Re: Interactive input strategy
Hello, the commands will be pause/resume trading whereby the strategy will keep resampling the live data but if it receives a pause command it will not place any trading orders (to the broker), once it receives a resume command it will keep placing orders as before.
Delaying the feed data will be a problem as you are suggesting so I don't think is a good option to follow.
Hmm what if we have support for a message broker like RabbitMQ whose queue will act as an additional "command" data source and add a method to Strategy called notify_status() that will be called each time there is a new message in the queue (that can be pause/resume), then the Strategy can set an internal state that will know whether to put orders or not.