library(R6)
StrategyBase <- R6Class("StrategyBase",
public = list(
symbols = NULL,
events.engine = NULL,
name = '',
author = '',
initialized = FALSE,
#------------------- constructor -----------------------#
initialize = function(symbols) {
self$symbols <- symbols
},
#---------------- function OnStart --------------#
OnStart = function() {
self$initialized <- TRUE
},
#-------------- function OnStop -----------------#
OnStop = function() {
self$initialized <- FALSE
},
#-------------- function OnTick -----------------#
OnTick = function(tick.event) {
},
#-------------- function OnStop -----------------#
OnBar = function(bar.event) {
},
#-------------- function OnOrder -----------------#
OnOrder = function() {
},
#-------------- function OnCancel -----------------#
OnCancel = function() {
},
#-------------- function OnFill -----------------#
OnFill = function() {
},
#-------------- function Reset -----------------#
Reset = function() {
},
#-------------- function PlaceOrder -----------------#
PlaceOrder = function(order.event) {
self$events.engine$Put(order.event)
},
#-------------- function CancelOrder -----------------#
CancelOrder = function(fill.event) {
},
#-------------------- function SetEventEngine -------------------------#
SetEventsEngine = function(events.engine) {
self$events.engine <- events.engine
}
)
)
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