Adding elasticsearch client (#42)

* Adding elasticsearch client

* updated build

* Fixing some of the code smells

* Updated trade tracking to post to elasticsearch and switched to using env variables with Infisical

* fixed references in xcode

Author: mccaffers

.github/workflows/build.yml

@@ -79,7 +79,7 @@ jobs:
         with:
           fetch-depth: 0
       - name: Install dependencies
-        run: sudo apt install -y libssl-dev libpq-dev
+        run: sudo apt install -y libssl-dev libpq-dev libcurl4-openssl-dev
       # Ubuntu's apt Boost (1.83 on 24.04) predates Boost.Redis, which was added
       # in Boost 1.84, so <boost/redis.hpp> is absent. Install a newer Boost.
       # Boost.Redis/Asio are header-only, so we only need the headers plus the

CMakeLists.txt

@@ -70,11 +70,13 @@ endif()
 find_package(Boost REQUIRED CONFIG)
 find_package(OpenSSL REQUIRED)
 find_package(Threads REQUIRED)
+find_package(CURL REQUIRED)
 target_link_libraries(BacktestingEngineLib PUBLIC
     Boost::headers
     OpenSSL::SSL
     OpenSSL::Crypto
-    Threads::Threads)
+    Threads::Threads
+    CURL::libcurl)
 
 add_subdirectory(external/boost-decimal)
 target_link_libraries(BacktestingEngineLib PUBLIC Boost::decimal)

README.md

@@ -87,9 +87,28 @@ Xcode - Library Path
 
 `bash ./scripts/build.sh`
 
+### Environment variables
+
+The engine reads its connection configuration from the environment. The following variables are **required** — `scripts/run.sh` validates them up front and aborts if any are missing or empty:
+
+| Variable | Used for |
+| --- | --- |
+| `ELASTIC_HOST` | Elasticsearch base URL that trading results are PUT to (e.g. `https://elastic.example.com:9200`) |
+| `ELASTIC_USER` | Elasticsearch HTTP basic-auth username |
+| `ELASTIC_USER_PASSWORD` | Elasticsearch HTTP basic-auth password |
+| `REDIS_HOST` | Redis host for the `strategy_queue` list |
+
+I manage these secrets with [Infisical](https://infisical.com/), which injects them into the process environment at runtime, so I run the engine with:
+
+```
+infisical run -- sh ./scripts/run.sh
+```
+
+If you're not using Infisical, export the variables yourself (e.g. via your shell profile or a sourced `.env`) before invoking the script.
+
 ### Run via terminal
 
-`bash ./scripts/run.sh` builds the project, then, if `redis-cli ping` reaches a local Redis, enqueues an inline JSON strategy via `load` and executes it via `run localhost`. If Redis is unreachable the script prints a message and exits cleanly (see `scripts/run.sh:22-25`), so first-time users without Redis still get a clear signal.
+`bash ./scripts/run.sh` builds the project, then, if `redis-cli ping` reaches a local Redis, enqueues an inline JSON strategy via `load` and executes it via `run localhost`. If Redis is unreachable the script prints a message and exits cleanly (see `scripts/run.sh:22-25`), so first-time users without Redis still get a clear signal. The script requires the [environment variables](#environment-variables) listed above; with Infisical that becomes `infisical run -- sh ./scripts/run.sh`.
 
 The `BacktestingEngine` binary exposes a subcommand CLI:
 

backtesting-engine-cpp.xcodeproj/project.pbxproj

@@ -25,6 +25,12 @@
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+		942FDDE02FC5C8B20096F318 /* tradingResults.cpp in Sources */ = {isa = PBXBuildFile; fileRef = 942FDDDF2FC5C8B20096F318 /* tradingResults.cpp */; };
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+		942FDDE22FC5C8B20096F318 /* tradingResults.cpp in Sources */ = {isa = PBXBuildFile; fileRef = 942FDDDF2FC5C8B20096F318 /* tradingResults.cpp */; };
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+		942FDDE62FC5C9DB0096F318 /* libcurl.4.tbd in Frameworks */ = {isa = PBXBuildFile; fileRef = 942FDDE42FC5C9D30096F318 /* libcurl.4.tbd */; };
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@@ -41,6 +47,8 @@
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@@ -90,6 +98,11 @@
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+		942FDDDC2FC5C8950096F318 /* elasticClient.hpp */ = {isa = PBXFileReference; lastKnownFileType = sourcecode.cpp.h; path = elasticClient.hpp; sourceTree = "<group>"; };
+		942FDDDD2FC5C8A30096F318 /* tradingResults.hpp */ = {isa = PBXFileReference; lastKnownFileType = sourcecode.cpp.h; path = tradingResults.hpp; sourceTree = "<group>"; };
+		942FDDDE2FC5C8B20096F318 /* elasticClient.cpp */ = {isa = PBXFileReference; lastKnownFileType = sourcecode.cpp.cpp; path = elasticClient.cpp; sourceTree = "<group>"; };
+		942FDDDF2FC5C8B20096F318 /* tradingResults.cpp */ = {isa = PBXFileReference; lastKnownFileType = sourcecode.cpp.cpp; path = tradingResults.cpp; sourceTree = "<group>"; };
+		942FDDE42FC5C9D30096F318 /* libcurl.4.tbd */ = {isa = PBXFileReference; lastKnownFileType = "sourcecode.text-based-dylib-definition"; name = libcurl.4.tbd; path = usr/lib/libcurl.4.tbd; sourceTree = SDKROOT; };
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@@ -119,6 +132,8 @@
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 		94724A852F8B92E30029B940 /* operations.hpp */ = {isa = PBXFileReference; lastKnownFileType = sourcecode.cpp.h; path = operations.hpp; sourceTree = "<group>"; };
+		94829FC32FCC1D1200710E6E /* env.hpp */ = {isa = PBXFileReference; lastKnownFileType = sourcecode.cpp.h; path = env.hpp; sourceTree = "<group>"; };
+		94829FC42FCC1D1A00710E6E /* env.cpp */ = {isa = PBXFileReference; lastKnownFileType = sourcecode.cpp.cpp; path = env.cpp; sourceTree = "<group>"; };
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@@ -1296,13 +1311,15 @@
 			isa = PBXFrameworksBuildPhase;
 			buildActionMask = 2147483647;
 			files = (
+				942FDDE62FC5C9DB0096F318 /* libcurl.4.tbd in Frameworks */,
 			);
 			runOnlyForDeploymentPostprocessing = 0;
 		};
 		9470B5A92C8C5B99007D9CC6 /* Frameworks */ = {
 			isa = PBXFrameworksBuildPhase;
 			buildActionMask = 2147483647;
 			files = (
+				942FDDE52FC5C9D30096F318 /* libcurl.4.tbd in Frameworks */,
 			);
 			runOnlyForDeploymentPostprocessing = 0;
 		};
@@ -1333,6 +1350,7 @@
 		94280BA72D2FC29F00F1CF56 /* utilities */ = {
 			isa = PBXGroup;
 			children = (
+				94829FC42FCC1D1A00710E6E /* env.cpp */,
 				942EC5612FBEF94700CCBB5D /* redisConnection.cpp */,
 				94280BA22D2FC00200F1CF56 /* base64.cpp */,
 				943398232D57E53400287A2D /* jsonParser.cpp */,
@@ -1436,6 +1454,8 @@
 				94280BA72D2FC29F00F1CF56 /* utilities */,
 				942EC5642FBEF95000CCBB5D /* backtestRunner.cpp */,
 				942EC5652FBEF95000CCBB5D /* redisLoader.cpp */,
+				942FDDDE2FC5C8B20096F318 /* elasticClient.cpp */,
+				942FDDDF2FC5C8B20096F318 /* tradingResults.cpp */,
 				942EC5662FBEF95000CCBB5D /* redisRunner.cpp */,
 				9470B5A32C8C5AD0007D9CC6 /* main.cpp */,
 				940A61112C92CE210083FEB8 /* configManager.cpp */,
@@ -1461,6 +1481,7 @@
 		94B8C7932D3D770800E17EB6 /* utilities */ = {
 			isa = PBXGroup;
 			children = (
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 				942EC55D2FBEF92F00CCBB5D /* redisConnection.hpp */,
 				94C331A02FA899A8006BD690 /* decimal_json.hpp */,
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@@ -2218,6 +2239,7 @@
 		94CD87342D2D2EE100041BBA /* Frameworks */ = {
 			isa = PBXGroup;
 			children = (
+				942FDDE42FC5C9D30096F318 /* libcurl.4.tbd */,
 				94CD8B982D2DCDD800041BBA /* libpqxx-7.10.a */,
 				94CD8B9A2D2DCF6E00041BBA /* libpqxx-7.10.a */,
 				94CD8B712D2D34C800041BBA /* config */,
@@ -3579,17 +3601,19 @@
 			isa = PBXGroup;
 			children = (
 				94D3A7232FC1B3A600EBEA32 /* commands */,
-				942EC55E2FBEF93A00CCBB5D /* backtestRunner.hpp */,
-				942EC55F2FBEF93A00CCBB5D /* redisLoader.hpp */,
-				942EC5602FBEF93A00CCBB5D /* redisRunner.hpp */,
-				94D601132FA9CD890066F51A /* strategies */,
-				94674B842D533B2F00973137 /* trading */,
 				942966D72D48E84100532862 /* models */,
+				94674B842D533B2F00973137 /* trading */,
+				94D601132FA9CD890066F51A /* strategies */,
 				94B8C7932D3D770800E17EB6 /* utilities */,
 				941B548F2D3BBA3B00E3BF64 /* trading_definitions */,
 				941B549C2D3BBFB900E3BF64 /* trading_definitions.hpp */,
+				942EC55E2FBEF93A00CCBB5D /* backtestRunner.hpp */,
+				942EC55F2FBEF93A00CCBB5D /* redisLoader.hpp */,
+				942EC5602FBEF93A00CCBB5D /* redisRunner.hpp */,
 				940A61162C92CE960083FEB8 /* serviceA.hpp */,
+				942FDDDC2FC5C8950096F318 /* elasticClient.hpp */,
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+				942FDDDD2FC5C8A30096F318 /* tradingResults.hpp */,
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 				941408B02D59F954000ED1F9 /* sqlManager.hpp */,
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@@ -3695,9 +3719,12 @@
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 				9470B5A42C8C5AD0007D9CC6 /* main.cpp in Sources */,
 				943398252D57E53400287A2D /* jsonParser.cpp in Sources */,
+				942FDDE02FC5C8B20096F318 /* tradingResults.cpp in Sources */,
+				942FDDE12FC5C8B20096F318 /* elasticClient.cpp in Sources */,
 				94D3A72A2FC1B41500EBEA32 /* runCommand.cpp in Sources */,
 				942EC56A2FBEF95000CCBB5D /* backtestRunner.cpp in Sources */,
 				942EC56B2FBEF95000CCBB5D /* redisLoader.cpp in Sources */,
+				94829FC52FCC1D1A00710E6E /* env.cpp in Sources */,
 				942EC56C2FBEF95000CCBB5D /* redisRunner.cpp in Sources */,
 				94280BA32D2FC00200F1CF56 /* base64.cpp in Sources */,
 				94674B8E2D533E7800973137 /* trade.cpp in Sources */,
@@ -3732,11 +3759,14 @@
 				94D3A7292FC1B41500EBEA32 /* runCommand.cpp in Sources */,
 				94D601102FA9CD700066F51A /* randomStrategy.cpp in Sources */,
 				94674B8A2D533BDA00973137 /* tradeManager.mm in Sources */,
+				94829FC62FCC1D1A00710E6E /* env.cpp in Sources */,
 				94724A832F8B92C10029B940 /* operations.cpp in Sources */,
 				940A61182C92CE960083FEB8 /* serviceA.cpp in Sources */,
 				94674B882D533B4000973137 /* tradeManager.cpp in Sources */,
 				946EFF7F2FB9F44E008D9647 /* reporting.cpp in Sources */,
 				943398272D57E54000287A2D /* jsonParser.mm in Sources */,
+				942FDDE22FC5C8B20096F318 /* tradingResults.cpp in Sources */,
+				942FDDE32FC5C8B20096F318 /* elasticClient.cpp in Sources */,
 				9470B5B62C8C5BFD007D9CC6 /* main.cpp in Sources */,
 				94364CB62D416D8D00F35B55 /* db.mm in Sources */,
 				940A61142C92CE210083FEB8 /* configManager.cpp in Sources */,

include/elasticClient.hpp

@@ -0,0 +1,18 @@
+// 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 "tradingResults.hpp"
+
+// Minimal Elasticsearch HTTP client — PUT-only, for indexing TradingResults.
+// Host is read from $ELASTIC_HOST (default http://localhost:9200) with optional
+// HTTP basic auth from $ELASTIC_USER / $ELASTIC_USER_PASSWORD; docs land in
+// index "trading_results" with a freshly generated UUID per put.
+class ElasticClient {
+public:
+    static int putTradingResults(const TradingResults& results);
+};

include/strategies/strategy.hpp

@@ -11,7 +11,7 @@
 #include "models/trade.hpp"
 
 // Forward declaration. We only refer to `TradeManager` by reference in
-// this header, so the compiler doesn't need its full definition here —
+// this header, so the compiler doesn't need its full definition here,
 // just to know "it's a class". Pulling in the full header would drag
 // every TradeManager dependency into every strategy. C# doesn't really
 // have an equivalent because it resolves types at the assembly level
@@ -25,7 +25,7 @@ class TradeManager;
 //   - This is the C++ equivalent of a C# `interface`. C++ has no
 //     dedicated `interface` keyword, so you express it as a class
 //     whose methods are all pure virtual (the `= 0` suffix). The
-//     `I` prefix is borrowed from C# — C++ has no fixed convention,
+//     `I` prefix is borrowed from C#, C++ has no fixed convention,
 //     but it's a useful hint because C++ classes routinely mix
 //     virtual and concrete methods, so "is this an interface?" isn't
 //     always obvious from the keyword alone.
@@ -34,7 +34,7 @@ class TradeManager;
 //     destructor would skip the derived destructor and leak resources.
 //     C# handles this for you; in C++ you opt in.
 //   - `= 0` makes a method pure virtual, which makes the class
-//     abstract — you cannot instantiate `IStrategy` directly, only
+//     abstract, you cannot instantiate `IStrategy` directly, only
 //     concrete subclasses. Same behaviour as a C# interface.
 //   - Derived classes annotate their implementations with `override`
 //     (see `RandomStrategy`). It's optional in C++ but catches
@@ -52,7 +52,7 @@ class IStrategy {
     // reference so strategies can both inspect open positions
     // (`tradeManager.getActiveTrades()`) and act on them
     // (`closeTrade`, future scale/adjust hooks). A reference signals
-    // "borrow, don't own" — the strategy must not delete it. The C#
+    // "borrow, don't own", the strategy must not delete it. The C#
     // analogue is just passing the manager as a parameter; C# has no
     // distinction between reference and pointer so the by-ref nature
     // is implicit there.

include/trading/reporting.hpp

@@ -6,9 +6,11 @@
 
 #pragma once
 #include "tradeManager.hpp"
+#include "tradingResults.hpp"
 
 class Reporting {
 
 public:
+    static TradingResultsStats collect(const TradeManager& tradeManager);
     static void summarise(const TradeManager& tradeManager);
 };

include/tradingResults.hpp

@@ -0,0 +1,46 @@
+// 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 <cstddef>
+#include <optional>
+#include <string>
+
+#include <boost/decimal.hpp>
+#include <nlohmann/json.hpp>
+
+#include "utilities/decimal_json.hpp"
+#include "trading_definitions.hpp"
+
+// Per-run summary mirroring what Reporting::summarise prints today.
+struct TradingResultsStats {
+    boost::decimal::decimal64_t finalPnl;
+    std::size_t tradesOpened;
+    std::size_t tradesClosed;
+    std::size_t openedLong;
+    std::size_t openedShort;
+    std::size_t closedLong;
+    std::size_t closedShort;
+    std::size_t winners;
+    std::size_t losers;
+    std::size_t breakeven;
+    std::optional<boost::decimal::decimal64_t> avgPnl;
+};
+
+// Wire shape pushed to Elasticsearch: the input Configuration plus the run's
+// output stats. Serialises the timestamp as `@timestamp` for Kibana.
+struct TradingResults {
+    std::string RUN_ID;
+    std::string timestamp;
+    trading_definitions::Configuration config;
+    TradingResultsStats results;
+
+    static std::string nowIsoUtc();
+};
+
+void to_json(nlohmann::json& j, const TradingResultsStats& s);
+void to_json(nlohmann::json& j, const TradingResults& r);

include/utilities/env.hpp

@@ -0,0 +1,16 @@
+// 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 <string>
+
+namespace env {
+
+// Returns $name, or `fallback` when the variable is unset or empty.
+std::string getOr(const char* name, std::string fallback);
+
+}  // namespace env

scripts/run.sh

@@ -1,6 +1,16 @@
 #!/bin/bash
 # This executes the run script
 
+required_vars=(ELASTIC_HOST ELASTIC_USER ELASTIC_USER_PASSWORD REDIS_HOST)
+missing=()
+for var in "${required_vars[@]}"; do
+    [[ -z "${!var}" ]] && missing+=("$var")
+done
+if [[ ${#missing[@]} -gt 0 ]]; then
+    echo "Error: missing required environment variables: ${missing[*]}"
+    exit 1
+fi
+
 current_dir="$( cd "$( dirname "${BASH_SOURCE[0]}" )" && pwd )"
 
 # Build the source code
@@ -24,10 +34,6 @@ if ! redis-cli -h localhost ping >/dev/null 2>&1; then
     exit 0
 fi
 
-if ! ./"$BUILD_DIR/$EXECUTABLE_NAME" load; then
-    exit 1
-fi
-
 start_time=$(date +%s%N)
 # Invoke the `run` subcommand: BacktestingEngine pops a Base64-encoded
 # strategy off the Redis `strategy_queue` and executes it against the