Function calibrate_ou_params 

pub fn calibrate_ou_params(
    prices: &[f64],
) -> Result<OuProcessParams, SyntheticBacktestError>

Fits the discrete O-U process to a price series by OLS of P_t on P_{t-1} (AFML §13.5.1, step 1).

sigma is the sample standard deviation of the residuals; equilibrium is intercept / (1 - phi), or the mean price when phi is within 1e-12 of 1.

Errors

• SyntheticBacktestError::TooFewPrices for fewer than three prices.
• SyntheticBacktestError::Invalid if a price is not finite.
• SyntheticBacktestError::ConstantPrices if the lagged prices are constant.
• SyntheticBacktestError::NonPositiveInnovationSigma if the fit is exact (zero residual deviation).