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 usageBuild
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;
tick_manager = new YourTickManager(input_file);
/* Initialise strategy */
Strategy * strategy;
strategy = new YourCustomStrategy();
/* Initialise trade manager */
TradeManager * trade_manager;
trade_manager = new YourTradeManager(virtual_bank);
Tick last_traded_tick;
/* Start the core event-loop */
while(tick_manager->hasNextTick()){
Tick t = tick_manager->getNextTick();
last_traded_tick = 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