C++ Algorithmic Backtester

A high-performance, backtesting engine for quantitative trading strategies. Built in standard C++, this engine focuses on simulating market conditions efficiently.

🚀 Architecture Overview

This system is built on three core pillars:

1. Data Ingestion (Streaming): Reads massive tick data CSV files line by line without overloading ram.
2. Polymorphic Strategy Interface: An abstract base class allowing quantitative researchers to plug in custom algorithms. Currently implements a PriceBreakoutStrategy for automated signal generation.
3. Portfolio Management: An hash map that tracks cash, inventory, floating equity, and executes trades safely.

🛠️ Tech Stack

• Language: C++17 (or higher)
• Standard Library

📈 Data Format

The engine expects a comma-separated values (CSV) file named data.csv in the root directory with the following structure (no header row): [Symbol],[Timestamp],[Price],[Volume]

Example:

AAPL,1620050000,150.25,100
MSFT,1620050001,300.50,50