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mtmoses/trading_time.py

Created August 6, 2021 04:14
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trading_time.py
new_cascade = list(np.array(lognormal_cascade(k=K, v=1, ln_lambda = simulated_lambda, ln_theta = simulated_sigma)).flat)
tradingtime = 2**K*np.cumsum(new_cascade)/sum(new_cascade)
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