Expose strategy runtime data APIs

crates/fidc-core/src/strategy.rs

@@ -7,9 +7,10 @@ use std::sync::OnceLock;
 use chrono::{Datelike, Duration, NaiveDate, NaiveDateTime, NaiveTime};
 
 use crate::cost::ChinaAShareCostModel;
-use crate::data::{DataSet, IntradayExecutionQuote, PriceField};
+use crate::data::{DailyMarketSnapshot, DataSet, IntradayExecutionQuote, PriceField};
 use crate::engine::BacktestError;
 use crate::events::{OrderSide, ProcessEvent};
+use crate::instrument::Instrument;
 use crate::portfolio::PortfolioState;
 use crate::scheduler::ScheduleRule;
 use crate::universe::{DynamicMarketCapBandSelector, SelectionContext, UniverseSelector};
@@ -86,9 +87,18 @@ pub struct StrategyContext<'a> {
     pub subscriptions: &'a BTreeSet<String>,
     pub process_events: &'a [ProcessEvent],
     pub active_process_event: Option<&'a ProcessEvent>,
+    pub active_datetime: Option<NaiveDateTime>,
 }
 
 impl StrategyContext<'_> {
+    pub fn current_datetime(&self) -> Option<NaiveDateTime> {
+        self.active_datetime
+    }
+
+    pub fn current_time(&self) -> Option<NaiveTime> {
+        self.active_datetime.map(|value| value.time())
+    }
+
     pub fn has_open_orders(&self) -> bool {
         !self.open_orders.is_empty()
     }
@@ -200,6 +210,81 @@ impl StrategyContext<'_> {
         }
     }
 
+    pub fn current_snapshot(&self, symbol: &str) -> Option<&DailyMarketSnapshot> {
+        self.data.market(self.execution_date, symbol)
+    }
+
+    pub fn history_bars(
+        &self,
+        symbol: &str,
+        bar_count: usize,
+        frequency: &str,
+        field: &str,
+        include_now: bool,
+    ) -> Vec<f64> {
+        self.data.history_bars_at(
+            self.execution_date,
+            self.active_datetime,
+            symbol,
+            bar_count,
+            frequency,
+            field,
+            include_now,
+        )
+    }
+
+    pub fn history_daily_snapshots(
+        &self,
+        symbol: &str,
+        bar_count: usize,
+        include_now: bool,
+    ) -> Vec<DailyMarketSnapshot> {
+        self.data
+            .history_daily_snapshots(self.execution_date, symbol, bar_count, include_now)
+    }
+
+    pub fn history_intraday_quotes(
+        &self,
+        symbol: &str,
+        bar_count: usize,
+        include_now: bool,
+    ) -> Vec<IntradayExecutionQuote> {
+        self.data.history_intraday_quotes_at(
+            self.execution_date,
+            self.active_datetime,
+            symbol,
+            bar_count,
+            include_now,
+        )
+    }
+
+    pub fn instrument(&self, symbol: &str) -> Option<&Instrument> {
+        self.data.instrument(symbol)
+    }
+
+    pub fn instruments(&self, symbols: &[&str]) -> Vec<&Instrument> {
+        symbols
+            .iter()
+            .filter_map(|symbol| self.data.instrument(symbol))
+            .collect()
+    }
+
+    pub fn all_instruments(&self) -> Vec<&Instrument> {
+        self.data.all_instruments()
+    }
+
+    pub fn get_trading_dates(&self, start: NaiveDate, end: NaiveDate) -> Vec<NaiveDate> {
+        self.data.trading_dates(start, end)
+    }
+
+    pub fn get_previous_trading_date(&self, date: NaiveDate, n: usize) -> Option<NaiveDate> {
+        self.data.previous_trading_date(date, n)
+    }
+
+    pub fn get_next_trading_date(&self, date: NaiveDate, n: usize) -> Option<NaiveDate> {
+        self.data.next_trading_date(date, n)
+    }
+
     pub fn has_subscriptions(&self) -> bool {
         !self.subscriptions.is_empty()
     }