Struct SignalEngineStrategy 

pub struct SignalEngineStrategy { /* private fields */ }

A generic engine strategy driven by one or more PriceStrategy signals.

Rigor: Heuristic. Translates technical indicators (MA crossover, RSI, etc.) into order-book orders. No HJB or optimal-control derivation.

Supports combining multiple signals with AND/OR/Majority logic.

Implementations

impl SignalEngineStrategy

pub fn new( signal_source: Box<dyn PriceStrategy>, combinator: SignalCombinator, sizing: PositionSizing, ) -> Self

Create a strategy driven by a single PriceStrategy.

pub fn new_multi( signal_sources: Vec<Box<dyn PriceStrategy>>, combinator: SignalCombinator, sizing: PositionSizing, ) -> Self

Create a strategy driven by multiple PriceStrategy sources.

pub fn new_ma(fast_window: usize, slow_window: usize, quantity: f64) -> Self

Convenience: MA crossover with fixed quantity.

pub fn new_rsi( window: usize, oversold: f64, overbought: f64, quantity: f64, ) -> Self

Convenience: RSI with fixed quantity.

Trait Implementations

impl Strategy for SignalEngineStrategy

fn on_tick(&mut self, obs: &Observation, requests: &mut Vec<OrderRequest>)

Called each tick with the agent’s filtered observation. Appends order requests (New, Cancel, CancelAll) to the provided buffer.

fn as_any(&self) -> &dyn Any

Downcast helper — returns self as &dyn Any.

fn as_any_mut(&mut self) -> &mut dyn Any

Downcast helper — returns self as &mut dyn Any.