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hub / github.com/Open-Quant/openquant / OtrSearchResult

Class OtrSearchResult

crates/openquant/src/synthetic_backtesting.rs:71–77  ·  view source on GitHub ↗

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69 #[error("{name} must be {requirement}")]
70 Invalid {
71 /// Input name.
72 name: &'static str,
73 /// What it must satisfy.
74 requirement: &'static str,
75 },
76 /// The lagged prices are constant, so `phi` is undefined.
77 #[error("cannot calibrate O-U from constant price series")]
78 ConstantPrices,
79 /// The regression residuals have zero (or non-finite) deviation.
80 #[error("estimated innovation sigma must be positive")]

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