Add account balance, mark-to-market loss limits and fail-fast run cutoff; codebase hardening from code review

CMakeLists.txt

@@ -1,12 +1,13 @@
 cmake_minimum_required(VERSION 3.30)
 
 # CMAKE_OSX_SYSROOT is a macOS-specific setting that specifies the SDK path.
-# This is ignored on non-Apple platforms, so it's safe to include in cross-platform builds.
-execute_process(
-    COMMAND xcrun --show-sdk-path
-    OUTPUT_VARIABLE CMAKE_OSX_SYSROOT
-    OUTPUT_STRIP_TRAILING_WHITESPACE
-)
+if(APPLE)
+    execute_process(
+        COMMAND xcrun --show-sdk-path
+        OUTPUT_VARIABLE CMAKE_OSX_SYSROOT
+        OUTPUT_STRIP_TRAILING_WHITESPACE
+    )
+endif()
 
 project(BacktestingEngine)
 
@@ -34,8 +35,19 @@ set(CMAKE_MESSAGE_LOG_LEVEL "WARNING")
 # Build libpqxx from source
 add_subdirectory(external/libpqxx EXCLUDE_FROM_ALL)
 
-# Include directories
-include_directories(
+# Collect all .cpp files in the src directory
+file(GLOB_RECURSE SOURCES "source/*.cpp")
+
+# main.cpp belongs to the executable only — keeping it in the library too
+# means it gets compiled twice and the lib carries a competing main().
+list(REMOVE_ITEM SOURCES ${CMAKE_SOURCE_DIR}/source/main.cpp)
+
+# Create a library of your project's code
+add_library(BacktestingEngineLib STATIC ${SOURCES})
+
+# Include directories — PUBLIC so they propagate to the executable (and any
+# other consumer) through target_link_libraries.
+target_include_directories(BacktestingEngineLib PUBLIC
     ${CMAKE_SOURCE_DIR}/include
     ${CMAKE_SOURCE_DIR}/include/commands
     ${CMAKE_SOURCE_DIR}/include/utilities
@@ -47,22 +59,23 @@ include_directories(
     ${CMAKE_SOURCE_DIR}/external
 )
 
-# Collect all .cpp files in the src directory
-file(GLOB_RECURSE SOURCES "source/*.cpp")
-
-# Create a library of your project's code
-add_library(BacktestingEngineLib STATIC ${SOURCES})
-
 # Configure OpenMP. On Apple, provide Homebrew libomp hints before discovery.
+# brew --prefix resolves the right location on both Apple Silicon
+# (/opt/homebrew) and Intel (/usr/local).
 if(APPLE)
+    execute_process(
+        COMMAND brew --prefix libomp
+        OUTPUT_VARIABLE LIBOMP_PREFIX
+        OUTPUT_STRIP_TRAILING_WHITESPACE
+    )
     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)
-    find_package(OpenMP REQUIRED)
-    target_include_directories(BacktestingEngineLib PRIVATE /opt/homebrew/opt/libomp/include)
+    set(OpenMP_omp_LIBRARY ${LIBOMP_PREFIX}/lib/libomp.dylib)
+    target_include_directories(BacktestingEngineLib PRIVATE ${LIBOMP_PREFIX}/include)
 endif()
+find_package(OpenMP REQUIRED)
 
 # Boost (Homebrew) — Boost.Redis is header-only but its implementation is
 # compiled into one dedicated TU via <boost/redis/src.hpp> (source/
@@ -82,7 +95,6 @@ target_link_libraries(BacktestingEngineLib PUBLIC
 add_subdirectory(external/boost-decimal)
 target_link_libraries(BacktestingEngineLib PUBLIC Boost::decimal)
 
-find_package(OpenMP REQUIRED)
 target_link_libraries(BacktestingEngineLib PUBLIC pqxx OpenMP::OpenMP_CXX)
 
 # Main executable

backtesting-engine-cpp.xcodeproj/project.pbxproj

@@ -7,10 +7,6 @@
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-		940A61132C92CE210083FEB8 /* configManager.cpp in Sources */ = {isa = PBXBuildFile; fileRef = 940A61112C92CE210083FEB8 /* configManager.cpp */; };
-		940A61142C92CE210083FEB8 /* configManager.cpp in Sources */ = {isa = PBXBuildFile; fileRef = 940A61112C92CE210083FEB8 /* configManager.cpp */; };
-		940A61172C92CE960083FEB8 /* serviceA.cpp in Sources */ = {isa = PBXBuildFile; fileRef = 940A61152C92CE960083FEB8 /* serviceA.cpp */; };
-		940A61182C92CE960083FEB8 /* serviceA.cpp in Sources */ = {isa = PBXBuildFile; fileRef = 940A61152C92CE960083FEB8 /* serviceA.cpp */; };
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@@ -41,8 +37,6 @@
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 		94674B8A2D533BDA00973137 /* tradeManager.mm in Sources */ = {isa = PBXBuildFile; fileRef = 94674B892D533BDA00973137 /* tradeManager.mm */; };
-		94674B8D2D533E7800973137 /* trade.cpp in Sources */ = {isa = PBXBuildFile; fileRef = 94674B8B2D533E7800973137 /* trade.cpp */; };
-		94674B8E2D533E7800973137 /* trade.cpp in Sources */ = {isa = PBXBuildFile; fileRef = 94674B8B2D533E7800973137 /* trade.cpp */; };
 		946EFF7E2FB9F44E008D9647 /* reporting.cpp in Sources */ = {isa = PBXBuildFile; fileRef = 946EFF7D2FB9F44E008D9647 /* reporting.cpp */; };
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 		9470B5A42C8C5AD0007D9CC6 /* main.cpp in Sources */ = {isa = PBXBuildFile; fileRef = 9470B5A32C8C5AD0007D9CC6 /* main.cpp */; };
@@ -75,10 +69,6 @@
 
 /* Begin PBXFileReference section */
 		9409A61B2FAA6411002C30FF /* strategy.hpp */ = {isa = PBXFileReference; lastKnownFileType = sourcecode.cpp.h; path = strategy.hpp; sourceTree = "<group>"; };
-		940A61112C92CE210083FEB8 /* configManager.cpp */ = {isa = PBXFileReference; lastKnownFileType = sourcecode.cpp.cpp; path = configManager.cpp; sourceTree = "<group>"; };
-		940A61122C92CE210083FEB8 /* configManager.hpp */ = {isa = PBXFileReference; lastKnownFileType = sourcecode.cpp.h; path = configManager.hpp; sourceTree = "<group>"; };
-		940A61152C92CE960083FEB8 /* serviceA.cpp */ = {isa = PBXFileReference; lastKnownFileType = sourcecode.cpp.cpp; path = serviceA.cpp; sourceTree = "<group>"; };
-		940A61162C92CE960083FEB8 /* serviceA.hpp */ = {isa = PBXFileReference; lastKnownFileType = sourcecode.cpp.h; path = serviceA.hpp; sourceTree = "<group>"; };
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@@ -126,7 +116,6 @@
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 		94674B892D533BDA00973137 /* tradeManager.mm */ = {isa = PBXFileReference; lastKnownFileType = sourcecode.cpp.objcpp; path = tradeManager.mm; sourceTree = "<group>"; };
-		94674B8B2D533E7800973137 /* trade.cpp */ = {isa = PBXFileReference; lastKnownFileType = sourcecode.cpp.cpp; path = trade.cpp; sourceTree = "<group>"; };
 		94674BA02D533B2F00973137 /* exitRules.hpp */ = {isa = PBXFileReference; lastKnownFileType = sourcecode.cpp.h; path = exitRules.hpp; sourceTree = "<group>"; };
 		94674BA12F8B92C10029B940 /* reviewStopAndLimit.hpp */ = {isa = PBXFileReference; lastKnownFileType = sourcecode.cpp.h; path = reviewStopAndLimit.hpp; sourceTree = "<group>"; };
 		94685CCE2D384A8B00863D04 /* json.hpp */ = {isa = PBXFileReference; lastKnownFileType = sourcecode.cpp.h; path = json.hpp; sourceTree = "<group>"; };
@@ -1455,7 +1444,6 @@
 		94674B8C2D533E7800973137 /* models */ = {
 			isa = PBXGroup;
 			children = (
-				94674B8B2D533E7800973137 /* trade.cpp */,
 			);
 			path = models;
 			sourceTree = "<group>";
@@ -1484,8 +1472,6 @@
 				942FDDDF2FC5C8B20096F318 /* tradingResults.cpp */,
 				942EC5662FBEF95000CCBB5D /* redisRunner.cpp */,
 				9470B5A32C8C5AD0007D9CC6 /* main.cpp */,
-				940A61112C92CE210083FEB8 /* configManager.cpp */,
-				940A61152C92CE960083FEB8 /* serviceA.cpp */,
 				94CD8B9F2D2E8CE500041BBA /* databaseConnection.cpp */,
 				941408AD2D59F93F000ED1F9 /* sqlManager.cpp */,
 				94724A822F8B92C10029B940 /* operations.cpp */,
@@ -3641,10 +3627,8 @@
 				942EC55E2FBEF93A00CCBB5D /* backtestRunner.hpp */,
 				942EC55F2FBEF93A00CCBB5D /* redisLoader.hpp */,
 				942EC5602FBEF93A00CCBB5D /* redisRunner.hpp */,
-				940A61162C92CE960083FEB8 /* serviceA.hpp */,
 				943398222D57E52900287A2D /* jsonParser.hpp */,
 				942FDDDD2FC5C8A30096F318 /* tradingResults.hpp */,
-				940A61122C92CE210083FEB8 /* configManager.hpp */,
 				941408B02D59F954000ED1F9 /* sqlManager.hpp */,
 				94724A852F8B92E30029B940 /* operations.hpp */,
 				94CD8B9E2D2E8CE500041BBA /* databaseConnection.hpp */,
@@ -3757,16 +3741,13 @@
 				94829FC52FCC1D1A00710E6E /* env.cpp in Sources */,
 				942EC56C2FBEF95000CCBB5D /* redisRunner.cpp in Sources */,
 				94280BA32D2FC00200F1CF56 /* base64.cpp in Sources */,
-				94674B8E2D533E7800973137 /* trade.cpp in Sources */,
 				943770402FD42FC000317424 /* elasticClient.cpp in Sources */,
 				941B549B2D3BBADE00E3BF64 /* trading_definitions_json.cpp in Sources */,
 				946EFF7E2FB9F44E008D9647 /* reporting.cpp in Sources */,
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 				94CD8BA02D2E8CE500041BBA /* databaseConnection.cpp in Sources */,
 				942EC5622FBEF94700CCBB5D /* redisConnection.cpp in Sources */,
-				940A61132C92CE210083FEB8 /* configManager.cpp in Sources */,
 				94724A842F8B92C10029B940 /* operations.cpp in Sources */,
-				940A61172C92CE960083FEB8 /* serviceA.cpp in Sources */,
 				94D601112FA9CD700066F51A /* randomStrategy.cpp in Sources */,
 			);
 			runOnlyForDeploymentPostprocessing = 0;
@@ -3785,23 +3766,20 @@
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 				942EC5692FBEF95000CCBB5D /* redisRunner.cpp in Sources */,
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-				94674B8D2D533E7800973137 /* trade.cpp in Sources */,
 				943770462FD4396F00317424 /* boostRedisImpl.cpp in Sources */,
 				941B549A2D3BBADE00E3BF64 /* trading_definitions_json.cpp in Sources */,
 				94D3A7292FC1B41500EBEA32 /* runCommand.cpp in Sources */,
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 				9470B5B62C8C5BFD007D9CC6 /* main.cpp in Sources */,
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-				940A61142C92CE210083FEB8 /* configManager.cpp in Sources */,
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include/databaseConnection.hpp

@@ -18,7 +18,6 @@ class DatabaseConnection {
                         const std::string& user = "admin",
                         const std::string& password = "");
 
-  void printResults(const std::vector<PriceData>& results) const;
   std::vector<PriceData> executeQuery(const std::string& query) const;
 
   const std::string& getConnectionString() const {

include/models/trade.hpp

@@ -40,11 +40,25 @@ struct Trade {
     // Pip-PnL = price difference * scalingFactor * size (sign flipped for SHORT).
     boost::decimal::decimal64_t pnl;
 
+    // Mark-to-market state while the trade is open, maintained by
+    // TradeManager: the most recent close-side price seen for this symbol and
+    // the floating PnL at that price. Feeds the account loss limit, and
+    // lastMarkPrice is the liquidation price if the run is cut off.
+    // floatingPnl is zeroed on close — its value has been realized into pnl.
+    boost::decimal::decimal64_t lastMarkPrice;
+    boost::decimal::decimal64_t floatingPnl;
+
+    // True when the close was forced by the account loss limit (liquidation
+    // at the last marked price) rather than earned via SL/TP or strategy
+    // logic — lets reporting separate forced closes from organic ones.
+    bool liquidated = false;
+
     // Default constructor
     Trade() : entryPrice(0), entryBid(0), entryAsk(0), size(0), direction(Direction::LONG),
               scalingFactor(0), stopDistancePips(0), limitDistancePips(0),
               exitReferencePrice(0),
               closePrice(0), pnl(0),
+              lastMarkPrice(0), floatingPnl(0),
               openTime(std::chrono::system_clock::now()) {}
 
     // Copy constructor
@@ -65,7 +79,9 @@ struct Trade {
           stopDistancePips(0),
           limitDistancePips(0),
           exitReferencePrice(0),
-          pnl(0) {
+          pnl(0),
+          lastMarkPrice(0),
+          floatingPnl(0) {
     }
 
 };

include/reporting/elasticClient.hpp

@@ -8,11 +8,13 @@
 
 #include "tradingResults.hpp"
 
-// Minimal Elasticsearch HTTP client — PUT-only, for indexing TradingResults.
+// Minimal Elasticsearch HTTP client — PUT-only, for indexing run outcomes.
 // Host is read from $ELASTIC_HOST (default http://localhost:9200) with optional
-// HTTP basic auth from $ELASTIC_USER / $ELASTIC_USER_PASSWORD; docs land in
-// index "trading_results" with a freshly generated UUID per put.
+// HTTP basic auth from $ELASTIC_USER / $ELASTIC_USER_PASSWORD. Completed runs
+// land in index "trading_results"; runs cut off early (loss limit) land in
+// "trading_failures". Each doc gets a freshly generated UUID.
 class ElasticClient {
 public:
     static int putTradingResults(const TradingResults& results);
+    static int putTradingFailure(const TradingFailure& failure);
 };