Added scaffolding for a random trading strategy

.github/workflows/build.yml

@@ -3,12 +3,18 @@ on:
     branches:
       - main
   pull_request:
-      types: [opened, synchronize, reopened]
+    types: [opened, synchronize, reopened]
 
 name: Build
 
+concurrency:
+  group: ${{ github.workflow }}-${{ github.ref }}
+  cancel-in-progress: true
+
 env:
   FORCE_JAVASCRIPT_ACTIONS_TO_NODE24: true 
+  BUILD_TYPE: Release
+  BUILD_WRAPPER_OUT_DIR: build_wrapper_output_directory # Directory where build-wrapper output will be placed
 
 jobs:
   build:
@@ -59,4 +65,57 @@ jobs:
       with:
         name: sonarqube-coverage
         path: sonarqube-generic-coverage.xml
-        retention-days: 1
+        retention-days: 1
+
+  sonar-scan:
+    name: SonarCloud Scan
+    needs: build
+    runs-on: ubuntu-latest
+
+    steps:
+      # fetch-depth: 0 gives Sonar full git history for blame-based new-code analysis.
+      - name: Checkout repository
+        uses: actions/checkout@v5
+        with:
+          fetch-depth: 0
+      - name: Check compiler version, for debugging
+        run: |
+          g++ --version
+          cmake --version
+      - name: Build C++ Libraries
+        run: bash ./scripts/build_dep.sh
+      # SonarQube Server and Cloud (formerly SonarQube and SonarCloud) is a widely used static
+      # analysis solution for continuous code quality and security inspection.
+      # This action now supports and is the official entrypoint for scanning C++ projects via GitHub actions.
+      # https://github.com/SonarSource/sonarqube-scan-action
+      - name: Install Build Wrapper
+        uses: SonarSource/sonarqube-scan-action/install-build-wrapper@v4.2.1
+        # This step installs the SonarQube build wrapper, which is necessary for analyzing C/C++ projects.
+
+      # Lands at ./artifact/sonarqube-generic-coverage.xml so the existing
+      # sonar.coverageReportPaths argument keeps working unchanged.
+      - name: Download coverage artifact from build job
+        uses: actions/download-artifact@v5
+        with:
+          name: sonarqube-coverage
+          path: artifact
+
+      # Configures the CMake build system, specifying the source directory and build directory, and setting the build type
+      - name: Configure CMake
+        run: cmake -S ${{github.workspace}} -B ${{github.workspace}}/build -DCMAKE_BUILD_TYPE=${{env.BUILD_TYPE}} -DCMAKE_EXPORT_COMPILE_COMMANDS=ON
+
+      # Runs the build wrapper to capture build commands and outputs them to the specified directory. Then builds the project using CMake
+      - name: Run build-wrapper
+        run: |
+          build-wrapper-linux-x86-64 --out-dir ${{ env.BUILD_WRAPPER_OUT_DIR }} cmake --build ${{github.workspace}}/build --config ${{env.BUILD_TYPE}} --clean-first
+
+      # Performs the SonarQube scan using the scan action. Uses captured build commands for analysis and requires GitHub and SonarQube tokens for authentication
+      - name: SonarQube Scan
+        uses: SonarSource/sonarqube-scan-action@v4.2.1
+        env:
+          GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }}
+          SONAR_TOKEN: ${{ secrets.SONAR_TOKEN  }}
+        with:
+          args: >
+            --define sonar.cfamily.compile-commands="${{ env.BUILD_WRAPPER_OUT_DIR }}/compile_commands.json"
+            --define sonar.coverageReportPaths=artifact/sonarqube-generic-coverage.xml

CMakeLists.txt

@@ -41,6 +41,7 @@ include_directories(
     ${CMAKE_SOURCE_DIR}/include/models
     ${CMAKE_SOURCE_DIR}/include/trading
     ${CMAKE_SOURCE_DIR}/include/trading_definitions
+    ${CMAKE_SOURCE_DIR}/include/strategies
     ${CMAKE_SOURCE_DIR}/external
 )
 

README.md

@@ -8,7 +8,7 @@ Feel free to explore, but this code base is usuable at the moment.
 
 I'm developing a high-performance C++ backtesting engine designed to analyze financial data and evaluate multiple trading strategies at scale.
 
-[![SonarCloud Scan](https://github.com/mccaffers/backtesting-engine-cpp/actions/workflows/sonar.yml/badge.svg)](https://github.com/mccaffers/backtesting-engine-cpp/actions/workflows/sonar.yml) [![Build](https://github.com/mccaffers/backtesting-engine-cpp/actions/workflows/build.yml/badge.svg?branch=main)](https://github.com/mccaffers/backtesting-engine-cpp/actions/workflows/build.yml) [![Bugs](https://sonarcloud.io/api/project_badges/measure?project=mccaffers_backtesting-engine-cpp&metric=bugs)](https://sonarcloud.io/summary/new_code?id=mccaffers_backtesting-engine-cpp) [![Code Smells](https://sonarcloud.io/api/project_badges/measure?project=mccaffers_backtesting-engine-cpp&metric=code_smells)](https://sonarcloud.io/summary/new_code?id=mccaffers_backtesting-engine-cpp) [![Coverage](https://sonarcloud.io/api/project_badges/measure?project=mccaffers_backtesting-engine-cpp&metric=coverage)](https://sonarcloud.io/summary/new_code?id=mccaffers_backtesting-engine-cpp)
+[![Build](https://github.com/mccaffers/backtesting-engine-cpp/actions/workflows/build.yml/badge.svg?branch=main)](https://github.com/mccaffers/backtesting-engine-cpp/actions/workflows/build.yml) [![Bugs](https://sonarcloud.io/api/project_badges/measure?project=mccaffers_backtesting-engine-cpp&metric=bugs)](https://sonarcloud.io/summary/new_code?id=mccaffers_backtesting-engine-cpp) [![Code Smells](https://sonarcloud.io/api/project_badges/measure?project=mccaffers_backtesting-engine-cpp&metric=code_smells)](https://sonarcloud.io/summary/new_code?id=mccaffers_backtesting-engine-cpp) [![Coverage](https://sonarcloud.io/api/project_badges/measure?project=mccaffers_backtesting-engine-cpp&metric=coverage)](https://sonarcloud.io/summary/new_code?id=mccaffers_backtesting-engine-cpp)
 
 I'm extracting results and creating various graphs for trend analyses using SciPy for calculations and Plotly for visualization.
 
@@ -20,7 +20,17 @@ I'm extracting results and creating various graphs for trend analyses using SciP
 
 This backtesting engine can pull tick data from local files or from a Postgres database. I'm using QuestDB.
 
-### Postgres Setup - Requires libpq-dev or its equivalent for your OS:
+### Clone with submodules
+
+The project depends on two vendored libraries (`libpqxx` and `boost-decimal`) tracked as git submodules under `external/`. If you didn't clone with `--recurse-submodules`, run:
+
+```
+git submodule update --init --recursive
+```
+
+`scripts/build_dep.sh` does this for you on first run.
+
+### Install libpq (required by libpqxx)
 
 ```
 For Ubuntu/Debian systems: sudo apt-get install libpq-dev
@@ -30,15 +40,12 @@ For OpenSuse: zypper in postgresql-devel
 For ArchLinux: pacman -S postgresql-libs
 ```
 
-### Postgres Setup (using C++20)
+### Build dependencies
+
+`libpqxx` is built once via CMake. `boost-decimal` is header-only and pulled in via `add_subdirectory` from the top-level `CMakeLists.txt` — nothing to build. The script below handles the libpqxx build:
 
 ```
-cd ./external/libpqxx
-mkdir -p build
-cd ./build
-cmake ..
-./configure CXXFLAGS="-std=c++20 -O3"
-make
+bash ./scripts/build_dep.sh
 ```
 
 Xcode - Link Binary with Libraries (Source & Test)
@@ -63,17 +70,17 @@ Xcode - Library Path
 "/opt/homebrew/Cellar/postgresql@14/14.15/lib/postgresql@14"
 ```
 
-### Test the build
+### Build the project
 
-`sh ./scripts/build.sh`
+`bash ./scripts/build.sh`
 
 ### Run via terminal
 
-`sh ./scripts/run.sh`
+`bash ./scripts/run.sh`
 
-### Run via test via terminal
+### Run tests via terminal
 
-`sh ./scripts/test.sh`
+`bash ./scripts/test.sh`
 
 ### License
 [MIT](https://choosealicense.com/licenses/mit/)

backtesting-engine-cpp.xcodeproj/project.pbxproj

@@ -33,6 +33,8 @@
 		94724A842F8B92C10029B940 /* operations.cpp in Sources */ = {isa = PBXBuildFile; fileRef = 94724A822F8B92C10029B940 /* operations.cpp */; };
 		94CD8BA02D2E8CE500041BBA /* databaseConnection.cpp in Sources */ = {isa = PBXBuildFile; fileRef = 94CD8B9F2D2E8CE500041BBA /* databaseConnection.cpp */; };
 		94CD8BA12D2E8CE500041BBA /* databaseConnection.cpp in Sources */ = {isa = PBXBuildFile; fileRef = 94CD8B9F2D2E8CE500041BBA /* databaseConnection.cpp */; };
+		94D601102FA9CD700066F51A /* randomStrategy.cpp in Sources */ = {isa = PBXBuildFile; fileRef = 94D6010E2FA9CD700066F51A /* randomStrategy.cpp */; };
+		94D601112FA9CD700066F51A /* randomStrategy.cpp in Sources */ = {isa = PBXBuildFile; fileRef = 94D6010E2FA9CD700066F51A /* randomStrategy.cpp */; };
 /* End PBXBuildFile section */
 
 /* Begin PBXCopyFilesBuildPhase section */
@@ -48,6 +50,7 @@
 /* End PBXCopyFilesBuildPhase section */
 
 /* Begin PBXFileReference section */
+		9409A61B2FAA6411002C30FF /* strategy.hpp */ = {isa = PBXFileReference; lastKnownFileType = sourcecode.cpp.h; path = strategy.hpp; sourceTree = "<group>"; };
 		940A61112C92CE210083FEB8 /* configManager.cpp */ = {isa = PBXFileReference; lastKnownFileType = sourcecode.cpp.cpp; path = configManager.cpp; sourceTree = "<group>"; };
 		940A61122C92CE210083FEB8 /* configManager.hpp */ = {isa = PBXFileReference; lastKnownFileType = sourcecode.cpp.h; path = configManager.hpp; sourceTree = "<group>"; };
 		940A61152C92CE960083FEB8 /* serviceA.cpp */ = {isa = PBXFileReference; lastKnownFileType = sourcecode.cpp.cpp; path = serviceA.cpp; sourceTree = "<group>"; };
@@ -1254,6 +1257,8 @@
 		94CD8B9A2D2DCF6E00041BBA /* libpqxx-7.10.a */ = {isa = PBXFileReference; lastKnownFileType = archive.ar; name = "libpqxx-7.10.a"; path = "build/external/libpqxx/src/libpqxx-7.10.a"; sourceTree = "<group>"; };
 		94CD8B9E2D2E8CE500041BBA /* databaseConnection.hpp */ = {isa = PBXFileReference; lastKnownFileType = sourcecode.cpp.h; path = databaseConnection.hpp; sourceTree = "<group>"; };
 		94CD8B9F2D2E8CE500041BBA /* databaseConnection.cpp */ = {isa = PBXFileReference; lastKnownFileType = sourcecode.cpp.cpp; path = databaseConnection.cpp; sourceTree = "<group>"; };
+		94D6010E2FA9CD700066F51A /* randomStrategy.cpp */ = {isa = PBXFileReference; lastKnownFileType = sourcecode.cpp.cpp; path = randomStrategy.cpp; sourceTree = "<group>"; };
+		94D601122FA9CD890066F51A /* randomStrategy.hpp */ = {isa = PBXFileReference; lastKnownFileType = sourcecode.cpp.h; path = randomStrategy.hpp; sourceTree = "<group>"; };
 /* End PBXFileReference section */
 
 /* Begin PBXFrameworksBuildPhase section */
@@ -1388,6 +1393,7 @@
 		9470B5A22C8C5AD0007D9CC6 /* source */ = {
 			isa = PBXGroup;
 			children = (
+				94D6010F2FA9CD700066F51A /* strategies */,
 				94674B8C2D533E7800973137 /* models */,
 				94674B862D533B4000973137 /* trading */,
 				941B54982D3BBAD800E3BF64 /* trading_definitions */,
@@ -3494,9 +3500,27 @@
 			path = "../../../../../opt/homebrew/Cellar/postgresql@14/14.15/lib/postgresql@14/pgxs";
 			sourceTree = "<group>";
 		};
+		94D6010F2FA9CD700066F51A /* strategies */ = {
+			isa = PBXGroup;
+			children = (
+				94D6010E2FA9CD700066F51A /* randomStrategy.cpp */,
+			);
+			path = strategies;
+			sourceTree = "<group>";
+		};
+		94D601132FA9CD890066F51A /* strategies */ = {
+			isa = PBXGroup;
+			children = (
+				9409A61B2FAA6411002C30FF /* strategy.hpp */,
+				94D601122FA9CD890066F51A /* randomStrategy.hpp */,
+			);
+			path = strategies;
+			sourceTree = "<group>";
+		};
 		94DE4F772C8C3E7C00FE48FF /* include */ = {
 			isa = PBXGroup;
 			children = (
+				94D601132FA9CD890066F51A /* strategies */,
 				94674B842D533B2F00973137 /* trading */,
 				942966D72D48E84100532862 /* models */,
 				94B8C7932D3D770800E17EB6 /* utilities */,
@@ -3616,6 +3640,7 @@
 				940A61132C92CE210083FEB8 /* configManager.cpp in Sources */,
 				94724A842F8B92C10029B940 /* operations.cpp in Sources */,
 				940A61172C92CE960083FEB8 /* serviceA.cpp in Sources */,
+				94D601112FA9CD700066F51A /* randomStrategy.cpp in Sources */,
 			);
 			runOnlyForDeploymentPostprocessing = 0;
 		};
@@ -3630,6 +3655,7 @@
 				94280BA42D2FC00200F1CF56 /* base64.cpp in Sources */,
 				94674B8D2D533E7800973137 /* trade.cpp in Sources */,
 				941B549A2D3BBADE00E3BF64 /* trading_definitions_json.cpp in Sources */,
+				94D601102FA9CD700066F51A /* randomStrategy.cpp in Sources */,
 				94674B8A2D533BDA00973137 /* tradeManager.mm in Sources */,
 				94724A832F8B92C10029B940 /* operations.cpp in Sources */,
 				940A61182C92CE960083FEB8 /* serviceA.cpp in Sources */,

include/strategies/randomStrategy.hpp

@@ -0,0 +1,66 @@
+// 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 <cstddef>
+#include <optional>
+#include <random>
+#include "models/priceData.hpp"
+#include "models/trade.hpp"                       // for Direction enum
+#include "strategies/strategy.hpp"                // IStrategy base class
+#include "trading_definitions/strategy.hpp"
+
+class TradeManager;  // forward declared in strategy.hpp; redeclaring is harmless
+
+// A trivial strategy: on every tick it flips a fair coin and returns
+// LONG or SHORT. While trades are open it has a small per-tick chance
+// of closing every active position. Intended as scaffolding for the
+// strategy interface, not as a real trading approach.
+//
+// C# parallels for readers from a C# background:
+//   - `class` here is a value/owning type managed via stack or
+//     std::unique_ptr — there is no GC. Lifetime is explicit.
+//   - `explicit` on a single-arg constructor disables implicit
+//     conversion (C# constructors are always explicit, so this is
+//     just C++ catching up to the default C# behaviour).
+//   - `std::mt19937` is the modern C++ RNG engine; it replaces the
+//     globally-shared `std::rand()` used elsewhere in this codebase
+//     and gives us the option of seeding for reproducible backtests.
+//   - `: public IStrategy` is C++ inheritance syntax. `public` means
+//     the inheritance preserves access — outside code can use a
+//     `RandomStrategy` anywhere an `IStrategy` is expected. The C#
+//     equivalent is `: IStrategy`; C# has no concept of private
+//     inheritance, so the `public` keyword has no analogue there.
+class RandomStrategy : public IStrategy {
+public:
+    explicit RandomStrategy(const trading_definitions::Strategy& strategyConfig);
+
+    // Returns `std::nullopt` to mean "no signal — don't trade". The
+    // random strategy always returns a direction, but the interface
+    // matches future strategies that only fire on certain conditions.
+    // `std::optional<T>` is roughly C#'s `Nullable<T>` / `T?` — a
+    // value type that may or may not hold a T, with no heap allocation.
+    //
+    // Not const because the RNG engine mutates its internal state on
+    // each call. The `tick` parameter is unused today but keeps the
+    // interface stable for strategies that will look at price.
+    std::optional<Direction> decide(const PriceData& tick) override;
+
+    // Per-tick management hook. With a small probability per tick
+    // (see `closeProb`), closes every currently-open trade at the
+    // tick's bid price. `tradeManager` is passed by mutable reference
+    // because the strategy needs to call mutating methods on it
+    // (`closeTrade`); `getActiveTrades()` is still safely const.
+    void during(std::size_t tickValue,
+                const PriceData& price,
+                TradeManager& tradeManager) override;
+
+private:
+    trading_definitions::Strategy config;
+    std::mt19937 rng;
+    std::bernoulli_distribution coin;       // fair coin flip for entry direction
+    std::bernoulli_distribution closeProb;  // per-tick probability of closing all trades
+};