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parse_struct_signal_row

Function parse_struct_signal_row 

Source
pub fn parse_struct_signal_row(
    ca: &StructChunked,
    i: usize,
) -> Result<(f64, Option<HashMap<String, f64>>), BacktestError>
Expand description

Parse one Polars Struct signal row into exposure + metadata (quantwave-cr6v.11).

Supported fields (clean-room 06sz contract):

  • exposure (f64): signed units, preferred when present
  • long / short (bool): direction when exposure absent
  • pole_height, pole_height_atr, pole_length_atr (f64): sizing + metadata
  • fraction_at_risk, strength, and other numeric fields → metadata