planner

Documentation

Overview

Package planner turns a strategy's intent into concrete, finalized broker requests. It owns the business logic that sits between signal generation (strategy) and execution (engine/broker): the regime and max-spread gates, fill-price adjustment, initial-stop placement, and position sizing.

Strategies emit strategy.Signal values; PlanSignal converts them into StrategyPlans that the engine submits to the broker.

Index

• type DefaultPlanner
  • func (p DefaultPlanner) PlanSignal(sig strategy.Signal, pc PlanContext) (*strategy.StrategyPlan, Stats, error)
• type PlanContext
• type Stats

Types

type DefaultPlanner

type DefaultPlanner struct{}

DefaultPlanner is the behavior-preserving extraction of the logic that used to live inline in the backtest run loop. It is stateless.

func (DefaultPlanner) PlanSignal

func (p DefaultPlanner) PlanSignal(sig strategy.Signal, pc PlanContext) (*strategy.StrategyPlan, Stats, error)

PlanSignal translates a strategy.Signal into a finalized StrategyPlan using the same gates and order-construction logic as Plan.

• Flat + !CloseAll → hold; return empty plan immediately.
• CloseAll=true → close ALL open lots (time-based / band-reversion exits).
• Directional + !CloseAll → reversal-close opposing lots only.
• Directional side → open a new position at candle close; then run the full Plan pipeline (regime gate, max-spread gate, fill-price, sizing).

type PlanContext

type PlanContext interface {
	Instrument() string
	Account() *execution.Account
	Exit() strategy.ExitStrategy
	Regime() strategy.RegimeFilter
	Candle() market.CandleTime
	Slippage() market.Price
	MaxSpread() market.Price
	// DefaultStopPips returns a fallback stop distance (in deci-pips) applied
	// when neither the strategy signal nor the exit strategy supplies a stop.
	// 0 means no fallback is configured.
	DefaultStopPips() market.Pips
}

PlanContext is the read/compute view a Planner needs to finalize a plan against the current bar: the account (for sizing), the active exit strategy and regime filter, the current candle, and the configured execution-cost parameters.

type Stats

type Stats struct {
	SpreadFiltered int          // opens suppressed by the max-spread gate
	SpreadOpened   int          // opens accepted (denominator for avg-spread)
	SpreadSum      market.Price // sum of candle AvgSpread over accepted opens
}

Stats reports the execution-cost bookkeeping a Planner produces while finalizing a plan. Callers fold these into their run state.