Add todos

KarelZe · Dec 23, 2023 · 604ab24 · 604ab24
1 parent d198e04
commit 604ab24
Showing 1 changed file with 2 additions and 0 deletions.
diff --git a/src/tclf/classical_classifier.py b/src/tclf/classical_classifier.py
@@ -370,6 +370,8 @@ def _depth(self, subset: str) -> npt.NDArray:
         Returns:
             npt.NDArray: result of depth rule. Can be np.NaN.
         """
+        # TODO: Problematic: subset might be used for estimating mid spread, but
+        # ask_size_best etc. does not exist!
         at_mid = np.isclose(self._mid(subset), self.X_["trade_price"], atol=1e-4)
 
         return np.where(