qs_backtest/strategy/
context.rs

1//! Read-only historical and engine state exposed at one strategy boundary.
2
3use chrono::NaiveDateTime;
4use qs_core::TradeEngine;
5
6use super::{HistoricalObservationView, HistoricalSeriesView};
7
8/// Complete causal state available while evaluating one historical boundary.
9#[derive(Clone, Copy)]
10pub struct StrategyContext<'a> {
11    observed_through: NaiveDateTime,
12    series: &'a dyn HistoricalSeriesView,
13    observations: &'a dyn HistoricalObservationView,
14    engine: &'a TradeEngine,
15    warmup_complete: bool,
16}
17
18impl<'a> StrategyContext<'a> {
19    pub fn new(
20        observed_through: NaiveDateTime,
21        series: &'a dyn HistoricalSeriesView,
22        observations: &'a dyn HistoricalObservationView,
23        engine: &'a TradeEngine,
24        warmup_complete: bool,
25    ) -> Self {
26        Self {
27            observed_through,
28            series,
29            observations,
30            engine,
31            warmup_complete,
32        }
33    }
34
35    pub fn observed_through(self) -> NaiveDateTime {
36        self.observed_through
37    }
38
39    pub fn series(self) -> &'a dyn HistoricalSeriesView {
40        self.series
41    }
42
43    pub fn observations(self) -> &'a dyn HistoricalObservationView {
44        self.observations
45    }
46
47    pub fn engine(self) -> &'a TradeEngine {
48        self.engine
49    }
50
51    pub fn warmup_complete(self) -> bool {
52        self.warmup_complete
53    }
54}
qs_backtest/strategy/context.rs

qs_backtest/strategy/
context.rs
