Function evaluate_splits

crates/openquant/src/backtesting_engine.rs:374–388

(
    splits: &[SplitDefinition],
    evaluator: &mut E,
)

}

fn evaluate_splits<E>(
    splits: &[SplitDefinition],
    evaluator: &mut E,
) -> Result<Vec<FoldPerformance>, String>
where
    E: FnMut(&SplitDefinition) -> Result<Vec<f64>, String>,
{
    let mut out = Vec::with_capacity(splits.len());
    for split in splits {
        let split_returns = evaluator(split)?;
        let perf = summarize_returns(split.split_id, &split_returns)?;
        out.push(perf);
    }
    Ok(out)
}

fn evaluate_splits_with_returns<E>(
    splits: &[SplitDefinition],