Execute open auction strategy decisions

2026-04-23 00:41:32 -07:00
parent f0eec05b88
commit c27901306d
3 changed files with 164 additions and 6 deletions
--- a/crates/fidc-core/src/strategy.rs
+++ b/crates/fidc-core/src/strategy.rs
@@ -18,8 +18,11 @@ pub trait Strategy {
    fn before_trading(&mut self, _ctx: &StrategyContext<'_>) -> Result<(), BacktestError> {
        Ok(())
    }
-    fn open_auction(&mut self, _ctx: &StrategyContext<'_>) -> Result<(), BacktestError> {
-        Ok(())
+    fn open_auction(
+        &mut self,
+        _ctx: &StrategyContext<'_>,
+    ) -> Result<StrategyDecision, BacktestError> {
+        Ok(StrategyDecision::default())
    }
    fn on_day(&mut self, ctx: &StrategyContext<'_>) -> Result<StrategyDecision, BacktestError>;
    fn after_trading(&mut self, _ctx: &StrategyContext<'_>) -> Result<(), BacktestError> {