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hub / github.com/Open-Quant/openquant / get_price_diff

Method get_price_diff

crates/openquant/src/microstructural_features.rs:688–694  ·  view source on GitHub ↗
(&self, price: f64)

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686 } else {
687 sum / num
688 }
689}
690
691pub struct MicrostructuralFeaturesGenerator {
692 tick_num_iter: std::vec::IntoIter<usize>,
693 current_bar_tick: usize,
694 price_diff: Vec<f64>,
695 trade_size: Vec<f64>,
696 tick_rule: Vec<f64>,
697 dollar_size: Vec<f64>,

Callers 1

get_features_from_csvMethod · 0.80

Calls

no outgoing calls

Tested by

no test coverage detected