Struct StrategyEngine 

pub struct StrategyEngine {
    pub strategies: Vec<Box<dyn Strategy>>,
}

Fields

strategies: Vec<Box<dyn Strategy>>

Implementations

impl StrategyEngine

pub fn new() -> Self

初始化策略引擎

pub fn add_strategy(&mut self, strategy: Box<dyn Strategy>)

添加策略

pub fn backtest(&self, prices: Vec<f64>) -> Vec<f64>

回测所有策略

Examples found in repository

examples/solana_trader.rs (line 18)

    pub fn determine_strategy(&mut self, prices: Vec<f64>) {
        let results = self.engine.backtest(prices.clone());
        let best_strategy_index = results
            .iter()
            .enumerate()
            .max_by(|(_, a), (_, b)| a.partial_cmp(b).unwrap())
            .unwrap()
            .0;

        self.current_strategy = Some(best_strategy_index);
        println!("Best Strategy: {}", best_strategy_index + 1);
    }

pub fn calculate_indicators(&self, prices: Vec<f64>) -> Vec<f64>

计算指标

Trait Implementations

impl Default for StrategyEngine

fn default() -> Self

Returns the “default value” for a type.