Adding elasticsearch client

Author: mccaffers

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)

backtesting-engine-cpp.xcodeproj/project.pbxproj

@@ -25,6 +25,12 @@
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 		942EC56C2FBEF95000CCBB5D /* redisRunner.cpp in Sources */ = {isa = PBXBuildFile; fileRef = 942EC5662FBEF95000CCBB5D /* redisRunner.cpp */; };
+		942FDDE02FC5C8B20096F318 /* tradingResults.cpp in Sources */ = {isa = PBXBuildFile; fileRef = 942FDDDF2FC5C8B20096F318 /* tradingResults.cpp */; };
+		942FDDE12FC5C8B20096F318 /* elasticClient.cpp in Sources */ = {isa = PBXBuildFile; fileRef = 942FDDDE2FC5C8B20096F318 /* elasticClient.cpp */; };
+		942FDDE22FC5C8B20096F318 /* tradingResults.cpp in Sources */ = {isa = PBXBuildFile; fileRef = 942FDDDF2FC5C8B20096F318 /* tradingResults.cpp */; };
+		942FDDE32FC5C8B20096F318 /* elasticClient.cpp in Sources */ = {isa = PBXBuildFile; fileRef = 942FDDDE2FC5C8B20096F318 /* elasticClient.cpp */; };
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@@ -90,6 +96,11 @@
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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>"; };
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@@ -1296,13 +1307,15 @@
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@@ -1436,6 +1449,8 @@
 				94280BA72D2FC29F00F1CF56 /* utilities */,
 				942EC5642FBEF95000CCBB5D /* backtestRunner.cpp */,
 				942EC5652FBEF95000CCBB5D /* redisLoader.cpp */,
+				942FDDDE2FC5C8B20096F318 /* elasticClient.cpp */,
+				942FDDDF2FC5C8B20096F318 /* tradingResults.cpp */,
 				942EC5662FBEF95000CCBB5D /* redisRunner.cpp */,
 				9470B5A32C8C5AD0007D9CC6 /* main.cpp */,
 				940A61112C92CE210083FEB8 /* configManager.cpp */,
@@ -2218,6 +2233,7 @@
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 			isa = PBXGroup;
 			children = (
+				942FDDE42FC5C9D30096F318 /* libcurl.4.tbd */,
 				94CD8B982D2DCDD800041BBA /* libpqxx-7.10.a */,
 				94CD8B9A2D2DCF6E00041BBA /* libpqxx-7.10.a */,
 				94CD8B712D2D34C800041BBA /* config */,
@@ -3579,17 +3595,19 @@
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 				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 */,
 				943398222D57E52900287A2D /* jsonParser.hpp */,
+				942FDDDD2FC5C8A30096F318 /* tradingResults.hpp */,
 				940A61122C92CE210083FEB8 /* configManager.hpp */,
 				941408B02D59F954000ED1F9 /* sqlManager.hpp */,
 				94724A852F8B92E30029B940 /* operations.hpp */,
@@ -3695,6 +3713,8 @@
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 				9470B5A42C8C5AD0007D9CC6 /* main.cpp in Sources */,
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+				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 */,
@@ -3737,6 +3757,8 @@
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 				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 +1,17 @@
+// 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 $ELASTICSEARCH_URL (default http://localhost:9200);
+// docs land in index "trading_results" with a freshly generated UUID per put.
+class ElasticClient {
+public:
+    static int putTradingResults(const TradingResults& results);
+};

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);

source/elasticClient.cpp

@@ -0,0 +1,83 @@
+// Backtesting Engine in C++
+//
+// (c) 2026 Ryan McCaffery | https://mccaffers.com
+// This code is licensed under MIT license (see LICENSE.txt for details)
+// ---------------------------------------
+
+#include "elasticClient.hpp"
+
+#include <cstdlib>
+#include <iostream>
+#include <string>
+
+#include <curl/curl.h>
+#include <boost/uuid/random_generator.hpp>
+#include <boost/uuid/uuid_io.hpp>
+#include <nlohmann/json.hpp>
+
+namespace {
+
+void ensureCurlInit() {
+    static const struct CurlGlobal {
+        CurlGlobal() { curl_global_init(CURL_GLOBAL_ALL); }
+        ~CurlGlobal() { curl_global_cleanup(); }
+    } guard;
+    (void)guard;
+}
+
+std::string envOr(const char* name, std::string fallback) {
+    const char* val = std::getenv(name);
+    return val ? std::string{val} : std::move(fallback);
+}
+
+std::string generateUuid() {
+    static thread_local boost::uuids::random_generator gen;
+    return boost::uuids::to_string(gen());
+}
+
+}  // namespace
+
+int ElasticClient::putTradingResults(const TradingResults& results) {
+    ensureCurlInit();
+
+    const std::string host = envOr("ELASTICSEARCH_URL", "http://localhost:9200");
+    const std::string url = host + "/trading_results/_doc/" + generateUuid();
+    const std::string body = nlohmann::json(results).dump();
+
+    CURL* curl = curl_easy_init();
+    if (!curl) {
+        std::cerr << "ElasticClient: curl_easy_init failed" << std::endl;
+        return 1;
+    }
+
+    struct curl_slist* headers = nullptr;
+    headers = curl_slist_append(headers, "Content-Type: application/json");
+
+    curl_easy_setopt(curl, CURLOPT_URL, url.c_str());
+    curl_easy_setopt(curl, CURLOPT_HTTPHEADER, headers);
+    curl_easy_setopt(curl, CURLOPT_CUSTOMREQUEST, "PUT");
+    curl_easy_setopt(curl, CURLOPT_POSTFIELDS, body.c_str());
+    curl_easy_setopt(curl, CURLOPT_POSTFIELDSIZE, static_cast<long>(body.size()));
+
+    const CURLcode rc = curl_easy_perform(curl);
+
+    long httpStatus = 0;
+    curl_easy_getinfo(curl, CURLINFO_RESPONSE_CODE, &httpStatus);
+
+    curl_slist_free_all(headers);
+    curl_easy_cleanup(curl);
+
+    if (rc != CURLE_OK) {
+        std::cerr << "ElasticClient: PUT failed: " << curl_easy_strerror(rc)
+                  << std::endl;
+        return 2;
+    }
+    if (httpStatus < 200 || httpStatus >= 300) {
+        std::cerr << "ElasticClient: HTTP " << httpStatus << " from " << url
+                  << std::endl;
+        return 3;
+    }
+    std::cout << "ElasticClient: PUT " << url << " (HTTP " << httpStatus << ")"
+              << std::endl;
+    return 0;
+}

source/tradingResults.cpp

@@ -0,0 +1,49 @@
+// Backtesting Engine in C++
+//
+// (c) 2026 Ryan McCaffery | https://mccaffers.com
+// This code is licensed under MIT license (see LICENSE.txt for details)
+// ---------------------------------------
+
+#include "tradingResults.hpp"
+
+#include <chrono>
+#include <ctime>
+
+std::string TradingResults::nowIsoUtc() {
+    const auto now = std::chrono::system_clock::to_time_t(
+        std::chrono::system_clock::now());
+    std::tm tm_buf{};
+    gmtime_r(&now, &tm_buf);
+    char buf[32];
+    std::strftime(buf, sizeof(buf), "%Y-%m-%dT%H:%M:%SZ", &tm_buf);
+    return std::string{buf};
+}
+
+void to_json(nlohmann::json& j, const TradingResultsStats& s) {
+    j = nlohmann::json{
+        {"finalPnl", s.finalPnl},
+        {"tradesOpened", s.tradesOpened},
+        {"tradesClosed", s.tradesClosed},
+        {"openedLong", s.openedLong},
+        {"openedShort", s.openedShort},
+        {"closedLong", s.closedLong},
+        {"closedShort", s.closedShort},
+        {"winners", s.winners},
+        {"losers", s.losers},
+        {"breakeven", s.breakeven},
+    };
+    if (s.avgPnl) {
+        j["avgPnl"] = *s.avgPnl;
+    } else {
+        j["avgPnl"] = nullptr;
+    }
+}
+
+void to_json(nlohmann::json& j, const TradingResults& r) {
+    j = nlohmann::json{
+        {"RUN_ID", r.RUN_ID},
+        {"@timestamp", r.timestamp},
+        {"config", r.config},
+        {"results", r.results},
+    };
+}