add before bar

Author: 32ethers

demeter/core/actuator.py

@@ -425,6 +425,9 @@ def run(self, print_result: bool = True):
                     # execute strategy, and some calculate
                     self._currents.timestamp = timestamp_index.to_pydatetime()
                     snapshot = self.__get_snapshot(timestamp_index, row_id, current_price)
+
+                    self._strategy.before_bar(snapshot)
+
                     if self._strategy.triggers:
                         for trigger in self._strategy.triggers:
                             if trigger.when(snapshot):

demeter/strategy/strategy.py

@@ -37,6 +37,12 @@ def initialize(self):
         """
         pass
 
+    def before_bar(self, snapshot: Snapshot):
+        """
+        Called before trigger and on_bar on each iteration
+        """
+        pass
+
     def on_bar(self, snapshot: Snapshot):
         """
         Called after triggers on each iteration, at this time, market are not updated yet(Take uniswap market for example, fee of this minute are not added to positions).