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

@@ -29,6 +29,16 @@ impl Strategy for HookProbeStrategy {
Ok(())
}
fn open_auction(
&mut self,
ctx: &StrategyContext<'_>,
) -> Result<(), fidc_core::BacktestError> {
self.log
.borrow_mut()
.push(format!("auction:{}", ctx.execution_date));
Ok(())
}
fn on_day(
&mut self,
ctx: &StrategyContext<'_>,
@@ -217,10 +227,12 @@ fn engine_runs_strategy_hooks_in_daily_order() {
log.borrow().as_slice(),
[
"before:2025-01-02",
"auction:2025-01-02",
"on_day:2025-01-02",
"after:2025-01-02",
"settlement:2025-01-02",
"before:2025-01-03",
"auction:2025-01-03",
"on_day:2025-01-03",
"after:2025-01-03",
"settlement:2025-01-03",