Wrong parameter

[attiasr]

RiskLabAI.py/RiskLabAI/data/structures/abstract_run_bars.py

Line 115 in 7195f95

self.information_driven_bars_statistics[EXPECTED_IMBALANCE_WINDOW] *

abstract_run_bars.py#L115 should be👇🏻:

RiskLabAI.py/RiskLabAI/data/structures/abstract_run_bars.py

Line 92 in 7195f95

self.run_bars_statistics[EXPECTED_BUY_IMBALANCE] = self._ewma_expected_imbalance(

max_proportion should be equal to:

max(
        EXPECTED_BUY_IMBALANCE * EXPECTED_BUY_TICKS_PROPORTION, 
        EXPECTED_SELL_IMBALANCE * (1-EXPECTED_BUY_TICKS_PROPORTION)
)