Function get_concurrent_sides

crates/openquant/src/bet_sizing.rs:384–405

(
    t1: &[(NaiveDateTime, NaiveDateTime)],
    side: &[f64],
)

}

pub fn get_concurrent_sides(
    t1: &[(NaiveDateTime, NaiveDateTime)],
    side: &[f64],
) -> Vec<(NaiveDateTime, f64, f64)> {
    // returns (index, active_long, active_short)
    let mut out = Vec::new();
    for (start, _end) in t1.iter() {
        let mut long = 0.0;
        let mut short = 0.0;
        for (j, (s, e)) in t1.iter().enumerate() {
            if *s <= *start && *e > *start {
                if side[j] > 0.0 {
                    long += 1.0;
                } else {
                    short += 1.0;
                }
            }
        }
        out.push((*start, long, short));
    }
    out
}

pub fn bet_size_budget(
    t1: &[(NaiveDateTime, NaiveDateTime)],