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minreiseah / doofin

Backtester for trading strategies.
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Write wrapper for EClient #31

Open chengjunyuan opened 1 year ago

chengjunyuan commented 1 year ago

Writing a NeoWrapper struct that can be fitted into fed into EClient. The TestWrapper struct provided took 3.8k undocumented loc, hopefully we can do better. Goals are to:

  1. Provide documentation so that the NeoWrapper struct is easily used
  2. Write a shorter implementation, to reduce bloat
chengjunyuan commented 1 year ago

Fixed the BigDecimal issue impl Wrapper for NeoWrapper. When it was broken, version of bigdecimal in Cargo.toml is "0.3.0". Version has been changed to "0.1.2", following the twsapi crate. For whatever reason, this resolves the issue so I'll be sticking with this.