karma

# Function to determine regime characteristics with hysteresis thresholds def determine_regime_characteristics_with_hysteresis ( df, regime_probabilities, tenor, bullish_threshold= 0.6 , bearish_threshold= 0.4 ): """ Determine regime characteristics using hysteresis thresholds to reduce noise. Parameters: - bullish_threshold: Probability threshold to enter bullish regime (default 0.6) - bearish_threshold: Probability threshold to enter bearish regime (default 0.4) """ # Create a dataframe with smoothed probabilities regime_df = pd.DataFrame(index=df.index) # Add regime probabilities regime_df[ 'Prob_Regime_0' ] = regime_probabilities[ 0 ] regime_df[ 'Prob_Regime_1' ] = regime_probabilities[ 1 ] # Add price data regime_df[tenor] = df[tenor] # First, determine which regime is bullish/bearish using the orig...