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run_window

Function run_window 

Source
pub fn run_window(
    strategy: &dyn Strategy,
    u: &Underlying<'_>,
    start: usize,
    end: usize,
    force_close: bool,
) -> Vec<Trade>
Expand description

Run one strategy over bars start..end only (“trade a full period”).

New trades open only inside the window. With force_close, a trade still open on the last bar of the window is closed there at its marked value minus closing costs, so the period ends flat.