Function bs_average_holding_period

crates/pyopenquant/src/backtest_stats.rs:90–96

(
    timestamps: Vec<String>,
    positions: Vec<f64>,
)

#[pyfunction(name = "average_holding_period")]
fn bs_average_holding_period(
    timestamps: Vec<String>,
    positions: Vec<f64>,
) -> PyResult<Option<f64>> {
    let target = pair_timestamps_values(timestamps, positions, "timestamps", "positions")?;
    Ok(openquant::backtest_statistics::average_holding_period(&target))
}

#[pyfunction(name = "bets_concentration")]
fn bs_bets_concentration(returns: Vec<f64>) -> Option<f64> {