Resolve a regime input to a Regime object (or NULL)

Internal 4-type dispatcher used by fit_ratio(), fit_loss(), fit_premium(), and backtest() to normalize the regime input (or split-axis variants such as loss_regime) into a single representation: either NULL (no filter) or a "Regime" object.

The four accepted input types are:

NULL: Returns NULL – no filter is applied.
"Regime" object: Returned as-is.
"auto": Runs detect_regime() on masked_tri if supplied, otherwise on tri, with loss = "ratio". The masked_tri fallback is the leakage-safe path used by backtest() – fit functions pass only tri, while backtest() passes both so detection sees only the masked (training) data.
function(tri) -> Regime: Closure invoked with masked_tri (if non-NULL) or tri. Its return value must inherit "Regime"; an error is raised otherwise.

Usage

.resolve_regime(arg, tri, masked_tri = NULL)

Arguments

arg: The regime-change input (NULL / Regime / "auto" / function).
tri: A "Triangle" object – used as the detection input when masked_tri is NULL.
masked_tri: Optional masked "Triangle" (e.g. backtest's training-only triangle). When supplied, "auto" and function inputs operate on this triangle instead of tri.

Value

NULL or a "Regime" object.