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run_walk_forward_optimize

Function run_walk_forward_optimize 

Source
pub fn run_walk_forward_optimize(
    lf: LazyFrame,
    base_config: &BacktestConfig,
    wf: &WalkForwardConfig,
    variants: &[SweepVariant],
    objective_metric: &str,
) -> Result<DataFrame, BacktestError>
Expand description

Run walk-forward optimization: sweep on train fold, pick best by objective, backtest OOS.