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

Method reset_cache

crates/openquant/src/microstructural_features.rs:668–674  ·  view source on GitHub ↗
(&mut self)

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666 }
667
668 fn reset_cache(&mut self) {
669 self.price_diff.clear();
670 self.trade_size.clear();
671 self.tick_rule.clear();
672 self.dollar_size.clear();
673 self.log_ret.clear();
674 }
675
676 fn apply_tick_rule(&mut self, price: f64) -> f64 {
677 let tick_diff = if let Some(prev) = self.prev_price { price - prev } else { 0.0 };

Callers 1

get_features_from_csvMethod · 0.80

Calls 1

clearMethod · 0.80

Tested by

no test coverage detected