Feat: Complete Wiring, NATS Integration, and Deep IDE Support

quantDIY · quantDIY · commit def3a6ec3982 · 2026-01-26T19:05:07.000-05:00
- Implemented 'quanux.backtest.run' agent tool for orchestrating backtests.
- Enabled NATS loopback: Backtester publishes 'SIM', Node consumes 'SIM'.
- Updated 'execution-node' with NATS subscription logic.
- Added 'NatsBridge::subscribe' for inbound telemetry/data.
- Created 'CMakePresets.json' for unified CLion/VS/VSCode builds.
- Added 'scripts/generate_xcode.sh' and 'scripts/setup_spyder.py'.
- Updated VSCode 'c_cpp_properties.json' and 'tasks.json' for multi-root workspace.
- Documented maintenance procedures in 'server/skills/project_maintenance/SKILL.md'.
- Updated README and Walkthrough with verification steps.
diff --git a/CMakePresets.json b/CMakePresets.json
@@ -0,0 +1,61 @@
+{
+    "version": 3,
+    "cmakeMinimumRequired": {
+        "major": 3,
+        "minor": 20,
+        "patch": 0
+    },
+    "configurePresets": [
+        {
+            "name": "default",
+            "displayName": "Default Config",
+            "description": "Default build using Ninja or Unix Makefiles",
+            "generator": "Unix Makefiles",
+            "binaryDir": "${sourceDir}/build",
+            "cacheVariables": {
+                "CMAKE_BUILD_TYPE": "Debug",
+                "CMAKE_EXPORT_COMPILE_COMMANDS": "ON"
+            }
+        },
+        {
+            "name": "execution-node",
+            "displayName": "Execution Node",
+            "description": "Configure the Execution Node",
+            "binaryDir": "${sourceDir}/execution-node/cpp/build",
+            "generator": "Unix Makefiles",
+            "cacheVariables": {
+                "CMAKE_BUILD_TYPE": "Debug",
+                "CMAKE_EXPORT_COMPILE_COMMANDS": "ON"
+            }
+        },
+        {
+            "name": "backtester",
+            "displayName": "Backtesting Engine",
+            "description": "Configure the Backtesting Engine",
+            "binaryDir": "${sourceDir}/QuanuX-Backtesting-Engine/cpp/build",
+            "generator": "Unix Makefiles",
+            "cacheVariables": {
+                "CMAKE_BUILD_TYPE": "Debug",
+                "CMAKE_EXPORT_COMPILE_COMMANDS": "ON"
+            }
+        }
+    ],
+    "buildPresets": [
+        {
+            "name": "build-node",
+            "displayName": "Build Execution Node",
+            "configurePreset": "default",
+            "targets": [
+                "quanux_node"
+            ]
+        },
+        {
+            "name": "build-backtest",
+            "displayName": "Build Backtester",
+            "configurePreset": "default",
+            "targets": [
+                "quanux_backtest"
+            ]
+        }
+    ]
+}
diff --git a/QuanuX-Backtesting-Engine/cpp/include/engine/BacktestRunner.h b/QuanuX-Backtesting-Engine/cpp/include/engine/BacktestRunner.h
@@ -4,9 +4,14 @@
 
 namespace quanux::engine {
 
+struct BacktestConfig {
+  bool enable_nats = false;
+  std::string nats_url = "nats://localhost:4222";
+};
+
 class BacktestRunner {
 public:
-  void run();
+  void run(const BacktestConfig &config);
 };
 
 } // namespace quanux::engine
diff --git a/QuanuX-Backtesting-Engine/cpp/include/engine/DbnPipeFeeder.h b/QuanuX-Backtesting-Engine/cpp/include/engine/DbnPipeFeeder.h
@@ -11,14 +11,18 @@ class DbnDecoder;
 
 namespace quanux::engine {
 
+// Forward declare NatsReplayer
+class NatsReplayer;
+
 class DbnPipeFeeder {
   SimulatedExchange *exchange_;
+  NatsReplayer *replayer_ = nullptr;
   std::unique_ptr<databento::DbnDecoder> decoder_;
   // Buffer for reading from stdin
   std::vector<uint8_t> read_buffer_;
 
 public:
-  explicit DbnPipeFeeder(SimulatedExchange *exchange);
+  DbnPipeFeeder(SimulatedExchange *exchange, NatsReplayer *replayer = nullptr);
   ~DbnPipeFeeder();
 
   // Run the feeder loop (blocking)
diff --git a/QuanuX-Backtesting-Engine/cpp/src/engine/BacktestRunner.cpp b/QuanuX-Backtesting-Engine/cpp/src/engine/BacktestRunner.cpp
@@ -7,36 +7,27 @@
 
 namespace quanux::engine {
 
-void BacktestRunner::run() {
+void BacktestRunner::run(const BacktestConfig &config) {
   std::cout << "BacktestRunner: Initializing Simulation..." << std::endl;
 
   // 1. Init Components
-  DuckDBFeeder feeder; // Assume default or passed args
   SimulatedExchange exchange;
-  NatsReplayer replayer; // Connects to localhost:4222
+  std::unique_ptr<NatsReplayer> replayer = nullptr;
+
+  if (config.enable_nats) {
+    std::cout << "BacktestRunner: NATS Replay Enabled (" << config.nats_url
+              << ")" << std::endl;
+    replayer = std::make_unique<NatsReplayer>(config.nats_url);
+  }
 
   // 2. Load Strategy (TODO: Dynamic loading)
   std::cout << "BacktestRunner: Loading Strategy..." << std::endl;
 
   // 3. Run Loop
-  // For now, defaulting to Pipe Feeder as requested by user
-  // In production, we'd check flags or isatty(STDIN_FILENO)
-
   std::cout << "BacktestRunner: Starting Pipe Feeder (Stdin)..." << std::endl;
-  DbnPipeFeeder pipe_feeder(&exchange);
+  DbnPipeFeeder pipe_feeder(&exchange, replayer.get());
   pipe_feeder.run();
 
-  /* Replay Logic (Disabled in favor of Pipe for this demo)
-  std::cout << "BacktestRunner: Starting Replay..." << std::endl;
-  for (int i = 0; i < 100; i++) {
-      uint64_t now = 1000000 + i * 1000;
-      double price = 5000.0 + (i % 10);
-      exchange.on_market_data(i, (int64_t)(price * 1000000), 10, true, true);
-      replayer.publish_tick("ES", now, price, 10, true);
-      std::this_thread::sleep_for(std::chrono::milliseconds(10));
-  }
-  */
-
   std::cout << "BacktestRunner: Simulation Complete." << std::endl;
 }
 
diff --git a/QuanuX-Backtesting-Engine/cpp/src/engine/DbnPipeFeeder.cpp b/QuanuX-Backtesting-Engine/cpp/src/engine/DbnPipeFeeder.cpp
@@ -1,4 +1,5 @@
 #include "engine/DbnPipeFeeder.h"
+#include "engine/NatsReplayer.h"
 #include <databento/dbn.hpp>
 #include <databento/dbn_decoder.hpp>
 #include <databento/ireadable.hpp> // Ensure this matches include path
@@ -36,8 +37,9 @@ class StdinReadable : public databento::IReadable {
   }
 };
 
-DbnPipeFeeder::DbnPipeFeeder(SimulatedExchange *exchange)
-    : exchange_(exchange) {
+DbnPipeFeeder::DbnPipeFeeder(SimulatedExchange *exchange,
+                             NatsReplayer *replayer)
+    : exchange_(exchange), replayer_(replayer) {
   // Transfer ownership of StdinReadable to DbnDecoder
   decoder_ = std::make_unique<databento::DbnDecoder>(
       std::make_unique<StdinReadable>());
@@ -60,11 +62,17 @@ void DbnPipeFeeder::run() {
           reinterpret_cast<const databento::MboMsg *>(&record->Header());
 
       bool is_bid = (mbo->side == databento::Side::Bid);
-      bool is_add = (mbo->action == databento::Action::Add);
+      // bool is_add = (mbo->action == databento::Action::Add);
 
       if (mbo->action == databento::Action::Add) {
         exchange_->on_market_data(mbo->order_id, mbo->price, mbo->size, is_bid,
                                   true);
+        if (replayer_) {
+          // Re-broadcast add (TODO: Use proper symbol from metadata)
+          replayer_->publish_tick(
+              "SIM", mbo->hd.ts_event.time_since_epoch().count(),
+              (double)mbo->price / 1000000000.0, mbo->size, is_bid);
+        }
       } else if (mbo->action == databento::Action::Cancel) {
         exchange_->on_market_data(mbo->order_id, 0, 0, is_bid, false);
       }
diff --git a/QuanuX-Backtesting-Engine/cpp/src/main.cpp b/QuanuX-Backtesting-Engine/cpp/src/main.cpp
@@ -1,11 +1,24 @@
 #include "engine/BacktestRunner.h"
 #include <iostream>
 
+#include <string>
+
 int main(int argc, char **argv) {
   std::cout << "Starting QuanuX Backtester..." << std::endl;
 
+  quanux::engine::BacktestConfig config;
+
+  for (int i = 1; i < argc; ++i) {
+    std::string arg = argv[i];
+    if (arg == "--nats" || arg == "--replay") {
+      config.enable_nats = true;
+    } else if (arg == "--nats-url" && i + 1 < argc) {
+      config.nats_url = argv[++i];
+    }
+  }
+
   quanux::engine::BacktestRunner runner;
-  runner.run();
+  runner.run(config);
 
   return 0;
 }
diff --git a/README.md b/README.md
@@ -158,6 +158,15 @@ pip install -r requirements.txt
 pnpm install
 ```
 
+### 3. Development Environment Setup
+QuanuX supports a **Polyglot Development Experience**:
+*   **VSCode**: Native support via `.vscode` configuration (C++, Python, React).
+*   **CLion / Visual Studio**: Standardized `CMakePresets.json` for C++ components.
+*   **Xcode**: Helpers to generate `.xcodeproj` files.
+*   **Spyder**: Helpers to initialize `.spyproject` configuration.
+
+To configure your preferred IDE, check `server/skills/project_maintenance/SKILL.md` or use the helper scripts in `scripts/`.
+
 ### 4. Configuration
 
 QuanuX uses the OS Keyring to securely store API keys.
diff --git a/execution-node/cpp/include/nats_bridge.h b/execution-node/cpp/include/nats_bridge.h
@@ -1,4 +1,5 @@
 #pragma once
+#include <functional>
 #include <nats.h>
 #include <string>
 
@@ -14,4 +15,8 @@ class NatsBridge {
   void publish_trade(uint64_t order_id, double price, double quantity);
   void publish_market_data(const std::string &symbol, double price, double size,
                            bool is_trade);
+
+  // Subscription
+  using MsgCallback = std::function<void(const std::string &)>;
+  void subscribe(const std::string &subject, MsgCallback cb);
 };
diff --git a/execution-node/cpp/include/order_gateway.h b/execution-node/cpp/include/order_gateway.h
@@ -3,8 +3,6 @@
 #include "quanux/common/StrategyInterface.h"
 #include "risk_engine.h"
 #include <atomic>
-#include <mutex>
-#include <vector>
 
 using namespace quanux::common;
 
diff --git a/execution-node/cpp/src/engine.cpp b/execution-node/cpp/src/engine.cpp
@@ -98,7 +98,39 @@ void Engine::run() {
   // TODO: Pin thread to core 0
 
   // Start Market Data Feed (if needed to trigger it)
-  market_data_engine_.subscribe("ES.c.0");
+  if (std::getenv("QUANUX_NATS_FEED")) {
+    std::cout << "[Engine] Enabling NATS Feed Consumption..." << std::endl;
+    nats_bridge_.subscribe("SIM", [this](const std::string &msg) {
+      // Minimal parsing of: {"symbol": "SIM", "price": 4800.5, "size": 1,
+      // "type": "trade" ...}
+      // TODO: Use real JSON parser.
+      try {
+        // Quick find
+        auto p_pos = msg.find("\"price\": ");
+        auto s_pos = msg.find("\"size\": ");
+        auto t_pos = msg.find("\"type\": \"");
+
+        if (p_pos != std::string::npos && s_pos != std::string::npos) {
+          double price = std::stod(msg.substr(p_pos + 9));
+          double size = std::stod(msg.substr(s_pos + 8));
+          bool is_trade = (msg.find("trade") != std::string::npos);
+
+          MarketUpdate update = {
+              .timestamp = 0,       // todo
+              .instrument_id = 999, // SIM ID
+              .price = price,
+              .size = size,
+              .is_trade = is_trade,
+              .side = 1 // unknown
+          };
+          market_data_engine_.on_update(update);
+        }
+      } catch (...) {
+      }
+    });
+  } else {
+    market_data_engine_.subscribe("ES.c.0");
+  }
 
   // Core Loop
   bool running = true;
diff --git a/execution-node/cpp/src/nats_bridge.cpp b/execution-node/cpp/src/nats_bridge.cpp
@@ -52,3 +52,43 @@ void NatsBridge::publish_market_data(const std::string &symbol, double price,
                      "\"type\": \"" + (is_trade ? "trade" : "quote") + "\" }";
   publish(topic, json);
 }
+
+void NatsBridge::subscribe(const std::string &subject, MsgCallback cb) {
+  if (!conn)
+    return;
+
+  // We need to keep subscriptions alive, but for now just leak the sub pointer
+  // or store it logic Since cb is std::function, we can't pass it directly to C
+  // API easily without a wrapper context. For this simple task, we'll use a
+  // static dispatch or just capture basic strings if possible. Actually, natsC
+  // supports closure.
+
+  // Implementation note: Properly handling C++ callbacks in C NATS API requires
+  // keeping the callback alive. We will assume 'cb' is valid for lifetime of
+  // subscription.
+
+  // Need to heap allocate the callback to pass as closure
+  MsgCallback *cb_ptr = new MsgCallback(cb);
+
+  natsSubscription *sub = nullptr;
+  natsStatus s = natsConnection_Subscribe(
+      &sub, conn, subject.c_str(),
+      [](natsConnection *nc, natsSubscription *sub, natsMsg *msg,
+         void *closure) {
+        MsgCallback *callback = static_cast<MsgCallback *>(closure);
+        std::string data(natsMsg_GetData(msg), natsMsg_GetDataLength(msg));
+        (*callback)(data);
+        natsMsg_Destroy(msg);
+      },
+      cb_ptr);
+
+  if (s == NATS_OK) {
+    std::cout << "[NatsBridge] Subscribed to " << subject << std::endl;
+    // We're leaking 'sub' and 'cb_ptr' here intentionally for this demo scope.
+    // In prod, store in a map<sub, cb_ptr> to cleanup.
+  } else {
+    std::cerr << "[NatsBridge] Subscribe failed: " << natsStatus_GetText(s)
+              << std::endl;
+    delete cb_ptr;
+  }
+}
diff --git a/scripts/generate_xcode.sh b/scripts/generate_xcode.sh
@@ -0,0 +1,16 @@
+#!/bin/bash
+set -e
+
+# Ensure directories exist
+mkdir -p execution-node/cpp/build_xcode
+mkdir -p QuanuX-Backtesting-Engine/cpp/build_xcode
+
+echo "Generating Xcode Project for Execution Node..."
+cd execution-node/cpp/build_xcode
+cmake .. -G Xcode
+echo "Done. Open execution-node/cpp/build_xcode/QuanuX-Node.xcodeproj"
+
+echo "Generating Xcode Project for Backtesting Engine..."
+cd ../../../QuanuX-Backtesting-Engine/cpp/build_xcode
+cmake .. -G Xcode
+echo "Done. Open QuanuX-Backtesting-Engine/cpp/build_xcode/QuanuX-Backtester.xcodeproj"
diff --git a/scripts/setup_spyder.py b/scripts/setup_spyder.py
@@ -0,0 +1,38 @@
+import os
+from pathlib import Path
+
+def create_spyder_config():
+    root = Path.cwd()
+    spy_dir = root / ".spyproject" / "config"
+    spy_dir.mkdir(parents=True, exist_ok=True)
+
+    # 1. codestyle.ini
+    (spy_dir / "codestyle.ini").write_text("""[main]
+convention = pep8
+""")
+
+    # 2. encoding.ini
+    (spy_dir / "encoding.ini").write_text("""[main]
+encoding = utf-8
+""")
+
+    # 3. workspace.ini (Crucial for python path)
+    # Spyder 5+ uses a specific format.
+    workspace_content = f"""[workspace]
+restore_data_on_startup = True
+save_data_on_exit = True
+save_history = True
+save_non_project_files = False
+project_type = 'empty-project-type'
+recent_files = []
+
+[main]
+version = 0.2.0
+"""
+    (spy_dir / "workspace.ini").write_text(workspace_content)
+    
+    print(f"Spyder project configuration created at {spy_dir}")
+    print("To use: Open Spyder -> Projects -> Open Project -> Select 'QuanuX' folder")
+
+if __name__ == "__main__":
+    create_spyder_config()
diff --git a/server/mcp/server.py b/server/mcp/server.py
diff --git a/server/skills/project_maintenance/SKILL.md b/server/skills/project_maintenance/SKILL.md
