buy_and_hold.hpp

#pragma once
 
#include "../event.hpp"
#include "../intent.hpp"
 
#include <algotradelib/core>
 
#include <cstddef>
#include <string>
 
namespace algotradelib {
namespace strategy {
namespace vanilla {

struct BuyAndHold {
  struct Params {
    InstrumentId instrument_;
    Decimal64 quantity_;
    std::string tag_{"buy-and-hold"};
  };

  Params params_;

  static constexpr std::size_t warmup_bars = 1;

  template <class Ctx>
  void on_bar(Ctx& ctx, const BarEvent& bar) {
    if (!(bar.instrument_ == params_.instrument_)) {
      return;
    }
    TargetPosition target;
    target.instrument_ = params_.instrument_;
    target.target_quantity_ = params_.quantity_;
    target.tag_ = params_.tag_;
    ctx.submit(target);
  }
};
 
} // namespace vanilla
} // namespace strategy
} // namespace algotradelib