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10 create end to end trade management logic #14
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05435e4
Added QuestDB tick streaming
mccaffers 16fb2c3
Refactoring tick flow
mccaffers 3ba4cec
Looping around tick data from multiple symbols
mccaffers 46e720d
Update source/CMakeLists.txt
mccaffers 61309bd
Apply suggestions from code review
mccaffers 48a9a99
Refactoring
mccaffers fab3106
Merge branch '10-create-end-to-end-trade-management-logic' of github.…
mccaffers 85be15b
fix run script, shell scopping behaviour was putting the build script…
mccaffers cbc033d
Update build os to target macos-latest
mccaffers bb24f06
Update build os to target macos-latest
mccaffers 27f82f1
Updating github workflow os
mccaffers e4e8e13
Refactoring build pipeline
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,12 @@ | ||
| { | ||
| "configurations": [ | ||
| { | ||
| "name": "Mac", | ||
| "compileCommands": "${workspaceFolder}/build/compile_commands.json", | ||
| "includePath": [ | ||
| "${workspaceFolder}/external/libpqxx/include" | ||
| ] | ||
| } | ||
| ], | ||
| "version": 4 | ||
| } |
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,5 @@ | ||
| Start QuestDB (on macOS) | ||
|
|
||
| ``` | ||
| JAVA_HOME="/opt/homebrew/opt/openjdk@17" sh $HOME/dev/questdb/questdb.sh start -d $HOME/dev/questdb/data | ||
| ``` |
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -1,17 +1,21 @@ | ||
| // Backtesting Engine in C++ | ||
| // | ||
| // (c) 2025 Ryan McCaffery | https://mccaffers.com | ||
| // (c) 2026 Ryan McCaffery | https://mccaffers.com | ||
| // This code is licensed under MIT license (see LICENSE.txt for details) | ||
| // --------------------------------------- | ||
| #pragma once | ||
| #include <chrono> | ||
| #include <string> | ||
|
|
||
| struct PriceData { | ||
| double value1; | ||
| double value2; | ||
| double ask; | ||
| double bid; | ||
| std::chrono::system_clock::time_point timestamp; | ||
| std::string symbol; | ||
|
|
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| // Constructor for easy creation | ||
| PriceData(double v1, double v2, const std::chrono::system_clock::time_point& ts) | ||
| : value1(v1), value2(v2), timestamp(ts) {} | ||
| PriceData(double ask, double bid, const std::chrono::system_clock::time_point& ts, const std::string& symbol) | ||
| : ask(ask), bid(bid), timestamp(ts), symbol(symbol) {} | ||
|
|
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| PriceData() : ask(0.0), bid(0.0), timestamp{}, symbol("") {} | ||
| }; |
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,15 @@ | ||
| // Backtesting Engine in C++ | ||
| // | ||
| // (c) 2026 Ryan McCaffery | https://mccaffers.com | ||
| // This code is licensed under MIT license (see LICENSE.txt for details) | ||
| // --------------------------------------- | ||
|
|
||
| #pragma once | ||
| #include <vector> | ||
| #include "models/priceData.hpp" | ||
|
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| class Operations { | ||
|
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| public: | ||
| static void run(const std::vector<PriceData>& priceData); | ||
| }; |
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,17 @@ | ||
| cd ./external/libpqxx | ||
|
|
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| mkdir -p build | ||
| cd ./build | ||
|
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| # Expose paths so CMake finds libpq | ||
| export PATH="$(brew --prefix libpq)/bin:$PATH" | ||
| export PKG_CONFIG_PATH="$(brew --prefix libpq)/lib/pkgconfig:$PKG_CONFIG_PATH" | ||
| export PostgreSQL_ROOT="$(brew --prefix libpq)" | ||
|
|
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| # 1. Generate build files (Passing your CXX flags directly to CMake instead of configure) | ||
| cmake .. \ | ||
| -DCMAKE_CXX_STANDARD=20 \ | ||
| -DCMAKE_BUILD_TYPE=Release \ | ||
| -DCMAKE_OSX_SYSROOT=$(xcrun --show-sdk-path) \ | ||
| -DSKIP_BUILD_TEST=ON | ||
| make | ||
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This script is missing a shebang (e.g.,
#!/bin/bashor#!/usr/bin/env bash). As-is, running it directly (instead ofsh scripts/build_dep.sh) may fail depending on permissions/default shell. Add a shebang and considerset -euo pipefailso dependency builds fail fast.