Make (trading_engine.Trading_engine.Engine.Make)

Parameters

module Strategy_impl : Strategy.S

Signature

type t

val create : 
  run_id:Id.Run.t ->
  scenario_sha256:string ->
  config:config ->
  initial_cash:(string * Scalar.Money.t) list ->
  strategy_state:Strategy_impl.state ->
  (t, string) Stdlib.result

val create_with_portfolio : 
  run_id:Id.Run.t ->
  scenario_sha256:string ->
  config:config ->
  initial_portfolio:Initial_portfolio.t ->
  strategy_state:Strategy_impl.state ->
  (t, string) Stdlib.result

val account : t -> Account.t

val oms : t -> Oms.t

val latest_bar : t -> Id.Instrument.t -> Bar.t option

val strategy_state : t -> Strategy_impl.state

val with_strategy_state : t -> Strategy_impl.state -> t

val process_slice : 
  t ->
  Market_slice.t ->
  (t * Audit.t list, string) Stdlib.result

val complete : 
  t ->
  (t * Account.valuation * Audit.t list, string) Stdlib.result