Added scaffolding for a random trading strategy

Author: mccaffers

CMakeLists.txt

@@ -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
 )
 

backtesting-engine-cpp.xcodeproj/project.pbxproj

@@ -33,6 +33,8 @@
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 		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 */
 
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@@ -1254,6 +1256,8 @@
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 		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>"; };
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@@ -1388,6 +1392,7 @@
 		9470B5A22C8C5AD0007D9CC6 /* source */ = {
 			isa = PBXGroup;
 			children = (
+				94D6010F2FA9CD700066F51A /* strategies */,
 				94674B8C2D533E7800973137 /* models */,
 				94674B862D533B4000973137 /* trading */,
 				941B54982D3BBAD800E3BF64 /* trading_definitions */,
@@ -3494,9 +3499,26 @@
 			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 = (
+				94D601122FA9CD890066F51A /* randomStrategy.hpp */,
+			);
+			path = strategies;
+			sourceTree = "<group>";
+		};
 		94DE4F772C8C3E7C00FE48FF /* include */ = {
 			isa = PBXGroup;
 			children = (
+				94D601132FA9CD890066F51A /* strategies */,
 				94674B842D533B2F00973137 /* trading */,
 				942966D72D48E84100532862 /* models */,
 				94B8C7932D3D770800E17EB6 /* utilities */,
@@ -3616,6 +3638,7 @@
 				940A61132C92CE210083FEB8 /* configManager.cpp in Sources */,
 				94724A842F8B92C10029B940 /* operations.cpp in Sources */,
 				940A61172C92CE960083FEB8 /* serviceA.cpp in Sources */,
+				94D601112FA9CD700066F51A /* randomStrategy.cpp in Sources */,
 			);
 			runOnlyForDeploymentPostprocessing = 0;
 		};
@@ -3630,6 +3653,7 @@
 				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 */,

include/strategies/randomStrategy.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 <optional>
+#include <random>
+#include "models/priceData.hpp"
+#include "models/trade.hpp"                       // for Direction enum
+#include "trading_definitions/strategy.hpp"
+
+// A trivial strategy: on every tick it flips a fair coin and returns
+// LONG or SHORT. Intended as scaffolding for the strategy interface,
+// not as a real trading approach.
+//
+// C# parallels for readers from a C# background:
+//   - `class` here is a value/owning type managed via stack or
+//     std::unique_ptr — there is no GC. Lifetime is explicit.
+//   - `explicit` on a single-arg constructor disables implicit
+//     conversion (C# constructors are always explicit, so this is
+//     just C++ catching up to the default C# behaviour).
+//   - `std::mt19937` is the modern C++ RNG engine; it replaces the
+//     globally-shared `std::rand()` used elsewhere in this codebase
+//     and gives us the option of seeding for reproducible backtests.
+class RandomStrategy {
+public:
+    explicit RandomStrategy(const trading_definitions::Strategy& strategyConfig);
+
+    // Returns `std::nullopt` to mean "no signal — don't trade". The
+    // random strategy always returns a direction, but the interface
+    // matches future strategies that only fire on certain conditions.
+    // `std::optional<T>` is roughly C#'s `Nullable<T>` / `T?` — a
+    // value type that may or may not hold a T, with no heap allocation.
+    //
+    // Not const because the RNG engine mutates its internal state on
+    // each call. The `tick` parameter is unused today but keeps the
+    // interface stable for strategies that will look at price.
+    std::optional<Direction> decide(const PriceData& tick);
+
+private:
+    trading_definitions::Strategy config;
+    std::mt19937 rng;
+    std::bernoulli_distribution coin;
+};

source/operations.cpp

@@ -15,21 +15,26 @@
 #include <ctime>
 #include <boost/decimal.hpp>
 #include "tradeManager.hpp"
+#include "strategies/randomStrategy.hpp"
 
 void Operations::run(const std::vector<PriceData>& ticks,
                      const trading_definitions::Configuration& config) {
 
     // Create
     auto tradeManager = new TradeManager();
-        
+    RandomStrategy strategy(config.STRATEGY);
+
     for (const auto& tick : ticks) {
 
         size_t openTrades = tradeManager->reviewAccount();
-        
-        // this would be strategy invoke point
+
+        // strategy invoke point: ask the strategy for a signal. If it
+        // returns std::nullopt the strategy is saying "no trade".
         if (openTrades == 0) {
-            std::string tradeId = tradeManager->openTrade(tick, config.STRATEGY.TRADING_VARIABLES.TRADING_SIZE, Direction::LONG);
-            std::cout << "Opened trade: " << tradeId << std::endl;
+            if (auto signal = strategy.decide(tick)) {
+                std::string tradeId = tradeManager->openTrade(tick, config.STRATEGY.TRADING_VARIABLES.TRADING_SIZE, *signal);
+                std::cout << "Opened trade: " << tradeId << std::endl;
+            }
         }
 
         // this would be a position manager review point

source/strategies/randomStrategy.cpp

@@ -0,0 +1,21 @@
+// Backtesting Engine in C++
+//
+// (c) 2026 Ryan McCaffery | https://mccaffers.com
+// This code is licensed under MIT license (see LICENSE.txt for details)
+// ---------------------------------------
+
+#include "strategies/randomStrategy.hpp"
+
+// Member initialiser list (the bit after the `:`) runs in declaration
+// order, not the order written here — same caveat called out in
+// trade.hpp. The C# equivalent would be field initialisers plus a
+// constructor body, but C++ prefers the initialiser list because it
+// constructs members directly rather than default-then-assign.
+RandomStrategy::RandomStrategy(const trading_definitions::Strategy& strategyConfig)
+    : config(strategyConfig),
+      rng(std::random_device{}()),   // seed once from the OS entropy source
+      coin(0.5) {}
+
+std::optional<Direction> RandomStrategy::decide(const PriceData& /*tick*/) {
+    return coin(rng) ? Direction::LONG : Direction::SHORT;
+}