Add rqalpha-style scheduler primitives

crates/fidc-core/src/strategy.rs

@@ -11,10 +11,21 @@ use crate::data::{DataSet, PriceField};
 use crate::engine::BacktestError;
 use crate::events::OrderSide;
 use crate::portfolio::PortfolioState;
+use crate::scheduler::ScheduleRule;
 use crate::universe::{DynamicMarketCapBandSelector, SelectionContext, UniverseSelector};
 
 pub trait Strategy {
     fn name(&self) -> &str;
+    fn schedule_rules(&self) -> Vec<ScheduleRule> {
+        Vec::new()
+    }
+    fn on_scheduled(
+        &mut self,
+        _ctx: &StrategyContext<'_>,
+        _rule: &ScheduleRule,
+    ) -> Result<StrategyDecision, BacktestError> {
+        Ok(StrategyDecision::default())
+    }
     fn before_trading(&mut self, _ctx: &StrategyContext<'_>) -> Result<(), BacktestError> {
         Ok(())
     }
@@ -51,6 +62,26 @@ pub struct StrategyDecision {
     pub diagnostics: Vec<String>,
 }
 
+impl StrategyDecision {
+    pub fn merge_from(&mut self, mut other: StrategyDecision) {
+        self.rebalance |= other.rebalance;
+        self.target_weights.append(&mut other.target_weights);
+        self.exit_symbols.append(&mut other.exit_symbols);
+        self.order_intents.append(&mut other.order_intents);
+        self.notes.append(&mut other.notes);
+        self.diagnostics.append(&mut other.diagnostics);
+    }
+
+    pub fn is_empty(&self) -> bool {
+        !self.rebalance
+            && self.target_weights.is_empty()
+            && self.exit_symbols.is_empty()
+            && self.order_intents.is_empty()
+            && self.notes.is_empty()
+            && self.diagnostics.is_empty()
+    }
+}
+
 #[derive(Debug, Clone)]
 pub enum OrderIntent {
     TargetValue {