21 lines
565 B
Python
21 lines
565 B
Python
"""策略抽象基类。策略只产生买卖意图（向 broker 下单），不负责撮合/费用。"""
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from __future__ import annotations
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from abc import ABC, abstractmethod
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import pandas as pd
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from ..broker import PaperBroker
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class Strategy(ABC):
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"""compute 预算指标；on_bar 逐 bar 决策并向 broker 下单。"""
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@abstractmethod
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def compute(self, close: pd.Series, high: pd.Series, low: pd.Series) -> pd.DataFrame:
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...
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@abstractmethod
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def on_bar(self, i: int, row: pd.Series, broker: PaperBroker) -> None:
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...
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