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Phase 2: realized volatility, volume and VWAP metrics#1

Merged

1816x merged 3 commits into

main1816x/Trading-Microstructure-Engine:mainfrom

claude/phase-2-kickoff-icwp0s1816x/Trading-Microstructure-Engine:claude/phase-2-kickoff-icwp0sCopy head branch name to clipboard

Jul 16, 2026

Conversation Commits3 (3)Checks Files changed

Merged

Phase 2: realized volatility, volume and VWAP metrics#1
1816x merged 3 commits into
mainfrom
claude/phase-2-kickoff-icwp0s

Commits

Commits on Jul 16, 2026

feat(engine): realized volatility, volume and VWAP per window
1816x
committed
feat(backtest): serve realized volatility and volume endpoints
1816x
committed
docs: mark Phase 2 done and record the metrics design decisions
1816x
committed

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