Esempio n. 1
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def prct_curr_tick_midprice_change(data, start_idx=None, end_idx=None):
    midprice = data["midprice"][start_idx:end_idx]
    return padded_delta(midprice, side="left", prct=True)
Esempio n. 2
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def prct_curr_tick_midprice_change(data, start_idx=None, end_idx=None):
    midprice = data['midprice'][start_idx:end_idx]
    return padded_delta(midprice, side='left', prct=True)
Esempio n. 3
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def next_tick_midprice_change(data, start_idx=None, end_idx=None):
    midprice = data["midprice"][start_idx:end_idx]
    return padded_delta(midprice, side="right")
Esempio n. 4
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def next_tick_midprice_change(data, start_idx=None, end_idx=None):
    midprice = data['midprice'][start_idx:end_idx]
    return padded_delta(midprice, side='right')