Trait Strategy

Source

pub trait Strategy: Send + Sync {
    // Required methods
    fn name(&self) -> &str;
    fn required_indicators(&self) -> Vec<(String, Indicator)>;
    fn on_candle(&self, ctx: &StrategyContext<'_>) -> Signal;

    // Provided method
    fn warmup_period(&self) -> usize { ... }
}

Expand description

Core strategy trait - implement this for custom strategies.

§Example

use finance_query::backtesting::{Strategy, StrategyContext, Signal};
use finance_query::indicators::Indicator;

struct MyStrategy {
    sma_period: usize,
}

impl Strategy for MyStrategy {
    fn name(&self) -> &str {
        "My Custom Strategy"
    }

    fn required_indicators(&self) -> Vec<(String, Indicator)> {
        vec![
            (format!("sma_{}", self.sma_period), Indicator::Sma(self.sma_period)),
        ]
    }

    fn on_candle(&self, ctx: &StrategyContext) -> Signal {
        let sma = ctx.indicator(&format!("sma_{}", self.sma_period));
        let close = ctx.close();

        match sma {
            Some(sma_val) if close > sma_val && !ctx.has_position() => {
                Signal::long(ctx.timestamp(), close)
            }
            Some(sma_val) if close < sma_val && ctx.is_long() => {
                Signal::exit(ctx.timestamp(), close)
            }
            _ => Signal::hold(),
        }
    }
}