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hub / github.com/Open-Quant/openquant / ms_get_bvc_buy_volume

Function ms_get_bvc_buy_volume

crates/pyopenquant/src/microstructural.rs:77–79  ·  view source on GitHub ↗
(close: Vec<f64>, volume: Vec<f64>, window: usize)

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75/// Parameters
76/// ----------
77/// high : list[float]
78/// Bar highs, oldest first.
79/// low : list[float]
80/// Bar lows, aligned with `high`.
81/// window : int
82/// Number of bars in the rolling mean of `beta`.

Callers

nothing calls this directly

Calls 1

get_bvc_buy_volumeFunction · 0.85

Tested by

no test coverage detected