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Function ms_vwap

crates/pyopenquant/src/microstructural.rs:62–64  ·  view source on GitHub ↗
(dollar_volume: Vec<f64>, volume: Vec<f64>)

Source from the content-addressed store, hash-verified

60 close: Vec<f64>,
61 dollar_volume: Vec<f64>,
62 window: usize,
63) -> PyResult<Vec<f64>> {
64 openquant::microstructural_features::get_bar_based_hasbrouck_lambda(
65 &close,
66 &dollar_volume,
67 window,

Callers

nothing calls this directly

Calls 1

vwapFunction · 0.85

Tested by

no test coverage detected