Function make_series

crates/openquant/tests/hyperparameter_tuning.rs:12–25

(
    start: &str,
    periods: usize,
    freq_minutes: i64,
)

use rand::SeedableRng;

fn make_series(
    start: &str,
    periods: usize,
    freq_minutes: i64,
) -> Vec<(NaiveDateTime, NaiveDateTime)> {
    let start_dt = NaiveDateTime::parse_from_str(start, "%Y-%m-%d %H:%M:%S").unwrap();
    (0..periods)
        .map(|i| {
            let idx = start_dt + chrono::Duration::minutes(i as i64 * freq_minutes);
            let val = idx + chrono::Duration::minutes(3);
            (idx, val)
        })
        .collect()
}

struct ThresholdClassifier {
    threshold: f64,