PAPRYKA - Trading System & Strategy Backtester

FEATURES

• Trading system platform

• Uses c++ template, header only library

• Components extensible with custom objects (e.g. bar type, memory allocator, etc.)

• To use just copy header directory and start building trade strategies, see test files for reference.

• This is largely based from Python PyAlgoTrade

REQUIREMENTS

[1] spdlg       "https://github.com/gabime/spdlog"

[2] quantlib    libquantlib0-dev or from [`quantlib source`] (https://quantlib.org/download.shtml)

[3] googletest	"https://github.com/google/googletest"

[4] gcovr       "http://gcovr.com/"

[5] curl        libcurl4-gnutls-dev

[6] boost       (arrgH! Will make this go away later) just add libboost-all-dev

EXAMPLE

Sample code: Basic Strategy