INNER CODE UNIT · Python

hill

jialuechen/flowforge · flowforge/diagnostics/flow.py:64

        hill = 1.0 / denom if denom > 0 else np.nan
    else:
        hill = np.nan

    return {
        "corr_size_participation": _spearman(size_pct_adv, o["participation"]),
        "corr_size_marketcap": _spearman(size_pct_adv, o["market_cap"]),
        "participation_tail_exponent": float(hill),
        "mean_participation": float(part.mean()),
        "n_orders": int(len(o)),
    }

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