Simplify code + improve typehints

KarelZe · Dec 11, 2023 · 6070259 · 6070259
1 parent b5885e5
commit 6070259
Show file tree

Hide file tree

Showing 3 changed files with 219 additions and 195 deletions.
diff --git a/src/tclf/classical_classifier.py b/src/tclf/classical_classifier.py
@@ -340,11 +340,11 @@ def _trade_size(self, subset: str) -> npt.NDArray:
         )
 
         ts_eq_bid = (
-            np.isclose(self.X_["TRADE_SIZE"], self.X_[f"bid_size_{subset}"], atol=1e-4)
+            np.isclose(self.X_["trade_size"], self.X_[f"bid_size_{subset}"], atol=1e-4)
             & ~bid_eq_ask
         )
         ts_eq_ask = (
-            np.isclose(self.X_["TRADE_SIZE"], self.X_[f"ask_size_{subset}"], atol=1e-4)
+            np.isclose(self.X_["trade_size"], self.X_[f"ask_size_{subset}"], atol=1e-4)
             & ~bid_eq_ask
         )
 

diff --git a/tests/templates.py b/tests/templates.py