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
SyntheticBacktestError::InvalidProfitTakingGridorSyntheticBacktestError::InvalidStopLossGridif a grid value is not finite and positive.- Any
calibrate_ou_params,generate_ou_pathsorsearch_optimal_trading_ruleerror.