Wire futures order intents into engine

This commit is contained in:
boris
2026-04-23 20:38:36 -07:00
parent db4e385308
commit 3439b5d8d0
6 changed files with 214 additions and 14 deletions

View File

@@ -10,7 +10,7 @@ use crate::cost::ChinaAShareCostModel;
use crate::data::{DailyMarketSnapshot, DataSet, IntradayExecutionQuote, PriceBar, PriceField};
use crate::engine::BacktestError;
use crate::events::{FillEvent, OrderEvent, OrderSide, OrderStatus, ProcessEvent};
use crate::futures::FuturesAccountState;
use crate::futures::{FuturesAccountState, FuturesOrderIntent};
use crate::instrument::Instrument;
use crate::portfolio::PortfolioState;
use crate::scheduler::ScheduleRule;
@@ -902,6 +902,9 @@ pub enum OrderIntent {
rate: f64,
reason: String,
},
Futures {
intent: FuturesOrderIntent,
},
}
#[derive(Debug, Clone)]