コード例 #1
0
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)
コード例 #2
0
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)
コード例 #3
0
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")
コード例 #4
0
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')