Add scheduled process hooks to strategy engine
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@@ -9,13 +9,20 @@ use chrono::{Datelike, Duration, NaiveDate, NaiveDateTime, NaiveTime};
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use crate::cost::ChinaAShareCostModel;
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use crate::data::{DataSet, PriceField};
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use crate::engine::BacktestError;
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use crate::events::OrderSide;
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use crate::events::{OrderSide, ProcessEvent};
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use crate::portfolio::PortfolioState;
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use crate::scheduler::ScheduleRule;
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use crate::universe::{DynamicMarketCapBandSelector, SelectionContext, UniverseSelector};
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pub trait Strategy {
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fn name(&self) -> &str;
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fn on_process_event(
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&mut self,
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_ctx: &StrategyContext<'_>,
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_event: &ProcessEvent,
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) -> Result<(), BacktestError> {
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Ok(())
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}
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fn schedule_rules(&self) -> Vec<ScheduleRule> {
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Vec::new()
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}
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