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Merge pull request #6 from mccaffers/5-add-trade-management-with-tests
Added a trade manager to record trades
2 parents 85d76be + 94ade91 commit 2cb570c

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‎.github/workflows/brew.sh‎

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#!/bin/bash
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# Check if a package is already installed via Homebrew, then skip
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# Function to check if a package is already installed via Homebrew, then skip installation if it is
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check_and_install() {
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if ! brew list $1 &>/dev/null; then
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echo "Installing $1..."
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brew install $1
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echo "Installing $1..." # Inform the user that the package is being installed
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brew install $1 # Install the package using Homebrew
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else
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echo "$1 is already installed"
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echo "$1 is already installed" # Inform the user that the package is already installed
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fi
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}
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# Install packages if they don't exist
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check_and_install postgresql
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check_and_install pkg-config
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check_and_install postgresql # Check and install PostgreSQL
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check_and_install pkg-config # Check and install pkg-config

‎.github/workflows/cpp_coverage.sh‎

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PROFILE_DIR=$(ls -t /tmp/Build/ProfileData | head -n 1);
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xcrun llvm-cov show \
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/tmp/Build/Products/Debug/tests.xctest/Contents/MacOS/tests \
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-instr-profile="/tmp/Build/ProfileData/${PROFILE_DIR}/Coverage.profdata" \
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-format=text \
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> coverage.txt

‎.github/workflows/sonarcloud.yml‎

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# Backtesting C++ Workflow
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# To build, test and perform SonarCloud analysis
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name: Build
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on:
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# Trigger analysis when pushing in master or pull requests, and when creating
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# a pull request.
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push:
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branches:
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- main # Trigger on pushes to main branch
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- main
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pull_request:
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types:
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- opened # When PR is first created
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- synchronize # When new commits are pushed to the PR
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- reopened # When PR is reopened after being closed
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types: [opened, synchronize, reopened]
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name: Build
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# Environment variables used across jobs
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env:
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BUILD_TYPE: Release # Set CMake build configuration
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BUILD_WRAPPER_OUT_DIR: build_wrapper_output_directory # Output directory for build wrapper
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# Customize the CMake build type here (Release, Debug, RelWithDebInfo, etc.)
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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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jobs:
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build:
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name: Build & Test
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runs-on: macos-14 # Use macOS 14 (Sonoma) runner
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# - Outputs results in JUnit format
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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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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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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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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/opt/homebrew/Cellar/pkgconf/2.3.0_1/lib -L/opt/homebrew/Cellar/pkgconf/2.3.0_1/lib/pkgconfig -L/opt/homebrew/Cellar/postgresql@14/14.15/lib/postgresql@14 -L/opt/homebrew/Cellar/postgresql@14/14.15/lib/postgresql@14/pgxs -L/opt/homebrew/Cellar/postgresql@14/14.15/lib/postgresql@14/pkgconfig"
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clean build test
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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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uses: actions/upload-artifact@v4
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with:
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path: sonarqube-generic-coverage.xml
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retention-days: 1
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retention-days: 1 # Artifact will be available only for 5 days.
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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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# https://github.com/SonarSource/sonarqube-scan-action
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- name: Install Build Wrapper
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uses: SonarSource/sonarqube-scan-action/[email protected]
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# This step installs the SonarQube build wrapper, which is necessary for analyzing C/C++ projects.
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# Downloads all artifacts generated by previous steps in the workflow
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- name: Download all workflow run artifacts
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uses: actions/download-artifact@v4
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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}}
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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}}
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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/[email protected]
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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.cfamily.compile-commands="${{ env.BUILD_WRAPPER_OUT_DIR }}/compile_commands.json"
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--define sonar.coverageReportPaths=artifact/sonarqube-generic-coverage.xml

‎.gitignore‎

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@@ -37,4 +37,6 @@ TestResult
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.DS_Store
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xcuserdata/
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xcuserstate/
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xcuserstate/
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TestResult.xcresult/
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sonarqube-generic-coverage.xml

‎.vscode/settings.json‎

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{
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"files.associations": {
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"unordered_map": "cpp",
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"__bit_reference": "cpp",
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"__hash_table": "cpp",
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"__locale": "cpp",
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"__node_handle": "cpp",
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"__split_buffer": "cpp",
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"__threading_support": "cpp",
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"__tree": "cpp",
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"__verbose_abort": "cpp",
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"any": "cpp",
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"array": "cpp",
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"bitset": "cpp",
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"cctype": "cpp",
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"charconv": "cpp",
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"clocale": "cpp",
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"cmath": "cpp",
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"complex": "cpp",
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"cstdarg": "cpp",
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"cstddef": "cpp",
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"cstdint": "cpp",
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"cstdio": "cpp",
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"cstdlib": "cpp",
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"cstring": "cpp",
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"ctime": "cpp",
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"cwchar": "cpp",
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"cwctype": "cpp",
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"deque": "cpp",
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"execution": "cpp",
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"memory": "cpp",
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"forward_list": "cpp",
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"initializer_list": "cpp",
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"iomanip": "cpp",
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"ios": "cpp",
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"iosfwd": "cpp",
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"iostream": "cpp",
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"istream": "cpp",
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"limits": "cpp",
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"list": "cpp",
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"locale": "cpp",
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"map": "cpp",
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"mutex": "cpp",
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"new": "cpp",
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"optional": "cpp",
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"ostream": "cpp",
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"print": "cpp",
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"queue": "cpp",
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"ratio": "cpp",
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"regex": "cpp",
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"set": "cpp",
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"source_location": "cpp",
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"span": "cpp",
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"sstream": "cpp",
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"stack": "cpp",
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"stdexcept": "cpp",
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"streambuf": "cpp",
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"string": "cpp",
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"string_view": "cpp",
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"tuple": "cpp",
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"typeinfo": "cpp",
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"valarray": "cpp",
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"variant": "cpp",
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"vector": "cpp",
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"algorithm": "cpp"
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}
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}

‎CMakeLists.txt‎

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@@ -39,6 +39,8 @@ add_subdirectory(external/libpqxx EXCLUDE_FROM_ALL)
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include_directories(
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${CMAKE_SOURCE_DIR}/source/include
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${CMAKE_SOURCE_DIR}/source/include/utilities
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${CMAKE_SOURCE_DIR}/source/include/models
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${CMAKE_SOURCE_DIR}/source/include/trading
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${CMAKE_SOURCE_DIR}/source/include/trading_definitions
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${CMAKE_SOURCE_DIR}/external
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)

‎README.md‎

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@@ -8,7 +8,7 @@ Feel free to explore, but this code base is usuable at the moment.
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I'm developing a high-performance C++ backtesting engine designed to analyze financial data and evaluate multiple trading strategies at scale.
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![alt](images/development_active.svg) [![Build](https://github.com/mccaffers/backtesting-engine-cpp/actions/workflows/sonarcloud.yml/badge.svg)](https://github.com/mccaffers/backtesting-engine-cpp/actions/workflows/sonarcloud.yml) [![Bugs](https://sonarcloud.io/api/project_badges/measure?project=mccaffers_backtesting-engine-cpp&metric=bugs)](https://sonarcloud.io/summary/new_code?id=mccaffers_backtesting-engine-cpp) [![Code Smells](https://sonarcloud.io/api/project_badges/measure?project=mccaffers_backtesting-engine-cpp&metric=code_smells)](https://sonarcloud.io/summary/new_code?id=mccaffers_backtesting-engine-cpp) [![Coverage](https://sonarcloud.io/api/project_badges/measure?project=mccaffers_backtesting-engine-cpp&metric=coverage)](https://sonarcloud.io/summary/new_code?id=mccaffers_backtesting-engine-cpp)
11+
[![Build](https://github.com/mccaffers/backtesting-engine-cpp/actions/workflows/sonarcloud.yml/badge.svg)](https://github.com/mccaffers/backtesting-engine-cpp/actions/workflows/sonarcloud.yml) [![Bugs](https://sonarcloud.io/api/project_badges/measure?project=mccaffers_backtesting-engine-cpp&metric=bugs)](https://sonarcloud.io/summary/new_code?id=mccaffers_backtesting-engine-cpp) [![Code Smells](https://sonarcloud.io/api/project_badges/measure?project=mccaffers_backtesting-engine-cpp&metric=code_smells)](https://sonarcloud.io/summary/new_code?id=mccaffers_backtesting-engine-cpp) [![Coverage](https://sonarcloud.io/api/project_badges/measure?project=mccaffers_backtesting-engine-cpp&metric=coverage)](https://sonarcloud.io/summary/new_code?id=mccaffers_backtesting-engine-cpp)
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I'm extracting results and creating various graphs for trend analyses using SciPy for calculations and Plotly for visualization.
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"/opt/homebrew/Cellar/postgresql@14/14.15/lib/postgresql@14"
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```
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### Test build with cmake
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### Test the build
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`sh ./scripts/build.sh`
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‎backtesting-engine-cpp.xcodeproj/project.pbxproj‎

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@@ -15,8 +15,16 @@
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23+
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25+
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26+
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9470B5A42C8C5AD0007D9CC6 /* main.cpp in Sources */ = {isa = PBXBuildFile; fileRef = 9470B5A32C8C5AD0007D9CC6 /* main.cpp */; };
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9470B5B62C8C5BFD007D9CC6 /* main.cpp in Sources */ = {isa = PBXBuildFile; fileRef = 9470B5A32C8C5AD0007D9CC6 /* main.cpp */; };
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94CD8B992D2DCDD800041BBA /* libpqxx-7.10.a in Frameworks */ = {isa = PBXBuildFile; fileRef = 94CD8B982D2DCDD800041BBA /* libpqxx-7.10.a */; };
@@ -54,6 +62,9 @@
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@@ -1289,6 +1305,7 @@
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13581402
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13731419
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35693617
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35703618
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3624+
94674B872D533B4000973137 /* tradeManager.cpp in Sources */,
35743625
94CD8BA02D2E8CE500041BBA /* databaseConnection.cpp in Sources */,
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940A61132C92CE210083FEB8 /* configManager.cpp in Sources */,
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940A61172C92CE960083FEB8 /* serviceA.cpp in Sources */,
@@ -3582,9 +3633,14 @@
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buildActionMask = 2147483647;
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files = (
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94CD8BA12D2E8CE500041BBA /* databaseConnection.cpp in Sources */,
3636+
943398242D57E53400287A2D /* jsonParser.cpp in Sources */,
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94280BA42D2FC00200F1CF56 /* base64.cpp in Sources */,
3638+
94674B8D2D533E7800973137 /* trade.cpp in Sources */,
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941B549A2D3BBADE00E3BF64 /* trading_definitions_json.cpp in Sources */,
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94674B8A2D533BDA00973137 /* tradeManager.mm in Sources */,
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940A61182C92CE960083FEB8 /* serviceA.cpp in Sources */,
3642+
94674B882D533B4000973137 /* tradeManager.cpp in Sources */,
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943398272D57E54000287A2D /* jsonParser.mm in Sources */,
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9470B5B62C8C5BFD007D9CC6 /* main.cpp in Sources */,
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94364CB62D416D8D00F35B55 /* db.mm in Sources */,
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940A61142C92CE210083FEB8 /* configManager.cpp in Sources */,

‎backtesting-engine-cpp.xcodeproj/project.xcworkspace/xcshareddata/WorkspaceSettings.xcsettings‎

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<?xml version="1.0" encoding="UTF-8"?>
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<!DOCTYPE plist PUBLIC "-//Apple//DTD PLIST 1.0//EN" "http://www.apple.com/DTDs/PropertyList-1.0.dtd">
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<plist version="1.0">
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<dict/>
5+
</plist>

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