Struct StrategyContext 

#[non_exhaustive]
pub struct StrategyContext<'a> {
    pub candles: &'a [Candle],
    pub index: usize,
    pub position: Option<&'a Position>,
    pub equity: f64,
    pub indicators: &'a HashMap<String, Vec<Option<f64>>>,
}

Context passed to strategy on each candle.

Provides access to historical data, current position, and pre-computed indicators.

Fields (Non-exhaustive)

Non-exhaustive structs could have additional fields added in future. Therefore, non-exhaustive structs cannot be constructed in external crates using the traditional Struct { .. } syntax; cannot be matched against without a wildcard ..; and struct update syntax will not work.

candles: &'a [Candle]

All candles up to and including current

index: usize

Current candle index (0-based)

position: Option<&'a Position>

Current position (if any)

equity: f64

Current portfolio equity

indicators: &'a HashMap<String, Vec<Option<f64>>>

Pre-computed indicator values (keyed by indicator name)

Implementations

impl<'a> StrategyContext<'a>

pub fn current_candle(&self) -> &Candle

Get current candle

pub fn previous_candle(&self) -> Option<&Candle>

Get previous candle (None if at start)

pub fn candle_at(&self, index: usize) -> Option<&Candle>

Get candle at specific index (None if out of bounds)

pub fn indicator(&self, name: &str) -> Option<f64>

Get indicator value at current index

pub fn indicator_at(&self, name: &str, index: usize) -> Option<f64>

Get indicator value at specific index

pub fn indicator_prev(&self, name: &str) -> Option<f64>

Get indicator value at previous index

pub fn has_position(&self) -> bool

Check if we have a position

pub fn is_long(&self) -> bool

Check if we have a long position

pub fn is_short(&self) -> bool

Check if we have a short position

pub fn close(&self) -> f64

Get current close price

pub fn open(&self) -> f64

Get current open price

pub fn high(&self) -> f64

Get current high price

pub fn low(&self) -> f64

Get current low price

pub fn volume(&self) -> i64

Get current volume

pub fn timestamp(&self) -> i64

Get current timestamp

pub fn crossed_above(&self, fast_name: &str, slow_name: &str) -> bool

Check if crossover occurred (fast crosses above slow)

pub fn crossed_below(&self, fast_name: &str, slow_name: &str) -> bool

Check if crossover occurred (fast crosses below slow)

pub fn indicator_crossed_above(&self, name: &str, threshold: f64) -> bool

Check if indicator crossed above a threshold

pub fn indicator_crossed_below(&self, name: &str, threshold: f64) -> bool

Check if indicator crossed below a threshold