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Split off JSON parser with more unit tests
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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)
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[![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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‎backtesting-engine-cpp.xcodeproj/project.pbxproj‎

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94364CB62D416D8D00F35B55 /* db.mm in Sources */ = {isa = PBXBuildFile; fileRef = 94364CB52D416D8000F35B55 /* db.mm */; };
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@@ -59,6 +62,9 @@
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944D0DC82C8C3704004DD0FC /* LICENSE.MD */ = {isa = PBXFileReference; fileEncoding = 4; lastKnownFileType = net.daringfireball.markdown; path = LICENSE.MD; sourceTree = "<group>"; };
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@@ -1389,6 +1395,7 @@
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943398232D57E53400287A2D /* jsonParser.cpp */,
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94674B862D533B4000973137 /* trading */,
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94DE4F772C8C3E7C00FE48FF /* include */,
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9470B5A42C8C5AD0007D9CC6 /* main.cpp in Sources */,
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94280BA32D2FC00200F1CF56 /* base64.cpp in Sources */,
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94674B8E2D533E7800973137 /* trade.cpp in Sources */,
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941B549B2D3BBADE00E3BF64 /* trading_definitions_json.cpp in Sources */,
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94CD8BA12D2E8CE500041BBA /* databaseConnection.cpp in Sources */,
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943398242D57E53400287A2D /* jsonParser.cpp in Sources */,
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94280BA42D2FC00200F1CF56 /* base64.cpp in Sources */,
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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 */,
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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 */,

‎source/include/jsonParser.hpp‎

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// Backtesting Engine in C++
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//
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// (c) 2025 Ryan McCaffery | https://mccaffers.com
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// This code is licensed under MIT license (see LICENSE.txt for details)
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// ---------------------------------------
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#pragma once
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#include <string>
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#include <nlohmann/json.hpp>
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#include "trading_definitions.hpp"
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class JsonParser {
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public:
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static int parseConfigurationFromBase64(const std::string& input);
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};

‎source/jsonParser.cpp‎

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#include "jsonParser.hpp"
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#include "base64.hpp"
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#include <iostream>
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using json = nlohmann::json;
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int JsonParser::parseConfigurationFromBase64(const std::string& input) {
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// Ingest parameters
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std::string output = Base64::b64decode(input);
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// Debug, console print out
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std::cout << output;
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json j;
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try {
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j = json::parse(output);
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}
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catch (json::parse_error& ex) {
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std::cerr << "parse error at byte " << ex.byte << std::endl;
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}
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auto config = j.get<trading_definitions::Configuration>();
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std::cout << config.RUN_ID << std::endl;
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return 0;
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}

‎source/main.cpp‎

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#include "base64.hpp"
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#include "trading_definitions.hpp" // For everything
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#include "tradeManager.hpp"
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#include "jsonParser.hpp"
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using json = nlohmann::json;
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int parseJson(const std::string& input) {
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// Ingest parameters
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std::string output = Base64::b64decode(input);
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// Debug, console print out
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std::cout << output;
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json j;
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try
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{
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j = json::parse(output);
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}
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catch (json::parse_error& ex)
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{
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std::cerr << "parse error at byte " << ex.byte << std::endl;
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}
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auto config = j.get<trading_definitions::Configuration>();
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std::cout << config.RUN_ID << std::endl;
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return 0;
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}
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int main(int argc, const char * argv[]) {
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// Connect to QuestDb argv[1]
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DatabaseConnection db(argv[1], 8812, "qdb", "admin", "quest");
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// Load strategy from Base64 argv[2]
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parseJson(argv[2]);
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JsonParser::parseConfigurationFromBase64(argv[2]);
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// Example query - replace with your actual query
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std::string query = "SELECT * FROM EURUSD LIMIT 5;";

‎tests/jsonParser.mm‎

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// Backtesting Engine in C++
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//
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// (c) 2025 Ryan McCaffery | https://mccaffers.com
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// This code is licensed under MIT license (see LICENSE.txt for details)
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// ---------------------------------------
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#import <XCTest/XCTest.h>
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#import "jsonParser.hpp"
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#include "base64.hpp"
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@interface jsonParserTests : XCTestCase
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@end
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@implementation jsonParserTests
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- (void)setUp {
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// Put setup code here. This method is called before the invocation of each test method in the class.
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}
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- (void)tearDown {
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// Put teardown code here. This method is called after the invocation of each test method in the class.
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}
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- (void)testValidJsonParsing {
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// Create a sample configuration JSON with all required fields
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std::string validJson = R"({
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"RUN_ID": "UNIQUE_IDENTIFER",
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"SYMBOLS": "EURUSD",
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"LAST_MONTHS": 6,
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"STRATEGY": {
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"UUID": "",
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"TRADING_VARIABLES": {
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"STRATEGY": "OHLC_RSI",
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"STOP_DISTANCE_IN_PIPS": 1,
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"LIMIT_DISTANCE_IN_PIPS": 1,
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"TRADING_SIZE": 1
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},
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"OHLC_VARIABLES": [
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{
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"OHLC_COUNT": 60,
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"OHLC_MINUTES": 100
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}
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],
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"STRATEGY_VARIABLES" : {
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"OHLC_RSI_VARIABLES": {
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"RSI_LONG": 60,
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"RSI_SHORT": 40
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}
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}
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}
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})";
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// Convert to base64
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std::string base64Input = Base64::b64encode(validJson);
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// Test parsing
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int result = JsonParser::parseConfigurationFromBase64(base64Input);
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XCTAssertEqual(result, 0, "Parsing should succeed with valid JSON");
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}
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@end

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