Aku - Toy Backtesting/Trading Engine

Aku is a toy backtesting/trading engine with some very basic interfaces. Its easy to extend aku by providing custom implementation of interfaces.

Usage:   Aku v0.0.1 [OPTION...]

-i, --input arg   Input csv file, will read ticks from here   -o, --output arg  Output csv file, will output trade / results here                     (default: output.csv)   -d, --debug       Enable debugging   -h, --help        Print usage

Build

make

Key Terms

- Tick: A standard stock candle. - TickManager: Responsible for Fetching Ticks from any source e.g Web/Database - TradeManager: Implements Basic operations for your trading exchange/portal. - Strategy: Implements processTick()

Your standard Implementation or refer main.cpp.

/ Initialise tick manager/
   	TickManager * tick_manager;
   	tickmanager = new YourTickManager(inputfile);
/ Initialise strategy /    	Strategy * strategy;    	strategy = new YourCustomStrategy();
/ Initialise trade manager /    	TradeManager * trade_manager;    	trademanager = new YourTradeManager(virtualbank);    	Tick lasttradedtick;    	    	/ Start the core event-loop /    	while(tick_manager->hasNextTick()){    		Tick t = tick_manager->getNextTick();    		lasttradedtick = t;    		Trade tr = strategy->processTick(t);    		trade_manager->performTrade(tr);    	}

Todos

- Write MORE Tests - Clean the code ( as always) - Implement more strats

License

- MIT License - Logo by https://www.deviantart.com/foxboy2015