atelier_quant 0.0.12

//! Interarrival-time extraction, validation, and descriptive statistics.
//!
//! This module connects raw exchange data (orderbooks, trades) loaded
//! via `atelier-data` to the point-process estimation routines in
//! [`crate::hawkes`] and [`crate::poisson`].

pub mod extract;
pub use extract::{extract_orderbook_timestamps, extract_trade_timestamps};
pub mod inter;
pub use inter::{compute_interarrivals, descriptive_stats};
pub mod validate;
pub use validate::{check_monotonicity, detect_gaps};