feature: add Marked Hawkes Process implementation #2060
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Codecov ReportAll modified and coverable lines are covered by tests ✅
Additional details and impacted files@@ Coverage Diff @@
## main #2060 +/- ##
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+ Coverage 17.29% 17.54% +0.25%
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Files 936 946 +10
Lines 75961 77084 +1123
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+ Hits 13134 13524 +390
- Misses 61890 62603 +713
- Partials 937 957 +20
... and 20 files with indirect coverage changes Continue to review full report in Codecov by Sentry.
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c9s
approved these changes
Jun 5, 2025
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fix coverage alarm on one missing line. |
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add hawkes process on mark_function. if mark_function always returns 1, it means the intensity is for the occurrence of trades(or maybe order? depends on the meaning of historical data).