Overview
Standard contract for strategy implementations. Shared by both live execution (Strategy Engine) and backtesting (Backtesting Engine).
Contract
Consumers
- StrategyEngine
- BacktestingEngine
Types
| Name | Base | Constraints / Values | Description |
|---|---|---|---|
| Signal | dataclass | — | Trading signal returned by evaluate() |
Operations
strategy_id
Unique identifier for this strategy instance.
Returns: str — Unique strategy identifier
evaluate
Evaluate a market tick and optionally return a trading signal.
| Parameter | Type | Required | Constraints |
|---|---|---|---|
tick | MarketTick | ✓ | — |
Returns: Signal | None — Signal if a trade is warranted; None to hold