Function ms_get_roll_measure

crates/pyopenquant/src/microstructural.rs:8–10

(close: Vec<f64>, window: usize)

#[pyfunction(name = "get_roll_measure")]
fn ms_get_roll_measure(close: Vec<f64>, window: usize) -> Vec<f64> {
    openquant::microstructural_features::get_roll_measure(&close, window)
}

#[pyfunction(name = "get_roll_impact")]
fn ms_get_roll_impact(close: Vec<f64>, dollar_volume: Vec<f64>, window: usize) -> Vec<f64> {