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run_with_ref

wickra_backtest_core::engine

Function run_with_ref 

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

Run a backtest with a reference price series for pairwise indicators. The reference candle at each index supplies the second input (its close) to pairwise indicators such as correlation, beta or spread. reference must be the same length as candles.