feat: footprint microstructure indicator (part 4 of 4) (#123)

2026-06-01 20:00:58 +02:00
parent 4f11df0e33
commit 3dd7010129
18 changed files with 636 additions and 22 deletions
@@ -207,3 +207,14 @@ def test_kyles_lambda_lifecycle_and_repr():
    kl.reset()
    assert not kl.is_ready()
    assert repr(ta.KylesLambda(7)) == "KylesLambda(window=7)"
+
+
+def test_footprint_lifecycle_and_repr():
+    fp = ta.Footprint(0.5)
+    assert fp.warmup_period() == 1
+    assert not fp.is_ready()
+    fp.update(100.0, 1.0, True)
+    assert fp.is_ready()
+    fp.reset()
+    assert not fp.is_ready()
+    assert repr(ta.Footprint(0.25)) == "Footprint(tick_size=0.25)"