Function bet_size_reserve 

pub fn bet_size_reserve(
    t1: &[(NaiveDateTime, NaiveDateTime)],
    side: &[f64],
    fit: &[f64; 5],
) -> Result<Vec<(NaiveDateTime, f64, f64, f64)>, BetSizingError>

Reserve bet sizes under a given mixture fit (AFML §10.2).

Like bet_size_reserve_with_fit without the c_t column: returns (start, active_long, active_short, bet_size). fit is [mu1, mu2, sigma1, sigma2, p1], e.g. from bet_size_reserve_full.

Errors

• BetSizingError::NonFinite if an entry of fit is not finite.
• BetSizingError::LengthMismatch if side and t1 differ in length.