Method apply_tick_rule

crates/openquant/src/microstructural_features.rs:676–686

(&mut self, price: f64)

        (w..=message.len() - w).collect()
    };
    let mut sum = 0.0;
    let mut num = 0.0;
    for i in points {
        let l = match_length(message, i, if window == 0 { i } else { window });
        let denom = if window == 0 { (i + 1) as f64 } else { (window + 1) as f64 };
        sum += denom.log2() / l as f64;
        num += 1.0;
    }
    if num == 0.0 {
        0.0
    } else {
        sum / num
    }
}