(array: Vec<f64>, num_letters: usize)
| 87 | // --- VPIN --- |
| 88 | |
| 89 | #[pyfunction(name = "vwap")] |
| 90 | fn ms_vwap(dollar_volume: Vec<f64>, volume: Vec<f64>) -> f64 { |
| 91 | openquant::microstructural_features::vwap(&dollar_volume, &volume) |
| 92 | } |
| 93 | |
| 94 | #[pyfunction(name = "get_avg_tick_size")] |
nothing calls this directly
no test coverage detected