Backtest-Engine

A modular high-performance C++ backtesting engine featuring GBM + Jump tick simulation and multiple plug-and-play trading strategies. Containerized with Docker for easy execution.

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🚧 Work in Progress This project is actively being developped. Contributions, feedback and ideas are welcome!

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✨ Features

• GBM + Jump Tick Simulation

Simulates realistic tick-level price movements using Geometric Brownian Motion with jumps.

• Pluggable Strategy Interface

Easily add or modify trading strategies (Mean Reversion, Breakout, Spread, etc...)

• Multi-Strategy Execution

Backtest several strategies in parallel on the same tick stream.

• Dockerized

Fully containerized, just build and run with Docker in a few seconds.

• Performance Monitoring

Execution time logging to benchmark strategies and engine throughput.

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📈 Strategues Included

• MeanReversionSimple
• BreakoutStrategy
• SpreadStrategy

Each strategy runs on the same tick series with configurable parameters and initial capital.

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🚀 Getting Started

Requirements

• Docker
• Git

Build the image

```bash docker build -t backtest-engine .