Add open auction strategy hook
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@@ -203,6 +203,7 @@ where
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portfolio: &portfolio,
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};
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self.strategy.before_trading(&daily_context)?;
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self.strategy.open_auction(&daily_context)?;
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let decision = decision_slot
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.map(|(decision_idx, decision_date)| {
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@@ -18,6 +18,9 @@ pub trait Strategy {
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fn before_trading(&mut self, _ctx: &StrategyContext<'_>) -> Result<(), BacktestError> {
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Ok(())
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}
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fn open_auction(&mut self, _ctx: &StrategyContext<'_>) -> Result<(), BacktestError> {
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Ok(())
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}
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fn on_day(&mut self, ctx: &StrategyContext<'_>) -> Result<StrategyDecision, BacktestError>;
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fn after_trading(&mut self, _ctx: &StrategyContext<'_>) -> Result<(), BacktestError> {
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Ok(())
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