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Merged
mccaffers merged 7 commits into from
Apr 6, 2026
Merged

Refactoring include out of the source folder, added in an SQL manager #7

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f203bdd
Refactoring include out of the source folder, added in an SQL manager
mccaffers Feb 10, 2025
c6a399b
Refactoring host names
mccaffers Apr 5, 2026
cc87cf0
fixing build script
mccaffers Apr 5, 2026
cf014a8
Updating build script
mccaffers Apr 5, 2026
82aca01
fixing dependency links
mccaffers Apr 5, 2026
9bf8d0a
library links
mccaffers Apr 5, 2026
0f69def
Merge pull request #9 from mccaffers/dev/gitignore
mccaffers Apr 6, 2026
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2 changes: 1 addition & 1 deletion .github/workflows/brew.sh
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Expand Up @@ -11,5 +11,5 @@ check_and_install() {
}

# Install packages if they don't exist
check_and_install postgresql # Check and install PostgreSQL
check_and_install postgresql # Check and install PostgreSQL (which includes libpq)
check_and_install pkg-config # Check and install pkg-config
16 changes: 7 additions & 9 deletions .github/workflows/build.sh
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Expand Up @@ -11,15 +11,13 @@ cd ./external/libpqxx
mkdir -p build
cd ./build

# Generate build system files using CMake
# '..' points to the libpqxx root directory containing CMakeLists.txt
cmake ..
# Expose paths so CMake finds libpq
export PATH="$(brew --prefix libpq)/bin:$PATH"
export PKG_CONFIG_PATH="$(brew --prefix libpq)/lib/pkgconfig:$PKG_CONFIG_PATH"
export PostgreSQL_ROOT="$(brew --prefix libpq)"

# Configure the build with specific C++ compiler flags:
# -std=c++20: Use C++20 standard
# -O3: Enable maximum optimization
# --enable-silent-rules: Reduce build output verbosity
./configure CXXFLAGS="-std=c++20 -O3" --enable-silent-rules
# 1. Generate build files (Passing your CXX flags directly to CMake instead of configure)
cmake .. -DCMAKE_CXX_STANDARD=20 -DCMAKE_BUILD_TYPE=Release

# Compile libpqxx using generated build files
# 2. Compile libpqxx
make
2 changes: 1 addition & 1 deletion .github/workflows/sonarcloud.yml
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Expand Up @@ -62,7 +62,7 @@ jobs:
-derivedDataPath "${RUNNER_TEMP}/Build/DerivedData"
HEADER_SEARCH_PATHS="./external/libpqxx/include/pqxx/internal ./external/libpqxx/include/ ./external/libpqxx/build/include/ ./external/"
LIBRARY_SEARCH_PATHS="./external/libpqxx/src/ ./external/libpqxx/build/src/"
OTHER_LDFLAGS="-L./external/libpqxx/build/src -lpqxx -lpq -L/opt/homebrew/Cellar/pkgconf/2.3.0_1/lib -L/opt/homebrew/Cellar/pkgconf/2.3.0_1/lib/pkgconfig -L/opt/homebrew/Cellar/postgresql@14/14.15/lib/postgresql@14 -L/opt/homebrew/Cellar/postgresql@14/14.15/lib/postgresql@14/pgxs -L/opt/homebrew/Cellar/postgresql@14/14.15/lib/postgresql@14/pkgconfig"
OTHER_LDFLAGS="-L./external/libpqxx/build/src -lpqxx -lpq -L$(brew --prefix pkgconf)/lib -L$(brew --prefix pkgconf)/lib/pkgconfig -L$(brew --prefix postgresql@18)/lib/postgresql -L$(brew --prefix postgresql@18)/lib/postgresql/pgxs -L$(brew --prefix postgresql@18)/lib/postgresql/pkgconfig"
clean build test
| xcpretty -r junit && exit ${PIPESTATUS[0]}
- name: Convert coverage report to sonarqube format
Expand Down
3 changes: 2 additions & 1 deletion .gitignore
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Expand Up @@ -39,4 +39,5 @@ TestResult
xcuserdata/
xcuserstate/
TestResult.xcresult/
sonarqube-generic-coverage.xml
sonarqube-generic-coverage.xml
external/libpqxx
10 changes: 5 additions & 5 deletions CMakeLists.txt
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Expand Up @@ -37,11 +37,11 @@ add_subdirectory(external/libpqxx EXCLUDE_FROM_ALL)

# Include directories
include_directories(
${CMAKE_SOURCE_DIR}/source/include
${CMAKE_SOURCE_DIR}/source/include/utilities
${CMAKE_SOURCE_DIR}/source/include/models
${CMAKE_SOURCE_DIR}/source/include/trading
${CMAKE_SOURCE_DIR}/source/include/trading_definitions
${CMAKE_SOURCE_DIR}/include
${CMAKE_SOURCE_DIR}/include/utilities
${CMAKE_SOURCE_DIR}/include/models
${CMAKE_SOURCE_DIR}/include/trading
${CMAKE_SOURCE_DIR}/include/trading_definitions
${CMAKE_SOURCE_DIR}/external
)

Expand Down
32 changes: 18 additions & 14 deletions backtesting-engine-cpp.xcodeproj/project.pbxproj
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Expand Up @@ -11,6 +11,8 @@
940A61142C92CE210083FEB8 /* configManager.cpp in Sources */ = {isa = PBXBuildFile; fileRef = 940A61112C92CE210083FEB8 /* configManager.cpp */; };
940A61172C92CE960083FEB8 /* serviceA.cpp in Sources */ = {isa = PBXBuildFile; fileRef = 940A61152C92CE960083FEB8 /* serviceA.cpp */; };
940A61182C92CE960083FEB8 /* serviceA.cpp in Sources */ = {isa = PBXBuildFile; fileRef = 940A61152C92CE960083FEB8 /* serviceA.cpp */; };
941408AE2D59F93F000ED1F9 /* sqlManager.cpp in Sources */ = {isa = PBXBuildFile; fileRef = 941408AD2D59F93F000ED1F9 /* sqlManager.cpp */; };
941408AF2D59F93F000ED1F9 /* sqlManager.cpp in Sources */ = {isa = PBXBuildFile; fileRef = 941408AD2D59F93F000ED1F9 /* sqlManager.cpp */; };
941B549A2D3BBADE00E3BF64 /* trading_definitions_json.cpp in Sources */ = {isa = PBXBuildFile; fileRef = 941B54992D3BBADD00E3BF64 /* trading_definitions_json.cpp */; };
941B549B2D3BBADE00E3BF64 /* trading_definitions_json.cpp in Sources */ = {isa = PBXBuildFile; fileRef = 941B54992D3BBADD00E3BF64 /* trading_definitions_json.cpp */; };
94280BA32D2FC00200F1CF56 /* base64.cpp in Sources */ = {isa = PBXBuildFile; fileRef = 94280BA22D2FC00200F1CF56 /* base64.cpp */; };
Expand Down Expand Up @@ -51,6 +53,8 @@
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>"; };
940A61162C92CE960083FEB8 /* serviceA.hpp */ = {isa = PBXFileReference; lastKnownFileType = sourcecode.cpp.h; path = serviceA.hpp; sourceTree = "<group>"; };
941408AD2D59F93F000ED1F9 /* sqlManager.cpp */ = {isa = PBXFileReference; lastKnownFileType = sourcecode.cpp.cpp; path = sqlManager.cpp; sourceTree = "<group>"; };
941408B02D59F954000ED1F9 /* sqlManager.hpp */ = {isa = PBXFileReference; lastKnownFileType = sourcecode.cpp.h; path = sqlManager.hpp; sourceTree = "<group>"; };
941B54902D3BBA4900E3BF64 /* ohlc_variables.hpp */ = {isa = PBXFileReference; lastKnownFileType = sourcecode.cpp.h; path = ohlc_variables.hpp; sourceTree = "<group>"; };
941B54912D3BBA5600E3BF64 /* ohlc_rsi_variables.hpp */ = {isa = PBXFileReference; lastKnownFileType = sourcecode.cpp.h; path = ohlc_rsi_variables.hpp; sourceTree = "<group>"; };
941B54922D3BBA6500E3BF64 /* trading_variables.hpp */ = {isa = PBXFileReference; lastKnownFileType = sourcecode.cpp.h; path = trading_variables.hpp; sourceTree = "<group>"; };
Expand Down Expand Up @@ -1317,6 +1321,7 @@
94CD849E2D2D22C900041BBA /* external */,
944D0DD22C8C3704004DD0FC /* images */,
944D0DCE2C8C3704004DD0FC /* scripts */,
94DE4F772C8C3E7C00FE48FF /* include */,
9470B5A22C8C5AD0007D9CC6 /* source */,
9470B5AD2C8C5B99007D9CC6 /* tests */,
948A9CEC2C906ADB00E23669 /* resources */,
Expand Down Expand Up @@ -1395,16 +1400,16 @@
9470B5A22C8C5AD0007D9CC6 /* source */ = {
isa = PBXGroup;
children = (
943398232D57E53400287A2D /* jsonParser.cpp */,
94674B8C2D533E7800973137 /* models */,
94674B862D533B4000973137 /* trading */,
94DE4F772C8C3E7C00FE48FF /* include */,
941B54982D3BBAD800E3BF64 /* trading_definitions */,
94280BA72D2FC29F00F1CF56 /* utilities */,
9470B5A32C8C5AD0007D9CC6 /* main.cpp */,
940A61112C92CE210083FEB8 /* configManager.cpp */,
940A61152C92CE960083FEB8 /* serviceA.cpp */,
94CD8B9F2D2E8CE500041BBA /* databaseConnection.cpp */,
943398232D57E53400287A2D /* jsonParser.cpp */,
941408AD2D59F93F000ED1F9 /* sqlManager.cpp */,
);
path = source;
sourceTree = "<group>";
Expand Down Expand Up @@ -3510,6 +3515,7 @@
94DE4F772C8C3E7C00FE48FF /* include */ = {
isa = PBXGroup;
children = (
941408B02D59F954000ED1F9 /* sqlManager.hpp */,
943398222D57E52900287A2D /* jsonParser.hpp */,
94674B842D533B2F00973137 /* trading */,
942966D72D48E84100532862 /* models */,
Expand Down Expand Up @@ -3616,6 +3622,7 @@
isa = PBXSourcesBuildPhase;
buildActionMask = 2147483647;
files = (
941408AE2D59F93F000ED1F9 /* sqlManager.cpp in Sources */,
9470B5A42C8C5AD0007D9CC6 /* main.cpp in Sources */,
943398252D57E53400287A2D /* jsonParser.cpp in Sources */,
94280BA32D2FC00200F1CF56 /* base64.cpp in Sources */,
Expand All @@ -3633,6 +3640,7 @@
buildActionMask = 2147483647;
files = (
94CD8BA12D2E8CE500041BBA /* databaseConnection.cpp in Sources */,
941408AF2D59F93F000ED1F9 /* sqlManager.cpp in Sources */,
943398242D57E53400287A2D /* jsonParser.cpp in Sources */,
94280BA42D2FC00200F1CF56 /* base64.cpp in Sources */,
94674B8D2D533E7800973137 /* trade.cpp in Sources */,
Expand Down Expand Up @@ -3777,9 +3785,8 @@
);
INCLUDED_RECURSIVE_SEARCH_PATH_SUBDIRECTORIES = "";
LIBRARY_SEARCH_PATHS = (
"\"$(SRCROOT)/external/libpqxx/src\"",
"$(SRCROOT)/build/external/libpqxx/src",
"/opt/homebrew/Cellar/postgresql@14/14.15/lib/postgresql@14",
"\"$(SRCROOT)/external/libpqxx/build/src\"",
"/opt/homebrew/Cellar/postgresql@18/18.3/lib/postgresql",
);
OTHER_LDFLAGS = "";
OTHER_LIBTOOLFLAGS = "";
Expand All @@ -3800,9 +3807,8 @@
);
INCLUDED_RECURSIVE_SEARCH_PATH_SUBDIRECTORIES = "";
LIBRARY_SEARCH_PATHS = (
"\"$(SRCROOT)/external/libpqxx/src\"",
"$(SRCROOT)/build/external/libpqxx/src",
"/opt/homebrew/Cellar/postgresql@14/14.15/lib/postgresql@14",
"\"$(SRCROOT)/external/libpqxx/build/src\"",
"/opt/homebrew/Cellar/postgresql@18/18.3/lib/postgresql",
);
OTHER_LDFLAGS = "";
OTHER_LIBTOOLFLAGS = "";
Expand All @@ -3823,9 +3829,8 @@
"\"$(SRCROOT)/external/",
);
LIBRARY_SEARCH_PATHS = (
"\"$(SRCROOT)/external/libpqxx/src\"",
"$(PROJECT_DIR)/build/external/libpqxx/src",
"/opt/homebrew/Cellar/postgresql@14/14.15/lib/postgresql@14",
"\"$(SRCROOT)/external/libpqxx/build/src\"",
"/opt/homebrew/Cellar/postgresql@18/18.3/lib/postgresql",
);
MARKETING_VERSION = 1.0;
PRODUCT_BUNDLE_IDENTIFIER = com.mccaffers.tests;
Expand All @@ -3846,9 +3851,8 @@
"\"$(SRCROOT)/external/",
);
LIBRARY_SEARCH_PATHS = (
"\"$(SRCROOT)/external/libpqxx/src\"",
"$(PROJECT_DIR)/build/external/libpqxx/src",
"/opt/homebrew/Cellar/postgresql@14/14.15/lib/postgresql@14",
"\"$(SRCROOT)/external/libpqxx/build/src\"",
"/opt/homebrew/Cellar/postgresql@18/18.3/lib/postgresql",
);
MARKETING_VERSION = 1.0;
PRODUCT_BUNDLE_IDENTIFIER = com.mccaffers.tests;
Expand Down
2 changes: 1 addition & 1 deletion backtesting-engine-cpp.xcodeproj/xcshareddata/xcschemes/source.xcscheme
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Expand Up @@ -58,7 +58,7 @@
</BuildableProductRunnable>
<CommandLineArguments>
<CommandLineArgument
argument = "100.85.44.114"
argument = "localhost"
isEnabled = "YES">
</CommandLineArgument>
<CommandLineArgument
Expand Down
0 source/include/configManager.hpp → include/configManager.hpp
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0 source/include/databaseConnection.hpp → include/databaseConnection.hpp
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0 source/include/jsonParser.hpp → include/jsonParser.hpp
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1 change: 1 addition & 0 deletions source/include/models/priceData.hpp → include/models/priceData.hpp
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Expand Up @@ -4,6 +4,7 @@
// This code is licensed under MIT license (see LICENSE.txt for details)
// ---------------------------------------
#pragma once
#include <chrono>

struct PriceData {
double value1;
Expand Down
0 source/include/models/trade.hpp → include/models/trade.hpp
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0 source/include/serviceA.hpp → include/serviceA.hpp
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18 changes: 18 additions & 0 deletions include/sqlManager.hpp
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@@ -0,0 +1,18 @@
// Backtesting Engine in C++
//
// (c) 2025 Ryan McCaffery | https://mccaffers.com
// This code is licensed under MIT license (see LICENSE.txt for details)
// ---------------------------------------
#pragma once
#include <string>
#include <vector>
#include "models/priceData.hpp"
#include "databaseConnection.hpp"

class SqlManager {
public:
static std::vector<PriceData> getInitialPriceData(const DatabaseConnection& db);
static std::string getBaseQuery();
private:
static constexpr int DEFAULT_LIMIT = 1000;
};
0 source/include/trading/tradeManager.hpp → include/trading/tradeManager.hpp
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0 source/include/trading_definitions.hpp → include/trading_definitions.hpp
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0 ...ude/trading_definitions/configuration.hpp → ...ude/trading_definitions/configuration.hpp
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0 ...rading_definitions/ohlc_rsi_variables.hpp → ...rading_definitions/ohlc_rsi_variables.hpp
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0 ...de/trading_definitions/ohlc_variables.hpp → ...de/trading_definitions/ohlc_variables.hpp
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0 .../include/trading_definitions/strategy.hpp → include/trading_definitions/strategy.hpp
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0 ...rading_definitions/strategy_variables.hpp → ...rading_definitions/strategy_variables.hpp
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0 ...trading_definitions/trading_variables.hpp → ...trading_definitions/trading_variables.hpp
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0 source/include/utilities/base64.hpp → include/utilities/base64.hpp
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2 changes: 1 addition & 1 deletion scripts/run.sh
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Expand Up @@ -4,7 +4,7 @@
current_dir="$( cd "$( dirname "${BASH_SOURCE[0]}" )" && pwd )"

# Build the source code
source $current_dir/environment.sh
# source $current_dir/environment.sh - no longer necessary
source $current_dir/clean.sh
source $current_dir/build.sh

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11 changes: 7 additions & 4 deletions scripts/test.sh
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Expand Up @@ -3,7 +3,10 @@
xcodebuild \
-project backtesting-engine-cpp.xcodeproj \
-scheme tests \
HEADER_SEARCH_PATHS="./external/libpqxx/include/pqxx/internal ./external/libpqxx/include/ ./external/libpqxx/build/include/ ./external/" \
LIBRARY_SEARCH_PATHS="./external/libpqxx/src/ ./external/libpqxx/build/src/" \
OTHER_LDFLAGS="-L./external/libpqxx/build/src -lpqxx -lpq -L/opt/homebrew/Cellar/pkgconf/2.3.0_1/lib -L/opt/homebrew/Cellar/pkgconf/2.3.0_1/lib/pkgconfig -L/opt/homebrew/Cellar/postgresql@14/14.15/lib/postgresql@14 -L/opt/homebrew/Cellar/postgresql@14/14.15/lib/postgresql@14/pgxs -L/opt/homebrew/Cellar/postgresql@14/14.15/lib/postgresql@14/pkgconfig" \
clean build test
clean build test
# HEADER_SEARCH_PATHS="./external/libpqxx/include/pqxx/internal ./external/libpqxx/include/ ./external/libpqxx/build/include/ ./external/" \
# LIBRARY_SEARCH_PATHS="./external/libpqxx/src/ ./external/libpqxx/build/src/" \
# OTHER_LDFLAGS="-L./external/libpqxx/build/src -lpqxx -lpq -L$(brew --prefix pkgconf)/lib -L$(brew --prefix pkgconf)/lib/pkgconfig -L$(brew --prefix postgresql@18)/lib/postgresql -L$(brew --prefix postgresql@18)/lib/postgresql/pgxs -L$(brew --prefix postgresql@18)/lib/postgresql/pkgconfig" \



6 changes: 6 additions & 0 deletions source/jsonParser.cpp
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@@ -1,3 +1,9 @@
// Backtesting Engine in C++
//
// (c) 2025 Ryan McCaffery | https://mccaffers.com
// This code is licensed under MIT license (see LICENSE.txt for details)
// ---------------------------------------

#include "jsonParser.hpp"
#include "base64.hpp"
#include <iostream>
Expand Down
6 changes: 2 additions & 4 deletions source/main.cpp
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Expand Up @@ -22,6 +22,7 @@
#include "trading_definitions.hpp" // For everything
#include "tradeManager.hpp"
#include "jsonParser.hpp"
#include "sqlManager.hpp"

using json = nlohmann::json;

Expand All @@ -33,10 +34,7 @@ int main(int argc, const char * argv[]) {
// Load strategy from Base64 argv[2]
JsonParser::parseConfigurationFromBase64(argv[2]);

// Example query - replace with your actual query
std::string query = "SELECT * FROM EURUSD LIMIT 5;";

std::vector<PriceData> priceData = db.executeQuery(query);
std::vector<PriceData> priceData = SqlManager::getInitialPriceData(db);

// Convert timestamp to readable format for debugging
auto timeT = std::chrono::system_clock::to_time_t(priceData[0].timestamp);
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14 changes: 14 additions & 0 deletions source/sqlManager.cpp
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@@ -0,0 +1,14 @@
// Backtesting Engine in C++
//
// (c) 2025 Ryan McCaffery | https://mccaffers.com
// This code is licensed under MIT license (see LICENSE.txt for details)
// ---------------------------------------
#include "sqlManager.hpp"

std::string SqlManager::getBaseQuery() {
return "SELECT * FROM EURUSD LIMIT " + std::to_string(DEFAULT_LIMIT) + ";";

Check warning on line 9 in source/sqlManager.cpp

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SonarQubeCloud / SonarCloud Code Analysis

Use std::format instead of concatenating pieces manually. 


See more on https://sonarcloud.io/project/issues?id=mccaffers_backtesting-engine-cpp&issues=AZ1ihCBybB_ux2Y8WXdR&open=AZ1ihCBybB_ux2Y8WXdR&pullRequest=7
Comment on lines +7 to +9
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Copilot AI Apr 5, 2026

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getBaseQuery() hardcodes the table/symbol (EURUSD) and the row limit, even though configuration includes a SYMBOLS field. To make SqlManager reusable (and avoid having to change code for different symbols/limits), consider taking symbol and limit as parameters (or reading them from the parsed configuration).

Suggested change
std::string SqlManager::getBaseQuery() {
return "SELECT * FROM EURUSD LIMIT " + std::to_string(DEFAULT_LIMIT) + ";";
#include <cstdlib>
#include <string>
namespace {
std::string getConfiguredSymbol() {
const char* symbols = std::getenv("SYMBOLS");
if (symbols == nullptr || *symbols == '\0') {
return "EURUSD";
}
std::string configuredSymbols(symbols);
std::size_t separator = configuredSymbols.find(',');
std::string symbol = configuredSymbols.substr(0, separator);
std::size_t first = symbol.find_first_not_of(" \t");
if (first == std::string::npos) {
return "EURUSD";
}
std::size_t last = symbol.find_last_not_of(" \t");
return symbol.substr(first, last - first + 1);
}
int getConfiguredLimit() {
const char* configuredLimit = std::getenv("SQL_LIMIT");
if (configuredLimit == nullptr || *configuredLimit == '\0') {
return DEFAULT_LIMIT;
}
char* end = nullptr;
long parsedLimit = std::strtol(configuredLimit, &end, 10);
if (end == configuredLimit || *end != '\0' || parsedLimit <= 0) {
return DEFAULT_LIMIT;
}
return static_cast<int>(parsedLimit);
}
} // namespace
std::string SqlManager::getBaseQuery() {
return "SELECT * FROM " + getConfiguredSymbol() + " LIMIT " + std::to_string(getConfiguredLimit()) + ";";

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}

std::vector<PriceData> SqlManager::getInitialPriceData(const DatabaseConnection& db) {
Comment on lines +8 to +12
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Copilot AI Apr 5, 2026

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There are XCTest-based tests for other components, but nothing covers the new SqlManager behavior (e.g., the generated base query / default limit). Adding a small unit test would help catch regressions as the query logic evolves.

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return db.executeQuery(getBaseQuery());
}
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