Add open auction strategy hook

crates/fidc-core/src/engine.rs

@@ -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)| {

crates/fidc-core/src/strategy.rs

@@ -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(())

crates/fidc-core/tests/engine_hooks.rs

@@ -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",