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run_synthetic_otr_workflow

Function run_synthetic_otr_workflow 

Source
pub fn run_synthetic_otr_workflow(
    historical_prices: &[f64],
    config: &SyntheticBacktestConfig,
) -> Result<OtrSearchResult, SyntheticBacktestError>
Expand description

End-to-end optimal-trading-rule search: calibrate on historical_prices, simulate, and search the configured grid (AFML §13.5).

§Errors