kingchenc 4f11df0e33 feat: microstructure price-impact & depth indicators (part 3 of 4) (#122) ...

* feat: effective spread microstructure indicator (part 3 of 4)

* feat: realized spread microstructure indicator (part 3 of 4)

* feat: kyle's lambda microstructure indicator (part 3 of 4)

* feat: depth slope microstructure indicator (part 3 of 4)

2026-06-01 19:45:38 +02:00

..

__init__.py

Wickra 0.1.0: streaming-first technical indicators

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conftest.py

Wickra 0.1.0: streaming-first technical indicators

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test_input_validation.py

feat: microstructure price-impact & depth indicators (part 3 of 4) (#122)

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test_known_values.py

feat: microstructure price-impact & depth indicators (part 3 of 4) (#122)

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test_lifecycle.py

feat: microstructure price-impact & depth indicators (part 3 of 4) (#122)

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test_new_indicators.py

feat: microstructure price-impact & depth indicators (part 3 of 4) (#122)

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test_smoke.py

feat: microstructure price-impact & depth indicators (part 3 of 4) (#122)

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test_streaming_vs_batch.py

feat: microstructure price-impact & depth indicators (part 3 of 4) (#122)

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