Add open auction strategy hook

2026-04-22 23:23:51 -07:00
parent 2b5241c2e6
commit c85116c59d
3 changed files with 16 additions and 0 deletions
--- a/crates/fidc-core/src/strategy.rs
+++ b/crates/fidc-core/src/strategy.rs
@@ -18,6 +18,9 @@ pub trait Strategy {
    fn before_trading(&mut self, _ctx: &StrategyContext<'_>) -> Result<(), BacktestError> {
        Ok(())
    }
+    fn open_auction(&mut self, _ctx: &StrategyContext<'_>) -> Result<(), BacktestError> {
+        Ok(())
+    }
    fn on_day(&mut self, ctx: &StrategyContext<'_>) -> Result<StrategyDecision, BacktestError>;
    fn after_trading(&mut self, _ctx: &StrategyContext<'_>) -> Result<(), BacktestError> {
        Ok(())