Add open auction matching mode

This commit is contained in:
boris
2026-04-23 00:00:26 -07:00
parent 1b4ce9826a
commit fa4126a662
5 changed files with 111 additions and 2 deletions

View File

@@ -40,6 +40,7 @@ struct TargetConstraint {
#[derive(Debug, Clone, Copy, PartialEq, Eq)]
pub enum MatchingType {
OpenAuction,
CurrentBarClose,
NextBarOpen,
NextTickLast,
@@ -1270,6 +1271,7 @@ where
date,
symbol: position.symbol.clone(),
field: match field {
PriceField::DayOpen => "day_open",
PriceField::Open => "open",
PriceField::Close => "close",
PriceField::Last => "last",
@@ -1611,6 +1613,7 @@ where
fn price_field_name(field: PriceField) -> &'static str {
match field {
PriceField::DayOpen => "day_open",
PriceField::Open => "open",
PriceField::Close => "close",
PriceField::Last => "last",