FpFeatures

Library "FpFeatures"

buyStackCount(rows)
  Parameters:
    rows (array<volume_row>)

sellStackCount(rows)
  Parameters:
    rows (array<volume_row>)

maxRowDeltas(rows)
  Parameters:
    rows (array<volume_row>)

pocMid(fp)
  Parameters:
    fp (footprint)

pocShift(fp, prevPocMid)
  Parameters:
    fp (footprint)
    prevPocMid (float)

vaWidthPct(fp, close_)
  Parameters:
    fp (footprint)
    close_ (float)

deltaEfficiency(fp)
  Parameters:
    fp (footprint)

topTailUnfinished(fp, minSideVol)
  Parameters:
    fp (footprint)
    minSideVol (float)

bottomTailUnfinished(fp, minSideVol)
  Parameters:
    fp (footprint)
    minSideVol (float)

acceptanceAboveVAH(fp, close_, high_, low_, frac)
  Parameters:
    fp (footprint)
    close_ (float)
    high_ (float)
    low_ (float)
    frac (float)

acceptanceBelowVAL(fp, close_, high_, low_, frac)
  Parameters:
    fp (footprint)
    close_ (float)
    high_ (float)
    low_ (float)
    frac (float)

compute(fp, close_, high_, low_, prevPocMid, minTailSideVol, acceptanceFrac)
  Parameters:
    fp (footprint)
    close_ (float)
    high_ (float)
    low_ (float)
    prevPocMid (float)
    minTailSideVol (float)
    acceptanceFrac (float)

FeatureSet
  Fields:
    buyStackCount (series int)
    sellStackCount (series int)
    maxPosRowDelta (series float)
    maxNegRowDelta (series float)
    topTailUnfinished (series bool)
    bottomTailUnfinished (series bool)
    pocMid (series float)
    pocShift (series float)
    vaWidthPct (series float)
    deltaEfficiency (series float)
    acceptanceAboveVAH (series bool)
    acceptanceBelowVAL (series bool)