Add open auction strategy hook

This commit is contained in:
boris
2026-04-22 23:23:51 -07:00
parent 2b5241c2e6
commit c85116c59d
3 changed files with 16 additions and 0 deletions

View File

@@ -203,6 +203,7 @@ where
portfolio: &portfolio,
};
self.strategy.before_trading(&daily_context)?;
self.strategy.open_auction(&daily_context)?;
let decision = decision_slot
.map(|(decision_idx, decision_date)| {

View File

@@ -18,6 +18,9 @@ pub trait Strategy {
fn before_trading(&mut self, _ctx: &StrategyContext<'_>) -> Result<(), BacktestError> {
Ok(())
}
fn open_auction(&mut self, _ctx: &StrategyContext<'_>) -> Result<(), BacktestError> {
Ok(())
}
fn on_day(&mut self, ctx: &StrategyContext<'_>) -> Result<StrategyDecision, BacktestError>;
fn after_trading(&mut self, _ctx: &StrategyContext<'_>) -> Result<(), BacktestError> {
Ok(())