(volume: Vec<f64>, buy_volume: Vec<f64>, window: usize)
| 70 | fn ms_get_trades_based_amihud_lambda(log_ret: Vec<f64>, dollar_volume: Vec<f64>) -> f64 { |
| 71 | openquant::microstructural_features::get_trades_based_amihud_lambda(&log_ret, &dollar_volume) |
| 72 | } |
| 73 | |
| 74 | #[pyfunction(name = "get_trades_based_hasbrouck_lambda")] |
| 75 | fn ms_get_trades_based_hasbrouck_lambda( |
| 76 | log_ret: Vec<f64>, |
| 77 | dollar_volume: Vec<f64>, |
nothing calls this directly
no test coverage detected