periods.py it shows a list of periods.

Screenshots image

Expected behavior There should be more than 4 keys, and Period['Flash Crash'] or ['Fukushima] should be included.

Perhaps, am I doing something wrong?

stefan-jansen commented 1 year ago

I'll try to take a look at pyfolio for a new edition to update accordingly, thanks.