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## Setup
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This backtesting engine can pull tick data from local files or from a Postgres database (I'm using QuestDB). Strategy execution is dispatched via a Redis list called `strategy_queue`, with each entry a Base64-encoded JSON payload — the `load` subcommand enqueues strategies (LPUSH) and the `run` subcommand dequeues and executes them (RPOP). The default workflow expects a local `redis-server` listening on `127.0.0.1:6379`.
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This backtesting engine can pull tick data from local files or from a Postgres database (I'm using QuestDB). Strategy execution is dispatched via a Redis list called `strategy_queue`, with each entry a Base64-encoded JSON payload, the `load` subcommand enqueues strategies (LPUSH) and the `run` subcommand dequeues and executes them (RPOP). The default workflow expects a local `redis-server` listening on `127.0.0.1:6379`.
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### Clone with submodules
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### Build dependencies
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`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:
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`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:
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```
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bash ./scripts/build_dep.sh
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### Run via terminal
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`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.
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`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.
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The `BacktestingEngine` binary exposes a subcommand CLI:
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### Contributing
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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.
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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.
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