Misc helpers
(dollar_volume: &[f64], volume: &[f64])
| 346 | |
| 347 | // Misc helpers |
| 348 | pub fn vwap(dollar_volume: &[f64], volume: &[f64]) -> f64 { |
| 349 | let sum_v: f64 = volume.iter().sum(); |
| 350 | if sum_v == 0.0 { |
| 351 | return NAN; |
| 352 | } |
| 353 | dollar_volume.iter().sum::<f64>() / sum_v |
| 354 | } |
| 355 | |
| 356 | pub fn get_avg_tick_size(tick_sizes: &[f64]) -> f64 { |
| 357 | if tick_sizes.is_empty() { |
no outgoing calls
no test coverage detected