Module barter::strategy

Defines a SignalEvent and SignalForceExit, as well as the SignalGenerator trait for handling the generation of them. Contains an example RSIStrategy implementation that analyses a MarketEvent and may generate a new advisory SignalEvent to be analysed by the Portfolio OrderGenerator.

Modules

• example
  Barter example RSI strategy SignalGenerator implementation.

Structs

• Signal
  Advisory Signal for a Market detailing the SignalStrength associated with each possible Decision. Interpreted by an OrderGenerator.
• SignalForceExit
  Force exit Signal produced after an Engine receives a Command::ExitPosition from an external source.
• SignalStrength
  Strength of an advisory Signal decision produced by SignalGenerator strategy.

Enums

• Decision
  Describes the type of advisory signal the strategy is endorsing.

Traits

• SignalGenerator
  May generate an advisory Signal as a result of analysing an input MarketEvent.