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monte_carlo_trade_bootstrap

Function monte_carlo_trade_bootstrap 

Source
pub fn monte_carlo_trade_bootstrap(
    result: &BacktestResult,
    initial_cash: f64,
    config: &MonteCarloConfig,
) -> Result<MonteCarloSummary, BacktestError>
Expand description

Bootstrap closed-trade PnLs with replacement; return terminal equity stats.