pub fn assign_long_short_exposure(
lf: LazyFrame,
timestamp_col: &str,
_symbol_col: &str,
cs: &CrossSectionalConfig,
exposure_col: &str,
) -> Result<LazyFrame, BacktestError>Expand description
Assign signed exposure from cross-sectional factor ranks per timestamp.
Returns a LazyFrame with exposure_col added (equal-weight within long/short legs).