Persisting Strategy State Across Daily Simulation Runs
Summary
The page explains a practical issue in BigTrader’s simulated-trading workflow: strategy calculations run in a container on a daily schedule, so in-memory values may not carry over between runs. If a strategy needs to retain information such as its net asset value or other execution state, the author suggests saving that information locally in a JSON file and loading it when needed in a later run.
This is a basic persistence approach for strategies that execute in separate daily processes. The page provides no code details, file-management safeguards, data schema, or example of restoring state, and the implementation is only referenced externally. It also does not discuss what happens if a run fails during a write, if stored data becomes stale, or if the state format changes. The note is useful as an architectural pointer, but readers would need implementation guidance and operational checks before relying on the method in a live system.
Key ideas
- Daily container runs can make in-memory strategy state unavailable to later executions.
- A local JSON file can be used to preserve values such as net asset value or execution state.
- A later run must retrieve persisted data to continue using the saved state.
- The page does not specify file safeguards, recovery behavior, or a concrete implementation.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.