Struct StrategyContext 

pub struct StrategyContext<'a> {
    pub portfolio: &'a PortfolioState,
    pub config: &'a StrategyConfig,
    pub clock: &'a dyn Clock,
    pub features: &'a dyn FeatureStore,
}

Read-only context provided to strategies on every event.

Fields

portfolio: &'a PortfolioState

Current portfolio state (positions, orders, balances, P&L).

config: &'a StrategyConfig

Strategy-specific configuration.

clock: &'a dyn Clock

Injected clock for deterministic time.

features: &'a dyn FeatureStore

Derived features (regime, flow).