(&mut self)
| 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 }; |
no test coverage detected