Trading Engine

A high-performance trading engine that utilizes real historical stock data to analyze and test various trading strategies.

Project Structure

Trading-Engine/
├── src/                      # Source code
│   ├── core/                # Core engine implementation
│   │   ├── engine.cpp
│   │   └── engine.h
│   ├── market/              # Stock market implementation
│   │   ├── stock_market.cpp
│   │   ├── stock_market.h
│   │   ├── stock_data.cpp
│   │   └── stock_data.h
│   ├── trader/              # Trading strategies
│   │   ├── trader.cpp
│   │   ├── trader.h
│   │   ├── portfolio.cpp
│   │   ├── portfolio.h
│   │   └── strategies/      # Trading strategies
│   │       ├── moving_avg.cpp
│   │       ├── moving_avg.h
│   │       ├── mean_reversion.cpp
│   │       └── mean_reversion.h
│   └── main.cpp             # Main entry point
│
├── python/                  # Python scripts
│   └── get_stock_data.py    # Stock data fetcher
│
├── data/                    # Data files
│   └── stock_data.db        # SQLite database
│
├── build/                   # Build directory (generated)
│   └── bin/                 # Executables
│
├── scripts/                 # Build and setup scripts
│   ├── build.sh            # Build script
│   └── setup.sh            # Setup script
│
├── config/                  # Configuration files
│   ├── python_requirements.txt
│   └── cpp_requirements.txt
│
├── CMakeLists.txt          # CMake configuration
├── README.md               # This file
└── .gitignore             # Git ignore file

Features

• Selection of specific stocks and time frames for analysis
• Implementation of multiple trading strategies:
  • Moving Average
  • Mean Reversion
• Efficient request handling through object pooling
• High-performance processing (thousands of requests per second)
• Real historical stock data integration
• SQLite database for data persistence

Dependencies

C++ Dependencies

• C++17 compatible compiler (g++ >= 11.0.0)
• CMake (>= 3.14.0)
• Make
• SQLite3 development libraries
• Python3 development headers

Python Dependencies

• yfinance (>= 0.2.36)
• pandas (>= 2.0.0)
• numpy (>= 1.24.0)

Quick Start

1. Clone the repository:

git clone https://github.com/yourusername/Trading-Engine.git
cd Trading-Engine

2. Run the setup script:

chmod +x scripts/setup.sh
./scripts/setup.sh

3. Activate the Python virtual environment:

source venv/bin/activate

4. Build the project:

./scripts/build.sh

5. Run the program:

./build/bin/TradingEngine

Usage

When running the program, you can:

1. Use default settings (AAPL stock from 5 years ago to today)
2. Enter custom settings:
   • Stock symbol (case sensitive)
   • Start date (YYYY-MM-DD)
   • End date (YYYY-MM-DD)

Author

Brian Schneider