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Add MiFID implementation #1580

Merged
merged 29 commits into from
Jul 3, 2023
Merged

Add MiFID implementation #1580

merged 29 commits into from
Jul 3, 2023

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Dibz15
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@Dibz15 Dibz15 commented Mar 2, 2023

What does this PR do?

Fixes #1578
This is a start of an MiFID implementation, based on the current FID implementation

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  • [ x] Was this discussed/agreed via a Github issue? (no need for typos and docs improvements)
  • [x ] Did you read the contributor guideline, Pull Request section?
  • Did you make sure to update the docs?
  • Did you write any new necessary tests?
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@Dibz15
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Dibz15 commented Mar 2, 2023

I recognize this still needs a fair amount of work before it can be added in. I don't have time at the moment to finish the implementation and add the tests, but I hope to get back to it in the near future.

@SkafteNicki SkafteNicki changed the title Add initial MiFID implementation Add MiFID implementation Mar 4, 2023
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I recognize this still needs a fair amount of work before it can be added in. I don't have time at the moment to finish the implementation and add the tests, but I hope to get back to it in the near future.

Cool, please let us know if you need help with anything :)

@SkafteNicki SkafteNicki added this to the future milestone Mar 31, 2023
@Borda
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Borda commented Jun 28, 2023

@Dibz15 could you pls allow maintainers to push to this PR / your fork so we can help to finish it? 🐿️

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Dibz15 commented Jun 28, 2023

@Borda Sorry, should be editable now

@SkafteNicki SkafteNicki marked this pull request as ready for review June 29, 2023 11:03
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codecov bot commented Jun 29, 2023

Codecov Report

Merging #1580 (70197ce) into master (130cb77) will decrease coverage by 0%.
The diff coverage is 88%.

Additional details and impacted files
@@          Coverage Diff           @@
##           master   #1580   +/-   ##
======================================
- Coverage      87%     87%   -0%     
======================================
  Files         258     259    +1     
  Lines       14589   14672   +83     
======================================
+ Hits        12729   12787   +58     
- Misses       1860    1885   +25     

@mergify mergify bot added ready and removed ready labels Jun 29, 2023
@mergify mergify bot added the ready label Jul 1, 2023
@justusschock justusschock enabled auto-merge (squash) July 3, 2023 13:34
@justusschock justusschock merged commit 40be0f9 into Lightning-AI:master Jul 3, 2023
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Adding MiFID (Memorization-Informed Frechet Inception Distance) Metric
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