An OTTB won't be "finished" but it will be "started" ie. track-broke, WTC.
Looking at the time you have to put into training (2 years or so) the difference in value between a weanling and a 2-y-old isn't that much - desensitizing, pick up feet, longe or maybe ground-drive, trailer, wear a...
Instead of a weanling, did you ever think about getting a 3 or 4 year-old OTTB?
Now is a good time to buy, in spite of the general horse market being so expensive, since the racing season is ending and trainers are selling their slow horses very reasonably.
The right horse can be trained...