10 create end to end trade management logic

.github/workflows/auto-close-external-prs.yml

@@ -0,0 +1,58 @@
+name: "Auto-Close External PRs"
+
+on:
+  pull_request_target:
+    types: [opened]
+  workflow_dispatch:
+
+jobs:
+  close-on-open:
+    if: github.event_name == 'pull_request_target' && github.event.pull_request.user.login != github.repository_owner
+    runs-on: ubuntu-latest
+    permissions:
+      pull-requests: write
+      issues: write
+    steps:
+      - uses: actions/github-script@v7
+        with:
+          script: |
+            const pr = context.issue.number;
+            await github.rest.issues.createComment({
+              owner: context.repo.owner,
+              repo: context.repo.repo,
+              issue_number: pr,
+              body: "Thanks for the interest! This repository isn't currently accepting external contributions as I am actively experimenting with different approaches and want to avoid merge conflicts. Therefore, this PR is being closed automatically by Github Bot."
+            });
+            await github.rest.pulls.update({
+              owner: context.repo.owner,
+              repo: context.repo.repo,
+              pull_number: pr,
+              state: "closed"
+            });
+
+  sweep-existing:
+    if: github.event_name == 'workflow_dispatch'
+    runs-on: ubuntu-latest
+    permissions:
+      pull-requests: write
+      issues: write
+    steps:
+      - uses: actions/github-script@v7
+        with:
+          script: |
+            const owner = context.repo.owner;
+            const repo = context.repo.repo;
+            const prs = await github.paginate(github.rest.pulls.list, {
+              owner, repo, state: 'open', per_page: 100
+            });
+            for (const pr of prs) {
+              if (pr.user.login === owner) continue;
+              core.info(`Closing PR #${pr.number} by ${pr.user.login}`);
+              await github.rest.issues.createComment({
+                owner, repo, issue_number: pr.number,
+                body: "Thanks for the interest! This repository isn't currently accepting external contributions as I am actively experimenting with different approaches and want to avoid merge conflicts. Therefore, this PR is being closed automatically by Github Bot."
+              });
+              await github.rest.pulls.update({
+                owner, repo, pull_number: pr.number, state: "closed"
+              });
+            }

.github/workflows/build.yml

@@ -41,15 +41,12 @@ jobs:
           CODE_SIGN_IDENTITY="" CODE_SIGNING_REQUIRED=NO
           xcodebuild
           -scheme tests
-          -destination 'platform=macOS'
+          -destination 'platform=macOS,arch=arm64'
           -resultBundlePath TestResult/ 
           -enableCodeCoverage YES 
           -derivedDataPath "${RUNNER_TEMP}/Build/DerivedData" 
           -parallelizeTargets
           -jobs "$(sysctl -n hw.logicalcpu)"
-          HEADER_SEARCH_PATHS="./external/libpqxx/include/pqxx/internal ./external/libpqxx/include/ ./external/libpqxx/build/include/ ./external/boost-decimal/include/ ./external/boost-decimal/include/decimal/ ./external/"
-          LIBRARY_SEARCH_PATHS="./external/libpqxx/src/ ./external/libpqxx/build/src/"
-          OTHER_LDFLAGS="-L./external/libpqxx/build/src -lpqxx -lpq -L$(brew --prefix pkgconf)/lib -L$(brew --prefix pkgconf)/lib/pkgconfig -L$(brew --prefix postgresql@18)/lib/postgresql -L$(brew --prefix postgresql@18)/lib/postgresql/pgxs -L$(brew --prefix postgresql@18)/lib/postgresql/pkgconfig"
           clean build test
           | xcpretty -r junit && exit ${PIPESTATUS[0]}
 

.github/workflows/scripts/brew.sh

@@ -11,5 +11,5 @@ check_and_install() {
 }
 
 # Install packages if they don't exist
-check_and_install postgresql  # Check and install PostgreSQL (which includes libpq)
+check_and_install postgresql@18 # Check and install PostgreSQL (which includes libpq)
 check_and_install pkg-config  # Check and install pkg-config

backtesting-engine-cpp.xcodeproj/project.pbxproj

@@ -21,7 +21,6 @@
 		943398252D57E53400287A2D /* jsonParser.cpp in Sources */ = {isa = PBXBuildFile; fileRef = 943398232D57E53400287A2D /* jsonParser.cpp */; };
 		943398272D57E54000287A2D /* jsonParser.mm in Sources */ = {isa = PBXBuildFile; fileRef = 943398262D57E54000287A2D /* jsonParser.mm */; };
 		94364CB62D416D8D00F35B55 /* db.mm in Sources */ = {isa = PBXBuildFile; fileRef = 94364CB52D416D8000F35B55 /* db.mm */; };
-		944698852D3A545B0070E30F /* libpq.a in Frameworks */ = {isa = PBXBuildFile; fileRef = 94CD8A972D2D34A100041BBA /* libpq.a */; };
 		9464E5F12FA7467200D82BAD /* symbolScale.mm in Sources */ = {isa = PBXBuildFile; fileRef = 9464E5F02FA7467200D82BAD /* symbolScale.mm */; };
 		94674B872D533B4000973137 /* tradeManager.cpp in Sources */ = {isa = PBXBuildFile; fileRef = 94674B852D533B4000973137 /* tradeManager.cpp */; };
 		94674B882D533B4000973137 /* tradeManager.cpp in Sources */ = {isa = PBXBuildFile; fileRef = 94674B852D533B4000973137 /* tradeManager.cpp */; };
@@ -32,11 +31,8 @@
 		9470B5B62C8C5BFD007D9CC6 /* main.cpp in Sources */ = {isa = PBXBuildFile; fileRef = 9470B5A32C8C5AD0007D9CC6 /* main.cpp */; };
 		94724A832F8B92C10029B940 /* operations.cpp in Sources */ = {isa = PBXBuildFile; fileRef = 94724A822F8B92C10029B940 /* operations.cpp */; };
 		94724A842F8B92C10029B940 /* operations.cpp in Sources */ = {isa = PBXBuildFile; fileRef = 94724A822F8B92C10029B940 /* operations.cpp */; };
-		94CD8B992D2DCDD800041BBA /* libpqxx-7.10.a in Frameworks */ = {isa = PBXBuildFile; fileRef = 94CD8B982D2DCDD800041BBA /* libpqxx-7.10.a */; };
-		94CD8B9C2D2DD02A00041BBA /* libpqxx-7.10.a in Frameworks */ = {isa = PBXBuildFile; fileRef = 94CD8B9A2D2DCF6E00041BBA /* libpqxx-7.10.a */; };
 		94CD8BA02D2E8CE500041BBA /* databaseConnection.cpp in Sources */ = {isa = PBXBuildFile; fileRef = 94CD8B9F2D2E8CE500041BBA /* databaseConnection.cpp */; };
 		94CD8BA12D2E8CE500041BBA /* databaseConnection.cpp in Sources */ = {isa = PBXBuildFile; fileRef = 94CD8B9F2D2E8CE500041BBA /* databaseConnection.cpp */; };
-		94CD8BA22D2E8FC600041BBA /* libpq.a in Frameworks */ = {isa = PBXBuildFile; fileRef = 94CD8A972D2D34A100041BBA /* libpq.a */; };
 /* End PBXBuildFile section */
 
 /* Begin PBXCopyFilesBuildPhase section */
@@ -95,8 +91,8 @@
 		94724A822F8B92C10029B940 /* operations.cpp */ = {isa = PBXFileReference; lastKnownFileType = sourcecode.cpp.cpp; path = operations.cpp; sourceTree = "<group>"; };
 		94724A852F8B92E30029B940 /* operations.hpp */ = {isa = PBXFileReference; lastKnownFileType = sourcecode.cpp.h; path = operations.hpp; sourceTree = "<group>"; };
 		948A9CCD2C906A5600E23669 /* CONVENTIONS.md */ = {isa = PBXFileReference; lastKnownFileType = net.daringfireball.markdown; path = CONVENTIONS.md; sourceTree = "<group>"; };
-		948A9CED2C906AFE00E23669 /* 2020.csv */ = {isa = PBXFileReference; fileEncoding = 4; lastKnownFileType = text; path = 2020.csv; sourceTree = "<group>"; };
 		94BBA4512D2EA2640010E04D /* build.sh */ = {isa = PBXFileReference; lastKnownFileType = text.script.sh; path = build.sh; sourceTree = "<group>"; };
+		94C331A02FA899A8006BD690 /* decimal_json.hpp */ = {isa = PBXFileReference; lastKnownFileType = sourcecode.cpp.h; path = decimal_json.hpp; sourceTree = "<group>"; };
 		94CD832A2D2D22C900041BBA /* config.yml */ = {isa = PBXFileReference; lastKnownFileType = text.yaml; path = config.yml; sourceTree = "<group>"; };
 		94CD832C2D2D22C900041BBA /* codeql.yml */ = {isa = PBXFileReference; lastKnownFileType = text.yaml; path = codeql.yml; sourceTree = "<group>"; };
 		94CD832D2D2D22C900041BBA /* stale.yml */ = {isa = PBXFileReference; lastKnownFileType = text.yaml; path = stale.yml; sourceTree = "<group>"; };
@@ -1265,17 +1261,13 @@
 			isa = PBXFrameworksBuildPhase;
 			buildActionMask = 2147483647;
 			files = (
-				94CD8BA22D2E8FC600041BBA /* libpq.a in Frameworks */,
-				94CD8B992D2DCDD800041BBA /* libpqxx-7.10.a in Frameworks */,
 			);
 			runOnlyForDeploymentPostprocessing = 0;
 		};
 		9470B5A92C8C5B99007D9CC6 /* Frameworks */ = {
 			isa = PBXFrameworksBuildPhase;
 			buildActionMask = 2147483647;
 			files = (
-				944698852D3A545B0070E30F /* libpq.a in Frameworks */,
-				94CD8B9C2D2DD02A00041BBA /* libpqxx-7.10.a in Frameworks */,
 			);
 			runOnlyForDeploymentPostprocessing = 0;
 		};
@@ -1330,7 +1322,6 @@
 				94DE4F772C8C3E7C00FE48FF /* include */,
 				9470B5A22C8C5AD0007D9CC6 /* source */,
 				9470B5AD2C8C5B99007D9CC6 /* tests */,
-				948A9CEC2C906ADB00E23669 /* resources */,
 				944D0DCF2C8C3704004DD0FC /* sonar-project.properties */,
 				944D0DD32C8C3704004DD0FC /* CMakeLists.txt */,
 				944D0DC82C8C3704004DD0FC /* LICENSE.MD */,
@@ -1422,17 +1413,10 @@
 			path = tests;
 			sourceTree = "<group>";
 		};
-		948A9CEC2C906ADB00E23669 /* resources */ = {
-			isa = PBXGroup;
-			children = (
-				948A9CED2C906AFE00E23669 /* 2020.csv */,
-			);
-			path = resources;
-			sourceTree = "<group>";
-		};
 		94B8C7932D3D770800E17EB6 /* utilities */ = {
 			isa = PBXGroup;
 			children = (
+				94C331A02FA899A8006BD690 /* decimal_json.hpp */,
 				94280BA12D2FC00200F1CF56 /* base64.hpp */,
 			);
 			path = utilities;
@@ -3781,19 +3765,23 @@
 				CODE_SIGN_STYLE = Automatic;
 				FRAMEWORK_SEARCH_PATHS = "";
 				HEADER_SEARCH_PATHS = (
+					"\"$(SRCROOT)/include\"",
 					"\"$(SRCROOT)/external/libpqxx/include\"",
 					"\"$(SRCROOT)/external/libpqxx/include/pqxx/internal\"",
+					"\"$(SRCROOT)/external/libpqxx/build/include\"",
 					"\"$(SRCROOT)/external/\"",
 					"\"$(SRCROOT)/external/boost-decimal/include\"",
 				);
 				INCLUDED_RECURSIVE_SEARCH_PATH_SUBDIRECTORIES = "";
 				LIBRARY_SEARCH_PATHS = (
 					"\"$(SRCROOT)/external/libpqxx/build/src\"",
-					"/opt/homebrew/Cellar/postgresql@18/18.3/lib/postgresql",
-					"\"$(SRCROOT)/external/boost-decimal/build\"",
+					"/opt/homebrew/opt/postgresql@18/lib/postgresql",
 				);
 				MACOSX_DEPLOYMENT_TARGET = 26.0;
-				OTHER_LDFLAGS = "";
+				OTHER_LDFLAGS = (
+					"-lpq",
+					"-lpqxx",
+				);
 				OTHER_LIBTOOLFLAGS = "";
 				PRODUCT_NAME = "$(TARGET_NAME)";
 				SECTORDER_FLAGS = "";
@@ -3806,19 +3794,23 @@
 				CODE_SIGN_STYLE = Automatic;
 				FRAMEWORK_SEARCH_PATHS = "";
 				HEADER_SEARCH_PATHS = (
+					"\"$(SRCROOT)/include\"",
 					"\"$(SRCROOT)/external/libpqxx/include\"",
 					"\"$(SRCROOT)/external/libpqxx/include/pqxx/internal\"",
+					"\"$(SRCROOT)/external/libpqxx/build/include\"",
 					"\"$(SRCROOT)/external/\"",
 					"\"$(SRCROOT)/external/boost-decimal/include\"",
 				);
 				INCLUDED_RECURSIVE_SEARCH_PATH_SUBDIRECTORIES = "";
 				LIBRARY_SEARCH_PATHS = (
 					"\"$(SRCROOT)/external/libpqxx/build/src\"",
-					"/opt/homebrew/Cellar/postgresql@18/18.3/lib/postgresql",
-					"\"$(SRCROOT)/external/boost-decimal/build\"",
+					"/opt/homebrew/opt/postgresql@18/lib/postgresql",
 				);
 				MACOSX_DEPLOYMENT_TARGET = 26.0;
-				OTHER_LDFLAGS = "";
+				OTHER_LDFLAGS = (
+					"-lpq",
+					"-lpqxx",
+				);
 				OTHER_LIBTOOLFLAGS = "";
 				PRODUCT_NAME = "$(TARGET_NAME)";
 				SECTORDER_FLAGS = "";
@@ -3832,18 +3824,23 @@
 				CURRENT_PROJECT_VERSION = 1;
 				GENERATE_INFOPLIST_FILE = YES;
 				HEADER_SEARCH_PATHS = (
+					"\"$(SRCROOT)/include\"",
+					"\"$(SRCROOT)/external/\"",
 					"\"$(SRCROOT)/external/libpqxx/include\"",
 					"\"$(SRCROOT)/external/libpqxx/include/pqxx/internal\"",
-					"\"$(SRCROOT)/external/\"",
+					"\"$(SRCROOT)/external/libpqxx/build/include\"",
 					"\"$(SRCROOT)/external/boost-decimal/include\"",
 				);
 				LIBRARY_SEARCH_PATHS = (
 					"\"$(SRCROOT)/external/libpqxx/build/src\"",
-					"/opt/homebrew/Cellar/postgresql@18/18.3/lib/postgresql",
-					"\"$(SRCROOT)/external/boost-decimal/build\"",
+					"/opt/homebrew/opt/postgresql@18/lib/postgresql",
 				);
 				MACOSX_DEPLOYMENT_TARGET = 26.0;
 				MARKETING_VERSION = 1.0;
+				OTHER_LDFLAGS = (
+					"-lpq",
+					"-lpqxx",
+				);
 				PRODUCT_BUNDLE_IDENTIFIER = com.mccaffers.tests;
 				PRODUCT_NAME = "$(TARGET_NAME)";
 				SWIFT_EMIT_LOC_STRINGS = NO;
@@ -3857,18 +3854,23 @@
 				CURRENT_PROJECT_VERSION = 1;
 				GENERATE_INFOPLIST_FILE = YES;
 				HEADER_SEARCH_PATHS = (
+					"\"$(SRCROOT)/include\"",
+					"\"$(SRCROOT)/external/\"",
 					"\"$(SRCROOT)/external/libpqxx/include\"",
 					"\"$(SRCROOT)/external/libpqxx/include/pqxx/internal\"",
-					"\"$(SRCROOT)/external/\"",
+					"\"$(SRCROOT)/external/libpqxx/build/include\"",
 					"\"$(SRCROOT)/external/boost-decimal/include\"",
 				);
 				LIBRARY_SEARCH_PATHS = (
 					"\"$(SRCROOT)/external/libpqxx/build/src\"",
-					"/opt/homebrew/Cellar/postgresql@18/18.3/lib/postgresql",
-					"\"$(SRCROOT)/external/boost-decimal/build\"",
+					"/opt/homebrew/opt/postgresql@18/lib/postgresql",
 				);
 				MACOSX_DEPLOYMENT_TARGET = 26.0;
 				MARKETING_VERSION = 1.0;
+				OTHER_LDFLAGS = (
+					"-lpq",
+					"-lpqxx",
+				);
 				PRODUCT_BUNDLE_IDENTIFIER = com.mccaffers.tests;
 				PRODUCT_NAME = "$(TARGET_NAME)";
 				SWIFT_EMIT_LOC_STRINGS = NO;

include/operations.hpp

@@ -7,9 +7,11 @@
 #pragma once
 #include <vector>
 #include "models/priceData.hpp"
+#include "trading_definitions/configuration.hpp"
 
 class Operations {
-    
+
 public:
-    static void run(const std::vector<PriceData>& priceData);
+    static void run(const std::vector<PriceData>& priceData,
+                    const trading_definitions::Configuration& config);
 };

include/trading_definitions/trading_variables.hpp

@@ -6,14 +6,16 @@
 
 #pragma once
 #include <string>
+#include <boost/decimal.hpp>
 #include <nlohmann/json.hpp>
+#include "utilities/decimal_json.hpp"
 
 namespace trading_definitions {
 struct TradingVariables {
     std::string STRATEGY;
-    double STOP_DISTANCE_IN_PIPS;
-    double LIMIT_DISTANCE_IN_PIPS;
-    double TRADING_SIZE;
+    boost::decimal::decimal64_t STOP_DISTANCE_IN_PIPS;
+    boost::decimal::decimal64_t LIMIT_DISTANCE_IN_PIPS;
+    boost::decimal::decimal64_t TRADING_SIZE;
 };
 NLOHMANN_DEFINE_TYPE_NON_INTRUSIVE(TradingVariables,
     STRATEGY,

include/utilities/decimal_json.hpp

@@ -0,0 +1,51 @@
+// Backtesting Engine in C++
+//
+// (c) 2026 Ryan McCaffery | https://mccaffers.com
+// This code is licensed under MIT license (see LICENSE.txt for details)
+// ---------------------------------------
+
+#pragma once
+
+#include <stdexcept>
+#include <string>
+#include <system_error>
+#include <boost/decimal.hpp>
+#include <boost/decimal/charconv.hpp>
+#include <nlohmann/json.hpp>
+
+// Bridge boost::decimal::decimal64_t into nlohmann::json. Without this,
+// NLOHMANN_DEFINE_TYPE_NON_INTRUSIVE on structs containing decimal64_t fields
+// fails to compile because the library can't find a (de)serializer for the type.
+//
+// Values move through JSON as strings (e.g. "0.0001") and are parsed with
+// boost::decimal::from_chars. Going via a string skips the binary-float
+// detour, so a literal like 0.1 in the source JSON survives the round-trip
+// without snapping to the nearest IEEE-754 double.
+//
+// nlohmann's recommended way to add support for a third-party type is to
+// specialize adl_serializer rather than injecting free functions into someone
+// else's namespace. The C# analogue would be writing a custom JsonConverter<T>
+// and registering it on the serializer options.
+namespace nlohmann {
+template <>
+struct adl_serializer<boost::decimal::decimal64_t> {
+    static void to_json(json& j, const boost::decimal::decimal64_t& value) {
+        // 64 chars is comfortably above the longest possible decimal64_t
+        // representation (16 significant digits + sign + point + exponent).
+        char buffer[64];
+        const auto result = boost::decimal::to_chars(buffer, buffer + sizeof(buffer), value);
+        if (result.ec != std::errc{}) {
+            throw std::runtime_error("decimal_json: to_chars failed serializing decimal64_t");
+        }
+        j = std::string(buffer, result.ptr);
+    }
+
+    static void from_json(const json& j, boost::decimal::decimal64_t& value) {
+        const auto& str = j.get_ref<const std::string&>();
+        const auto result = boost::decimal::from_chars(str.data(), str.data() + str.size(), value);
+        if (result.ec != std::errc{}) {
+            throw std::runtime_error("decimal_json: from_chars failed parsing '" + str + "'");
+        }
+    }
+};
+}