(samples: &[f64])
| 303 | precision: f64, |
| 304 | target_sharpe: f64, |
| 305 | payout: AsymmetricPayout, |
| 306 | ) -> Result<f64, StrategyRiskError> { |
| 307 | validate_precision(precision)?; |
| 308 | if target_sharpe <= 0.0 || !target_sharpe.is_finite() { |
| 309 | return Err(StrategyRiskError::InvalidInput("target_sharpe must be finite and > 0")); |
| 310 | } |
| 311 | validate_payout(payout)?; |
| 312 | |
| 313 | let d = payout.pi_plus - payout.pi_minus; |
| 314 | let mu = d * precision + payout.pi_minus; |
| 315 | if mu.abs() < 1e-12 { |
| 316 | return Err(StrategyRiskError::NoValidRoot( |
| 317 | "mean payoff is near zero; implied frequency is not finite", |
no test coverage detected