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build_samples

Function build_samples 

Source
pub fn build_samples(
    symbol: u16,
    truth: &[DatedBar],
    signal_bars: &[OHLCV],
    cfg: FeatureConfig,
    market: &Market,
    out: &mut Vec<Sample>,
)
Expand description

Build samples for one symbol. signal_bars is what the indicator sees (maybe noisy); truth is the real history used for outcomes.