Add open auction matching mode
This commit is contained in:
@@ -40,6 +40,7 @@ struct TargetConstraint {
|
||||
|
||||
#[derive(Debug, Clone, Copy, PartialEq, Eq)]
|
||||
pub enum MatchingType {
|
||||
OpenAuction,
|
||||
CurrentBarClose,
|
||||
NextBarOpen,
|
||||
NextTickLast,
|
||||
@@ -1270,6 +1271,7 @@ where
|
||||
date,
|
||||
symbol: position.symbol.clone(),
|
||||
field: match field {
|
||||
PriceField::DayOpen => "day_open",
|
||||
PriceField::Open => "open",
|
||||
PriceField::Close => "close",
|
||||
PriceField::Last => "last",
|
||||
@@ -1611,6 +1613,7 @@ where
|
||||
|
||||
fn price_field_name(field: PriceField) -> &'static str {
|
||||
match field {
|
||||
PriceField::DayOpen => "day_open",
|
||||
PriceField::Open => "open",
|
||||
PriceField::Close => "close",
|
||||
PriceField::Last => "last",
|
||||
|
||||
Reference in New Issue
Block a user