订单流风险措施 已更新以支持 Python 3.8。 目前,这些软件包只有 VPIN。 安装 默认方式是打开控制台并执行 pip install flowrisk 也可以从这里下载并手动安装 git clone https://github.com/hanxixuana/flowrisk cd flowrisk python setup.py install 虚拟密码 为了实现 VPIN,我们做了 1. an EWMA estimator of volatility (RecursiveEWMAVol) 2. a numpy.ndarray based buckets with bulk classification of volumes in the MA style (RecursiveBulkClassMABuckets) 3. a numpy.ndarray based
2022-05-14 09:40:40 2.72MB flow risk order toxicity
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