Add dynamic universe and subscription controls
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@@ -1,3 +1,4 @@
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use std::collections::BTreeSet;
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use std::error::Error;
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use std::fs;
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use std::io::Write;
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@@ -117,6 +118,7 @@ fn main() -> Result<(), Box<dyn Error>> {
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eprintln!(" {} {:.6}", row.symbol, row.market_cap_bn);
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}
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let mut debug_strategy = JqMicroCapStrategy::new(strategy_cfg.clone());
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let debug_subscriptions = BTreeSet::new();
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let decision = debug_strategy.on_day(&StrategyContext {
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execution_date: date,
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decision_date: date,
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@@ -124,6 +126,8 @@ fn main() -> Result<(), Box<dyn Error>> {
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data: &data,
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portfolio: &PortfolioState::new(10_000_000.0),
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open_orders: &[],
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dynamic_universe: None,
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subscriptions: &debug_subscriptions,
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process_events: &[],
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active_process_event: None,
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})?;
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