10 create end to end trade management logic

.github/workflows/build.yml

@@ -0,0 +1,65 @@
+on:
+  push:
+    branches:
+      - main
+  pull_request:
+      types: [opened, synchronize, reopened]
+
+name: Build
+
+env:
+  FORCE_JAVASCRIPT_ACTIONS_TO_NODE24: true 
+
+jobs:
+  build:
+    name: Build & Test
+    runs-on: macos-26
+
+    steps:
+    - name: Checkout repository
+      uses: actions/checkout@v5
+
+    - name: Set up Homebrew
+      id: set-up-homebrew
+      uses: Homebrew/actions/setup-homebrew@main
+
+    - name: Install dependencies
+      run: bash ./.github/workflows/scripts/brew.sh
+
+    - name: Build C++ Libraries
+      run: bash ./scripts/build_dep.sh
+
+    - name: Select Xcode version
+      run: sudo xcode-select -switch /Applications/Xcode.app
+
+    - name: Run tests
+      run: >
+          OTHER_CFLAGS="-fprofile-instr-generate -fcoverage-mapping"
+          OTHER_CPLUSPLUSFLAGS="-fprofile-instr-generate -fcoverage-mapping"
+          OTHER_SWIFT_FLAGS="-profile-generate -profile-coverage-mapping"
+          LLVM_PROFILE_FILE="/tmp/coverage.profraw"
+          CODE_SIGN_IDENTITY="" CODE_SIGNING_REQUIRED=NO
+          xcodebuild
+          -scheme tests
+          -destination 'platform=macOS'
+          -resultBundlePath TestResult/ 
+          -enableCodeCoverage YES 
+          -derivedDataPath "${RUNNER_TEMP}/Build/DerivedData" 
+          -parallelizeTargets
+          -jobs "$(sysctl -n hw.logicalcpu)"
+          HEADER_SEARCH_PATHS="./external/libpqxx/include/pqxx/internal ./external/libpqxx/include/ ./external/libpqxx/build/include/ ./external/"
+          LIBRARY_SEARCH_PATHS="./external/libpqxx/src/ ./external/libpqxx/build/src/"
+          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"
+          clean build test
+          | xcpretty -r junit && exit ${PIPESTATUS[0]}
+
+    - name: Convert coverage report to sonarqube format
+      run: >
+          bash ./.github/workflows/scripts/xccov-to-sonarqube-generic.sh *.xcresult/ > sonarqube-generic-coverage.xml
+
+    - name: Upload coverage report
+      uses: actions/upload-artifact@v7
+      with:
+        name: sonarqube-coverage
+        path: sonarqube-generic-coverage.xml
+        retention-days: 1

.github/workflows/sonar.yml

@@ -0,0 +1,88 @@
+on:
+  # Triggered on completion of the Build workflow so we can consume its
+  # coverage artifact. workflow_run fires regardless of whether the upstream
+  # was triggered by push or pull_request.
+  workflow_run:
+    workflows: ["Build"]
+    types: [completed]
+
+name: SonarCloud Scan
+
+env:
+  BUILD_TYPE: Release
+  BUILD_WRAPPER_OUT_DIR: build_wrapper_output_directory # Directory where build-wrapper output will be placed
+  # Opt into Node.js 24 for JavaScript actions ahead of the June 2026 default switch.
+  FORCE_JAVASCRIPT_ACTIONS_TO_NODE24: true
+
+jobs:
+
+  sonar-scan:
+    name: SonarCloud Scan
+    runs-on: ubuntu-latest
+    # Only run if the upstream Build workflow succeeded.
+    if: ${{ github.event.workflow_run.conclusion == 'success' }}
+    steps:
+      # Check out the same commit the Build workflow ran against. workflow_run
+      # otherwise defaults to the default branch.
+      - name: Checkout repository on branch
+        uses: actions/checkout@v5
+        with:
+          ref: ${{ github.event.workflow_run.head_sha }}
+          fetch-depth: 0
+      - name: Check compiler version, for debugging
+        run: |
+          g++ --version
+          cmake --version
+      - name: Build C++ Libraries
+        run: >
+            sh ./scripts/build.sh
+      - name: Install Python 3.12 for gcovr
+        uses: actions/setup-python@v6
+        with:
+          python-version: 3.12
+      # Gcovr provides a utility for managing the use of the GNU gcov utility and generating
+      # summarized code coverage results. This command is inspired by the Python coverage.py
+      # package, which provides a similar utility for Python.
+      # https://pypi.org/project/gcovr/
+      - name: Install gcovr
+        run: |
+          pip install gcovr==8.3
+      # SonarQube Server and Cloud (formerly SonarQube and SonarCloud) is a widely used static
+      # analysis solution for continuous code quality and security inspection.
+      # This action now supports and is the official entrypoint for scanning C++ projects via GitHub actions.
+      # https://github.com/SonarSource/sonarqube-scan-action
+      - name: Install Build Wrapper
+        uses: SonarSource/sonarqube-scan-action/install-build-wrapper@v4.2.1
+        # This step installs the SonarQube build wrapper, which is necessary for analyzing C/C++ projects.
+
+      # Cross-workflow artifact download. v4 requires run-id and github-token
+      # when fetching from a different workflow run. The artifact lands at
+      # ./artifact/sonarqube-generic-coverage.xml so the existing
+      # sonar.coverageReportPaths argument keeps working unchanged.
+      - name: Download coverage artifact from Build workflow
+        uses: actions/download-artifact@v5
+        with:
+          name: sonarqube-coverage
+          path: artifact
+          run-id: ${{ github.event.workflow_run.id }}
+          github-token: ${{ secrets.GITHUB_TOKEN }}
+
+      # Configures the CMake build system, specifying the source directory and build directory, and setting the build type
+      - name: Configure CMake
+        run: cmake -S ${{github.workspace}} -B ${{github.workspace}}/build -DCMAKE_BUILD_TYPE=${{env.BUILD_TYPE}} -DCMAKE_EXPORT_COMPILE_COMMANDS=ON
+
+      # Runs the build wrapper to capture build commands and outputs them to the specified directory. Then builds the project using CMake
+      - name: Run build-wrapper
+        run: |
+          build-wrapper-linux-x86-64 --out-dir ${{ env.BUILD_WRAPPER_OUT_DIR }} cmake --build ${{github.workspace}}/build --config ${{env.BUILD_TYPE}} --clean-first
+
+      # Performs the SonarQube scan using the scan action. Uses captured build commands for analysis and requires GitHub and SonarQube tokens for authentication
+      - name: SonarQube Scan
+        uses: SonarSource/sonarqube-scan-action@v4.2.1
+        env:
+          GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }}
+          SONAR_TOKEN: ${{ secrets.SONAR_TOKEN  }}
+        with:
+          args: >
+            --define sonar.cfamily.compile-commands="${{ env.BUILD_WRAPPER_OUT_DIR }}/compile_commands.json"
+            --define sonar.coverageReportPaths=artifact/sonarqube-generic-coverage.xml

.vscode/c_cpp_properties.json

@@ -0,0 +1,12 @@
+{
+    "configurations": [
+        {
+            "name": "Mac",
+            "compileCommands": "${workspaceFolder}/build/compile_commands.json",
+            "includePath": [
+                "${workspaceFolder}/external/libpqxx/include"
+            ]
+        }
+    ],
+    "version": 4
+}

CMakeLists.txt

@@ -14,7 +14,6 @@ project(BacktestingEngine)
 set(CMAKE_CXX_STANDARD 20)
 set(CMAKE_CXX_STANDARD_REQUIRED ON)
 
-
 # Configure libpqxx build
 set(PQXX_LIBRARIES_INSTALL ON)
 set(SKIP_BUILD_TEST ON)
@@ -51,8 +50,18 @@ file(GLOB_RECURSE SOURCES "source/*.cpp")
 # Create a library of your project's code
 add_library(BacktestingEngineLib STATIC ${SOURCES})
 
-# Link against pqxx
-target_link_libraries(BacktestingEngineLib pqxx)
+# Configure OpenMP. On Apple, provide Homebrew libomp hints before discovery.
+if(APPLE)
+    set(OpenMP_C_FLAGS "-Xclang -fopenmp")
+    set(OpenMP_CXX_FLAGS "-Xclang -fopenmp")
+    set(OpenMP_C_LIB_NAMES "omp")
+    set(OpenMP_CXX_LIB_NAMES "omp")
+    set(OpenMP_omp_LIBRARY /opt/homebrew/opt/libomp/lib/libomp.dylib)
+    target_include_directories(BacktestingEngineLib PRIVATE /opt/homebrew/opt/libomp/include)
+endif()
+
+find_package(OpenMP REQUIRED)
+target_link_libraries(BacktestingEngineLib PUBLIC pqxx OpenMP::OpenMP_CXX)
 
 # Main executable
 add_executable(BacktestingEngine source/main.cpp)