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10 create end to end trade management logic (#14)
feat: add QuestDB tick streaming with multi-symbol support and refactored trade flow * Integrate QuestDB tick data streaming with multi-symbol loop support * Extract strategy logic for querying QuestDB into dedicated module * Refactor tick flow, operations flow, and trade management operations * Fix run script shell scoping issue (build script running in child process) * Update and stabilise GitHub Actions workflow (macOS target, build & test optimisation) * Update CMakeLists.txt for updated source structure
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‎.github/workflows/build.sh‎

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‎.github/workflows/build.yml‎

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on:
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push:
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branches:
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- main
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pull_request:
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types: [opened, synchronize, reopened]
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name: Build
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env:
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FORCE_JAVASCRIPT_ACTIONS_TO_NODE24: true
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jobs:
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build:
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name: Build & Test
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runs-on: macos-26
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steps:
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- name: Checkout repository
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uses: actions/checkout@v5
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- name: Set up Homebrew
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id: set-up-homebrew
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uses: Homebrew/actions/setup-homebrew@main
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- name: Install dependencies
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run: bash ./.github/workflows/scripts/brew.sh
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- name: Build C++ Libraries
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run: bash ./scripts/build_dep.sh
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- name: Select Xcode version
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run: sudo xcode-select -switch /Applications/Xcode.app
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- name: Run tests
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run: >
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OTHER_CFLAGS="-fprofile-instr-generate -fcoverage-mapping"
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OTHER_CPLUSPLUSFLAGS="-fprofile-instr-generate -fcoverage-mapping"
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OTHER_SWIFT_FLAGS="-profile-generate -profile-coverage-mapping"
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LLVM_PROFILE_FILE="/tmp/coverage.profraw"
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CODE_SIGN_IDENTITY="" CODE_SIGNING_REQUIRED=NO
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xcodebuild
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-scheme tests
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-destination 'platform=macOS'
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-resultBundlePath TestResult/
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-enableCodeCoverage YES
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-derivedDataPath "${RUNNER_TEMP}/Build/DerivedData"
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-parallelizeTargets
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-jobs "$(sysctl -n hw.logicalcpu)"
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HEADER_SEARCH_PATHS="./external/libpqxx/include/pqxx/internal ./external/libpqxx/include/ ./external/libpqxx/build/include/ ./external/"
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LIBRARY_SEARCH_PATHS="./external/libpqxx/src/ ./external/libpqxx/build/src/"
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OTHER_LDFLAGS="-L./external/libpqxx/build/src -lpqxx -lpq -L$(brew --prefix pkgconf)/lib -L$(brew --prefix pkgconf)/lib/pkgconfig -L$(brew --prefix postgresql@18)/lib/postgresql -L$(brew --prefix postgresql@18)/lib/postgresql/pgxs -L$(brew --prefix postgresql@18)/lib/postgresql/pkgconfig"
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clean build test
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| xcpretty -r junit && exit ${PIPESTATUS[0]}
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- name: Convert coverage report to sonarqube format
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run: >
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bash ./.github/workflows/scripts/xccov-to-sonarqube-generic.sh *.xcresult/ > sonarqube-generic-coverage.xml
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- name: Upload coverage report
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uses: actions/upload-artifact@v7
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with:
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name: sonarqube-coverage
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path: sonarqube-generic-coverage.xml
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retention-days: 1

.github/workflows/brew.sh renamed to .github/workflows/scripts/brew.sh

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.github/workflows/cpp_coverage.sh renamed to .github/workflows/scripts/cpp_coverage.sh

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.github/workflows/xccov-to-sonarqube-generic.sh renamed to .github/workflows/scripts/xccov-to-sonarqube-generic.sh

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‎.github/workflows/sonar.yml‎

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on:
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# Triggered on completion of the Build workflow so we can consume its
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# coverage artifact. workflow_run fires regardless of whether the upstream
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# was triggered by push or pull_request.
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workflow_run:
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workflows: ["Build"]
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types: [completed]
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name: SonarCloud Scan
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env:
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BUILD_TYPE: Release
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BUILD_WRAPPER_OUT_DIR: build_wrapper_output_directory # Directory where build-wrapper output will be placed
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# Opt into Node.js 24 for JavaScript actions ahead of the June 2026 default switch.
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FORCE_JAVASCRIPT_ACTIONS_TO_NODE24: true
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jobs:
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sonar-scan:
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name: SonarCloud Scan
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runs-on: ubuntu-latest
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# Only run if the upstream Build workflow succeeded.
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if: ${{ github.event.workflow_run.conclusion == 'success' }}
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steps:
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# Check out the same commit the Build workflow ran against. workflow_run
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# otherwise defaults to the default branch.
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- name: Checkout repository on branch
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uses: actions/checkout@v5
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with:
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ref: ${{ github.event.workflow_run.head_sha }}
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fetch-depth: 0
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- name: Check compiler version, for debugging
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run: |
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g++ --version
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cmake --version
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- name: Build C++ Libraries
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run: >
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sh ./scripts/build.sh
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- name: Install Python 3.12 for gcovr
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uses: actions/setup-python@v6
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with:
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python-version: 3.12
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# Gcovr provides a utility for managing the use of the GNU gcov utility and generating
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# summarized code coverage results. This command is inspired by the Python coverage.py
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# package, which provides a similar utility for Python.
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# https://pypi.org/project/gcovr/
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- name: Install gcovr
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run: |
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pip install gcovr==8.3
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# SonarQube Server and Cloud (formerly SonarQube and SonarCloud) is a widely used static
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# analysis solution for continuous code quality and security inspection.
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# This action now supports and is the official entrypoint for scanning C++ projects via GitHub actions.
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# https://github.com/SonarSource/sonarqube-scan-action
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- name: Install Build Wrapper
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uses: SonarSource/sonarqube-scan-action/install-build-wrapper@v4.2.1
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# This step installs the SonarQube build wrapper, which is necessary for analyzing C/C++ projects.
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# Cross-workflow artifact download. v4 requires run-id and github-token
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# when fetching from a different workflow run. The artifact lands at
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# ./artifact/sonarqube-generic-coverage.xml so the existing
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# sonar.coverageReportPaths argument keeps working unchanged.
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- name: Download coverage artifact from Build workflow
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uses: actions/download-artifact@v5
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with:
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name: sonarqube-coverage
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path: artifact
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run-id: ${{ github.event.workflow_run.id }}
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github-token: ${{ secrets.GITHUB_TOKEN }}
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# Configures the CMake build system, specifying the source directory and build directory, and setting the build type
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- name: Configure CMake
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run: cmake -S ${{github.workspace}} -B ${{github.workspace}}/build -DCMAKE_BUILD_TYPE=${{env.BUILD_TYPE}} -DCMAKE_EXPORT_COMPILE_COMMANDS=ON
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# Runs the build wrapper to capture build commands and outputs them to the specified directory. Then builds the project using CMake
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- name: Run build-wrapper
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run: |
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build-wrapper-linux-x86-64 --out-dir ${{ env.BUILD_WRAPPER_OUT_DIR }} cmake --build ${{github.workspace}}/build --config ${{env.BUILD_TYPE}} --clean-first
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# Performs the SonarQube scan using the scan action. Uses captured build commands for analysis and requires GitHub and SonarQube tokens for authentication
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- name: SonarQube Scan
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uses: SonarSource/sonarqube-scan-action@v4.2.1
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env:
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GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }}
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SONAR_TOKEN: ${{ secrets.SONAR_TOKEN }}
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with:
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args: >
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--define sonar.cfamily.compile-commands="${{ env.BUILD_WRAPPER_OUT_DIR }}/compile_commands.json"
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--define sonar.coverageReportPaths=artifact/sonarqube-generic-coverage.xml

‎.github/workflows/sonarcloud.yml‎

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‎.vscode/c_cpp_properties.json‎

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{
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"configurations": [
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{
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"name": "Mac",
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"compileCommands": "${workspaceFolder}/build/compile_commands.json",
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"includePath": [
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"${workspaceFolder}/external/libpqxx/include"
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]
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}
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],
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"version": 4
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}

‎CMakeLists.txt‎

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set(CMAKE_CXX_STANDARD 20)
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set(CMAKE_CXX_STANDARD_REQUIRED ON)
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# Configure libpqxx build
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set(PQXX_LIBRARIES_INSTALL ON)
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set(SKIP_BUILD_TEST ON)
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# Create a library of your project's code
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add_library(BacktestingEngineLib STATIC ${SOURCES})
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# Link against pqxx
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target_link_libraries(BacktestingEngineLib pqxx)
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# Configure OpenMP. On Apple, provide Homebrew libomp hints before discovery.
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if(APPLE)
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set(OpenMP_C_FLAGS "-Xclang -fopenmp")
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set(OpenMP_CXX_FLAGS "-Xclang -fopenmp")
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set(OpenMP_C_LIB_NAMES "omp")
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set(OpenMP_CXX_LIB_NAMES "omp")
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set(OpenMP_omp_LIBRARY /opt/homebrew/opt/libomp/lib/libomp.dylib)
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target_include_directories(BacktestingEngineLib PRIVATE /opt/homebrew/opt/libomp/include)
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endif()
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find_package(OpenMP REQUIRED)
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target_link_libraries(BacktestingEngineLib PUBLIC pqxx OpenMP::OpenMP_CXX)
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# Main executable
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add_executable(BacktestingEngine source/main.cpp)

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