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run_window_open

Function run_window_open 

Source
pub fn run_window_open(
    strategy: &dyn Strategy,
    u: &Underlying<'_>,
    start: usize,
    end: usize,
    force_close: bool,
) -> (Vec<Trade>, Option<Trade>)
Expand description

Live replay: like run_window, but trades may open even though their expiry lies beyond the last bar (that is what “today” looks like), and the trade still open on the last bar is returned too (marked, not closed): what a live runner holds right now.