C++ Backtesting Engine

About The Project

This backtesting engine is a personal project to explore financial data with C++

I'm extracting results and creating various graphs for trend analyses using SciPy for calculations and Plotly for visualization.

Read more results on https://mccaffers.com/randomly_trading/

To use xcode

Requires google test to be installed

How to use

sh ./scripts/run.sh

How to use

sh ./scripts/test.sh

Project Structure

project/
.
├── CMakeLists.txt
├── include
│   ├── Account.h
│   ├── CSVParser.h
│   ├── PriceRecord.h
│   ├── Strategies
│   │   └── SimpleMovingAverageStrategy.h
│   └── Strategy.h
├── readme.md
├── resources
├── run.sh
└── src
    ├── Account.cpp
    ├── FileManagement
    │   ├── CSVParser.cpp
    │   └── PriceRecord.cpp
    ├── Strategies
    │   └── SimpleMovingAverageStrategy.cpp
    └── program.cpp

License

MIT