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run_with_orderbook

Function run_with_orderbook 

Source
pub fn run_with_orderbook(
    spec: &StrategySpec,
    candles: &[Candle],
    books: &[OrderBook],
    capital: f64,
) -> Result<BacktestReport>
Expand description

Run a backtest with a per-bar order-book feed for order-book indicators (imbalance, microprice, quoted spread, …). books must be the same length as candles.