Add open auction strategy hook
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@@ -29,6 +29,16 @@ impl Strategy for HookProbeStrategy {
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Ok(())
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}
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fn open_auction(
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&mut self,
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ctx: &StrategyContext<'_>,
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) -> Result<(), fidc_core::BacktestError> {
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self.log
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.borrow_mut()
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.push(format!("auction:{}", ctx.execution_date));
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Ok(())
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}
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fn on_day(
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&mut self,
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ctx: &StrategyContext<'_>,
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@@ -217,10 +227,12 @@ fn engine_runs_strategy_hooks_in_daily_order() {
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log.borrow().as_slice(),
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[
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"before:2025-01-02",
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"auction:2025-01-02",
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"on_day:2025-01-02",
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"after:2025-01-02",
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"settlement:2025-01-02",
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"before:2025-01-03",
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"auction:2025-01-03",
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"on_day:2025-01-03",
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"after:2025-01-03",
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"settlement:2025-01-03",
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