Added scaffolding for a random trading strategy (#26)

* Added scaffolding for a random trading strategy

* update github workflow to include sonar checks

* creating a strategy interface

* Refactoring random strategy

* Updating contributing guidance and readme

Author: mccaffers

.github/workflows/auto-close-external-prs.yml

@@ -20,7 +20,7 @@ jobs:
               owner: context.repo.owner,
               repo: context.repo.repo,
               issue_number: pr,
-              body: "Thanks for the interest! This repository isn't currently accepting external contributions as I am actively experimenting with different approaches and want to avoid merge conflicts. Therefore, this PR is being closed automatically by Github Bot."
+              body: "Thanks for the interest! This repository isn't currently accepting external contributions as I am actively experimenting with different approaches and want to avoid merge conflicts. Therefore, this PR is being closed automatically by Github Bot. See [CONTRIBUTING.md](https://github.com/mccaffers/backtesting-engine-cpp/blob/main/CONTRIBUTING.md) for how to fork or file an issue instead."
             });
             await github.rest.pulls.update({
               owner: context.repo.owner,

.github/workflows/build.yml

@@ -3,12 +3,18 @@ on:
     branches:
       - main
   pull_request:
-      types: [opened, synchronize, reopened]
+    types: [opened, synchronize, reopened]
 
 name: Build
 
+concurrency:
+  group: ${{ github.workflow }}-${{ github.ref }}
+  cancel-in-progress: true
+
 env:
   FORCE_JAVASCRIPT_ACTIONS_TO_NODE24: true 
+  BUILD_TYPE: Release
+  BUILD_WRAPPER_OUT_DIR: build_wrapper_output_directory # Directory where build-wrapper output will be placed
 
 jobs:
   build:
@@ -59,4 +65,57 @@ jobs:
       with:
         name: sonarqube-coverage
         path: sonarqube-generic-coverage.xml
-        retention-days: 1
+        retention-days: 1
+
+  sonar-scan:
+    name: SonarCloud Scan
+    needs: build
+    runs-on: ubuntu-latest
+
+    steps:
+      # fetch-depth: 0 gives Sonar full git history for blame-based new-code analysis.
+      - name: Checkout repository
+        uses: actions/checkout@v5
+        with:
+          fetch-depth: 0
+      - name: Check compiler version, for debugging
+        run: |
+          g++ --version
+          cmake --version
+      - name: Build C++ Libraries
+        run: bash ./scripts/build_dep.sh
+      # SonarQube Server and Cloud (formerly SonarQube and SonarCloud) is a widely used static
+      # analysis solution for continuous code quality and security inspection.
+      # This action now supports and is the official entrypoint for scanning C++ projects via GitHub actions.
+      # https://github.com/SonarSource/sonarqube-scan-action
+      - name: Install Build Wrapper
+        uses: SonarSource/sonarqube-scan-action/install-build-wrapper@v4.2.1
+        # This step installs the SonarQube build wrapper, which is necessary for analyzing C/C++ projects.
+
+      # Lands at ./artifact/sonarqube-generic-coverage.xml so the existing
+      # sonar.coverageReportPaths argument keeps working unchanged.
+      - name: Download coverage artifact from build job
+        uses: actions/download-artifact@v5
+        with:
+          name: sonarqube-coverage
+          path: artifact
+
+      # Configures the CMake build system, specifying the source directory and build directory, and setting the build type
+      - name: Configure CMake
+        run: cmake -S ${{github.workspace}} -B ${{github.workspace}}/build -DCMAKE_BUILD_TYPE=${{env.BUILD_TYPE}} -DCMAKE_EXPORT_COMPILE_COMMANDS=ON
+
+      # Runs the build wrapper to capture build commands and outputs them to the specified directory. Then builds the project using CMake
+      - name: Run build-wrapper
+        run: |
+          build-wrapper-linux-x86-64 --out-dir ${{ env.BUILD_WRAPPER_OUT_DIR }} cmake --build ${{github.workspace}}/build --config ${{env.BUILD_TYPE}} --clean-first
+
+      # Performs the SonarQube scan using the scan action. Uses captured build commands for analysis and requires GitHub and SonarQube tokens for authentication
+      - name: SonarQube Scan
+        uses: SonarSource/sonarqube-scan-action@v4.2.1
+        env:
+          GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }}
+          SONAR_TOKEN: ${{ secrets.SONAR_TOKEN  }}
+        with:
+          args: >
+            --define sonar.cfamily.compile-commands="${{ env.BUILD_WRAPPER_OUT_DIR }}/compile_commands.json"
+            --define sonar.coverageReportPaths=artifact/sonarqube-generic-coverage.xml

.github/workflows/sonar.yml

@@ -41,6 +41,7 @@ include_directories(
     ${CMAKE_SOURCE_DIR}/include/models
     ${CMAKE_SOURCE_DIR}/include/trading
     ${CMAKE_SOURCE_DIR}/include/trading_definitions
+    ${CMAKE_SOURCE_DIR}/include/strategies
     ${CMAKE_SOURCE_DIR}/external
 )
 

CMakeLists.txt

@@ -0,0 +1,23 @@
+# Contributing
+
+Thanks for taking a look! This is an active solo experiment, and I'm grateful for the interest.
+
+## I'm not accepting pull requests right now
+
+This repository isn't currently accepting external contributions. I am actively experimenting with different approaches and want to avoid merge conflicts, so any PR opened from a non-owner account will be commented on and closed automatically by a GitHub bot.
+
+Please don't take it personally — the policy is the same for everyone, and it isn't a judgement on the change.
+
+## Please fork freely
+
+The project is [MIT-licensed](LICENSE.MD), so you're very welcome to fork it and take the code in your own direction. If your fork sparks a discussion or you want to share what you've built on top of it, feel free to open an issue (see below).
+
+## Use GitHub Issues for bugs, questions, and ideas
+
+Bugs, questions, and ideas are all welcome on the [Issues tab](https://github.com/mccaffers/backtesting-engine-cpp/issues). That's the supported way to flag something — much more useful to me than a PR I'd have to close.
+
+When filing an issue, a short description of what you saw, what you expected, and (for bugs) how to reproduce it goes a long way.
+
+## A note on `@claude` mentions
+
+This repo uses the [Claude Code GitHub Action](https://github.com/anthropics/claude-code-action) on `@claude` mentions, but it's restricted to the repository owner — `@claude` comments from other accounts won't trigger a run. This keeps paid API usage under control.

CONTRIBUTING.md

@@ -8,7 +8,7 @@ Feel free to explore, but this code base is usuable at the moment.
 
 I'm developing a high-performance C++ backtesting engine designed to analyze financial data and evaluate multiple trading strategies at scale.
 
-[![SonarCloud Scan](https://github.com/mccaffers/backtesting-engine-cpp/actions/workflows/sonar.yml/badge.svg)](https://github.com/mccaffers/backtesting-engine-cpp/actions/workflows/sonar.yml) [![Build](https://github.com/mccaffers/backtesting-engine-cpp/actions/workflows/build.yml/badge.svg?branch=main)](https://github.com/mccaffers/backtesting-engine-cpp/actions/workflows/build.yml) [![Bugs](https://sonarcloud.io/api/project_badges/measure?project=mccaffers_backtesting-engine-cpp&metric=bugs)](https://sonarcloud.io/summary/new_code?id=mccaffers_backtesting-engine-cpp) [![Code Smells](https://sonarcloud.io/api/project_badges/measure?project=mccaffers_backtesting-engine-cpp&metric=code_smells)](https://sonarcloud.io/summary/new_code?id=mccaffers_backtesting-engine-cpp) [![Coverage](https://sonarcloud.io/api/project_badges/measure?project=mccaffers_backtesting-engine-cpp&metric=coverage)](https://sonarcloud.io/summary/new_code?id=mccaffers_backtesting-engine-cpp)
+[![Build](https://github.com/mccaffers/backtesting-engine-cpp/actions/workflows/build.yml/badge.svg?branch=main)](https://github.com/mccaffers/backtesting-engine-cpp/actions/workflows/build.yml) [![Bugs](https://sonarcloud.io/api/project_badges/measure?project=mccaffers_backtesting-engine-cpp&metric=bugs)](https://sonarcloud.io/summary/new_code?id=mccaffers_backtesting-engine-cpp) [![Code Smells](https://sonarcloud.io/api/project_badges/measure?project=mccaffers_backtesting-engine-cpp&metric=code_smells)](https://sonarcloud.io/summary/new_code?id=mccaffers_backtesting-engine-cpp) [![Coverage](https://sonarcloud.io/api/project_badges/measure?project=mccaffers_backtesting-engine-cpp&metric=coverage)](https://sonarcloud.io/summary/new_code?id=mccaffers_backtesting-engine-cpp)
 
 I'm extracting results and creating various graphs for trend analyses using SciPy for calculations and Plotly for visualization.
 
@@ -20,7 +20,17 @@ I'm extracting results and creating various graphs for trend analyses using SciP
 
 This backtesting engine can pull tick data from local files or from a Postgres database. I'm using QuestDB.
 
-### Postgres Setup - Requires libpq-dev or its equivalent for your OS:
+### Clone with submodules
+
+The project depends on two vendored libraries (`libpqxx` and `boost-decimal`) tracked as git submodules under `external/`. If you didn't clone with `--recurse-submodules`, run:
+
+```
+git submodule update --init --recursive
+```
+
+`scripts/build_dep.sh` does this for you on first run.
+
+### Install libpq (required by libpqxx)
 
 ```
 For Ubuntu/Debian systems: sudo apt-get install libpq-dev
@@ -30,15 +40,12 @@ For OpenSuse: zypper in postgresql-devel
 For ArchLinux: pacman -S postgresql-libs
 ```
 
-### Postgres Setup (using C++20)
+### Build dependencies
+
+`libpqxx` is built once via CMake. `boost-decimal` is header-only and pulled in via `add_subdirectory` from the top-level `CMakeLists.txt` — nothing to build. The script below handles the libpqxx build:
 
 ```
-cd ./external/libpqxx
-mkdir -p build
-cd ./build
-cmake ..
-./configure CXXFLAGS="-std=c++20 -O3"
-make
+bash ./scripts/build_dep.sh
 ```
 
 Xcode - Link Binary with Libraries (Source & Test)
@@ -63,17 +70,21 @@ Xcode - Library Path
 "/opt/homebrew/Cellar/postgresql@14/14.15/lib/postgresql@14"
 ```
 
-### Test the build
+### Build the project
 
-`sh ./scripts/build.sh`
+`bash ./scripts/build.sh`
 
 ### Run via terminal
 
-`sh ./scripts/run.sh`
+`bash ./scripts/run.sh`
+
+### Run tests via terminal
+
+`bash ./scripts/test.sh`
 
-### Run via test via terminal
+### Contributing
 
-`sh ./scripts/test.sh`
+This is an active solo experiment, so I'm not accepting pull requests right now — but please fork freely and use [GitHub Issues](https://github.com/mccaffers/backtesting-engine-cpp/issues) for bugs, questions, and ideas. See [CONTRIBUTING.md](CONTRIBUTING.md) for details.
 
 ### License
 [MIT](https://choosealicense.com/licenses/mit/)

README.md

@@ -33,6 +33,8 @@
 		94724A842F8B92C10029B940 /* operations.cpp in Sources */ = {isa = PBXBuildFile; fileRef = 94724A822F8B92C10029B940 /* operations.cpp */; };
 		94CD8BA02D2E8CE500041BBA /* databaseConnection.cpp in Sources */ = {isa = PBXBuildFile; fileRef = 94CD8B9F2D2E8CE500041BBA /* databaseConnection.cpp */; };
 		94CD8BA12D2E8CE500041BBA /* databaseConnection.cpp in Sources */ = {isa = PBXBuildFile; fileRef = 94CD8B9F2D2E8CE500041BBA /* databaseConnection.cpp */; };
+		94D601102FA9CD700066F51A /* randomStrategy.cpp in Sources */ = {isa = PBXBuildFile; fileRef = 94D6010E2FA9CD700066F51A /* randomStrategy.cpp */; };
+		94D601112FA9CD700066F51A /* randomStrategy.cpp in Sources */ = {isa = PBXBuildFile; fileRef = 94D6010E2FA9CD700066F51A /* randomStrategy.cpp */; };
 /* End PBXBuildFile section */
 
 /* Begin PBXCopyFilesBuildPhase section */
@@ -48,6 +50,7 @@
 /* End PBXCopyFilesBuildPhase section */
 
 /* Begin PBXFileReference section */
+		9409A61B2FAA6411002C30FF /* strategy.hpp */ = {isa = PBXFileReference; lastKnownFileType = sourcecode.cpp.h; path = strategy.hpp; sourceTree = "<group>"; };
 		940A61112C92CE210083FEB8 /* configManager.cpp */ = {isa = PBXFileReference; lastKnownFileType = sourcecode.cpp.cpp; path = configManager.cpp; sourceTree = "<group>"; };
 		940A61122C92CE210083FEB8 /* configManager.hpp */ = {isa = PBXFileReference; lastKnownFileType = sourcecode.cpp.h; path = configManager.hpp; sourceTree = "<group>"; };
 		940A61152C92CE960083FEB8 /* serviceA.cpp */ = {isa = PBXFileReference; lastKnownFileType = sourcecode.cpp.cpp; path = serviceA.cpp; sourceTree = "<group>"; };
@@ -1254,6 +1257,8 @@
 		94CD8B9A2D2DCF6E00041BBA /* libpqxx-7.10.a */ = {isa = PBXFileReference; lastKnownFileType = archive.ar; name = "libpqxx-7.10.a"; path = "build/external/libpqxx/src/libpqxx-7.10.a"; sourceTree = "<group>"; };
 		94CD8B9E2D2E8CE500041BBA /* databaseConnection.hpp */ = {isa = PBXFileReference; lastKnownFileType = sourcecode.cpp.h; path = databaseConnection.hpp; sourceTree = "<group>"; };
 		94CD8B9F2D2E8CE500041BBA /* databaseConnection.cpp */ = {isa = PBXFileReference; lastKnownFileType = sourcecode.cpp.cpp; path = databaseConnection.cpp; sourceTree = "<group>"; };
+		94D6010E2FA9CD700066F51A /* randomStrategy.cpp */ = {isa = PBXFileReference; lastKnownFileType = sourcecode.cpp.cpp; path = randomStrategy.cpp; sourceTree = "<group>"; };
+		94D601122FA9CD890066F51A /* randomStrategy.hpp */ = {isa = PBXFileReference; lastKnownFileType = sourcecode.cpp.h; path = randomStrategy.hpp; sourceTree = "<group>"; };
 /* End PBXFileReference section */
 
 /* Begin PBXFrameworksBuildPhase section */
@@ -1388,6 +1393,7 @@
 		9470B5A22C8C5AD0007D9CC6 /* source */ = {
 			isa = PBXGroup;
 			children = (
+				94D6010F2FA9CD700066F51A /* strategies */,
 				94674B8C2D533E7800973137 /* models */,
 				94674B862D533B4000973137 /* trading */,
 				941B54982D3BBAD800E3BF64 /* trading_definitions */,
@@ -3494,9 +3500,27 @@
 			path = "../../../../../opt/homebrew/Cellar/postgresql@14/14.15/lib/postgresql@14/pgxs";
 			sourceTree = "<group>";
 		};
+		94D6010F2FA9CD700066F51A /* strategies */ = {
+			isa = PBXGroup;
+			children = (
+				94D6010E2FA9CD700066F51A /* randomStrategy.cpp */,
+			);
+			path = strategies;
+			sourceTree = "<group>";
+		};
+		94D601132FA9CD890066F51A /* strategies */ = {
+			isa = PBXGroup;
+			children = (
+				9409A61B2FAA6411002C30FF /* strategy.hpp */,
+				94D601122FA9CD890066F51A /* randomStrategy.hpp */,
+			);
+			path = strategies;
+			sourceTree = "<group>";
+		};
 		94DE4F772C8C3E7C00FE48FF /* include */ = {
 			isa = PBXGroup;
 			children = (
+				94D601132FA9CD890066F51A /* strategies */,
 				94674B842D533B2F00973137 /* trading */,
 				942966D72D48E84100532862 /* models */,
 				94B8C7932D3D770800E17EB6 /* utilities */,
@@ -3616,6 +3640,7 @@
 				940A61132C92CE210083FEB8 /* configManager.cpp in Sources */,
 				94724A842F8B92C10029B940 /* operations.cpp in Sources */,
 				940A61172C92CE960083FEB8 /* serviceA.cpp in Sources */,
+				94D601112FA9CD700066F51A /* randomStrategy.cpp in Sources */,
 			);
 			runOnlyForDeploymentPostprocessing = 0;
 		};
@@ -3630,6 +3655,7 @@
 				94280BA42D2FC00200F1CF56 /* base64.cpp in Sources */,
 				94674B8D2D533E7800973137 /* trade.cpp in Sources */,
 				941B549A2D3BBADE00E3BF64 /* trading_definitions_json.cpp in Sources */,
+				94D601102FA9CD700066F51A /* randomStrategy.cpp in Sources */,
 				94674B8A2D533BDA00973137 /* tradeManager.mm in Sources */,
 				94724A832F8B92C10029B940 /* operations.cpp in Sources */,
 				940A61182C92CE960083FEB8 /* serviceA.cpp in Sources */,

backtesting-engine-cpp.xcodeproj/project.pbxproj

@@ -26,8 +26,8 @@ struct Trade {
     std::string dealReference;
     std::string symbol;
     int scalingFactor;
-    double stopDistancePips;
-    double limitDistancePips;
+    boost::decimal::decimal64_t stopDistancePips;
+    boost::decimal::decimal64_t limitDistancePips;
     std::string strategyId;
     std::string strategyName;