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work on strategy-engine

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This commit is contained in:
Bojan Kucera 2025-06-05 00:08:58 -04:00
parent fc4cf71a70
commit eee6135867
7 changed files with 572 additions and 33 deletions
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2
apps/strategy-service/src/backtesting/modes/event-mode.ts
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@ -12,7 +12,7 @@ export interface BacktestConfig {
commissionModel?: string;
}
export class EventBacktestMode extends ExecutionMode {
export class EventMode extends ExecutionMode {
name = 'event-driven';
private simulationTime: Date;
private historicalData: Map<string, MarketData[]> = new Map();