leafyoung/aku

Aku - Tiny Backtesting/Trading Engine

Aku - Toy Backtesting/Trading Engine

Aku is a toy backtesting/trading engine with some very basic interfaces. Its easy to extend aku by providing custom implementation of interfaces.

Usage:
  Aku v0.0.1 [OPTION...]

  -i, --input arg   Input csv file, will read ticks from here
  -o, --output arg  Output csv file, will output trade / results here
                    (default: output.csv)
  -d, --debug       Enable debugging
  -h, --help        Print usage

Build

make

Test drive

bin/aku -i sample_inputs/MARUTI.NS.csv -o abc.csv -d

Key Terms

- Tick: A standard stock candle.
- TickManager: Responsible for Fetching Ticks from any source e.g Web/Database
- TradeManager: Implements Basic operations for your trading exchange/portal.
- Strategy: Implements processTick()

Your standard Implementation or refer main.cpp.

	/* Initialize tick manager*/
   	TickManager * tick_manager;
   	tick_manager = new YourTickManager(input_file);

   	/* Initialize strategy */
   	Strategy * strategy;
   	strategy = new YourCustomStrategy();

   	/* Initialize trade manager */
   	TradeManager * trade_manager;
   	trade_manager = new YourTradeManager(virtual_bank);
   	Tick last_traded_tick;

   	/* Start the core event-loop */
   	while(tick_manager->hasNextTick()){
   		Tick t = tick_manager->getNextTick();
   		last_traded_tick = t;
   		Trade tr = strategy->processTick(t);
   		trade_manager->performTrade(tr);
   	}

TODO

• Write MORE Tests
• Clean the code ( as always)
• Implement more strats

License

• MIT License
• Logo by https://www.deviantart.com/foxboy2015