amor71 / LiuAlgoTrader

Framework for algorithmic trading

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Adding distribution property for a strategy

amor71 opened this issue · comments

Is your feature request related to a problem? Please describe.
Currently, a strategy will be run on the "cluster" of the framework processes. Some strategies, specifically ones that are rebalancing a portfolio, don't fit well the multi-processing / distributed nature, and the strategy needs to make sure that only one copy of it is running across the processes. This should be resolved on the platform level.

Describe the solution you'd like
Add a flag, in the toml file if to run the strategy on a single process, in that case, make sure that all scanned items for that strategy are directed to this project.

Describe alternatives you've considered
Handling this inside the strategy, which is how it's currently working and it's error-prone

Additional context
WIll need elaborate testing

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