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Quantitative Finance · Glossaire

Qu'est-ce que « Strategy host, environment adapter » ?

Aussi appelé : strategy host · environment adapter

Definition 12.2 Research, Data and Risk Platforms · Chapitre 12 — Simulation–Production Parity

A strategy host is the component that holds a strategy object, gives it its only view of the world — a clock, market data and order entry — and delivers its inputs in the platform’s event model. An environment adapter connects the host to one environment (a backtest, a simulator, a production connection), translating that environment’s events into the host’s inputs and the strategy’s requests into the environment’s messages.

One strategy object in three environments. The host gives it a clock, market data and order entry, and delivers every input in the event model; each environment adapter translates its environment. The in-process and production-shaped adapters trade on the same simulated session; the replay reads the production run’s input journal.
Figure 12.1. One strategy object in three environments. The host gives it a clock, market data and order entry, and delivers every input in the event model; each environment adapter translates its environment. The in-process and production-shaped adapters trade on the same simulated session; the replay reads the production run’s input journal.
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