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run_cross_sectional_backtest

Function run_cross_sectional_backtest 

Source
pub fn run_cross_sectional_backtest(
    lf: LazyFrame,
    cs: &CrossSectionalConfig,
    base_config: BacktestConfig,
) -> Result<BacktestReport, BacktestError>
Expand description

Rank factor panel → exposure column → multi-symbol backtest report.