https://github.com/bsdz/yabte_cpp
Science Score: 13.0%
This score indicates how likely this project is to be science-related based on various indicators:
-
○CITATION.cff file
-
✓codemeta.json file
Found codemeta.json file -
○.zenodo.json file
-
○DOI references
-
○Academic publication links
-
○Academic email domains
-
○Institutional organization owner
-
○JOSS paper metadata
-
○Scientific vocabulary similarity
Low similarity (8.6%) to scientific vocabulary
Repository
Basic Info
- Host: GitHub
- Owner: bsdz
- License: other
- Language: C++
- Default Branch: main
- Size: 518 KB
Statistics
- Stars: 0
- Watchers: 1
- Forks: 0
- Open Issues: 0
- Releases: 0
Metadata Files
README.md
yabte_cpp - Yet Another BackTesting Engine - C++ Extensions
Reimplementation of yabte project in C++ for faster back testing and batch running.
Features
- Mostly compatible with yabte.
- Supports basic objects, Asset, Book, Order, Strategy and Runner.
- Multithreaded support with GIL.
- Arrow backend.
There's also experimental SubInterpreter support but this is not working yet.
License
This library is licensed under the Creative Commons Attribution-NonCommercial 4.0 International Public License and is intended for personal use only. It cannot be used in a Bank, Hedgefund, Commodity House etc without prior permission from author (Blair Azzopardi).
Set up
Use conan to build and prepare the dependencies (use clang profile for improved debugging).
bash
conan install . --output-folder=build/Debug --build=missing --settings=build_type=Debug
conan install . --output-folder=build/Release --build=missing --settings=build_type=Release
To specify a different conan profile use switch, e.g. "--profile=clang".
Make the make files, use Release,
bash
pushd build/Debug
cmake ../.. -DCMAKE_BUILD_TYPE=Debug
popd
pushd build/Release
cmake ../.. -DCMAKE_BUILD_TYPE=Release
popd
Once make files are made, one can build the code with (do this after code changes):
bash
cmake --build .
To clean build
bash
cmake --build . --target clean
Run the test suite:
bash
cd ./src_test
ctest
or directly to view logging:
bash
./gtest_yabte | less
Usage
See accompanying scripts and tests.
Owner
- Name: Blair Azzopardi
- Login: bsdz
- Kind: user
- Location: London
- Twitter: bsdzuk
- Repositories: 53
- Profile: https://github.com/bsdz
Amateur mathematician. I enjoy researching different fields from applied maths to number theory. I like building RaspberryPi projects. Quant developer by day.