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>>>,
    pub extremes: Option<&'a PositionExtremes>,
    pub indicator_index: Option<usize>,
}

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)

extremes: Option<&'a PositionExtremes>

Price extremes since the open position was entered.

None when no position is open, when no condition in the strategy reads it, or when the context was built outside the engine’s bar loop — conditions that need it fall back to scanning from the entry bar.

indicator_index: Option<usize>

Index override for indicator / indicator_prev lookups; None means index.

htf() keeps candles in base-bar index space while its indicator map holds a per-bar [prev, curr] pair, so indicator lookups address slot 1 while candle lookups keep index.

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 signal_long(&self) -> Signal

Create a Long signal from the current candle’s timestamp and close price.

pub fn signal_short(&self) -> Signal

Create a Short signal from the current candle’s timestamp and close price.

pub fn signal_exit(&self) -> Signal

Create an Exit signal from the current candle’s timestamp and close price.

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.

Returns true when prev <= threshold and current > threshold. The inclusive lower bound (<=) means a signal fires even when the previous bar sat exactly on the threshold, the same inclusive-previous convention crossed_above uses for indicator-vs-indicator crossings.

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

Check if indicator crossed below a threshold.

Returns true when prev >= threshold and current < threshold. See indicator_crossed_above for the rationale behind the inclusive/exclusive choice on each side.