Function run_cfg

crates/openquant/tests/backtesting_engine.rs:23–35

(mode: BacktestMode)

}

fn run_cfg(mode: BacktestMode) -> BacktestRunConfig {
    BacktestRunConfig {
        mode_provenance: format!("afml_ch11_ch12_{mode:?}"),
        trials_count: 19,
        safeguards: BacktestSafeguards {
            survivorship_bias_control: "Universe frozen at decision timestamp".to_string(),
            look_ahead_control: "Features lagged and label horizon aligned".to_string(),
            data_mining_control: "Validation chosen ex-ante and logged".to_string(),
            cost_assumption: "Linear + spread impact model applied".to_string(),
            multiple_testing_control: "Trials count tracked for post-selection stats".to_string(),
        },
    }
}

fn spans_overlap(lhs: (NaiveDateTime, NaiveDateTime), rhs: (NaiveDateTime, NaiveDateTime)) -> bool {
    lhs.0 <= rhs.1 && rhs.0 <= lhs.1