A modular C++ backtesting engine featuring tick simulation and plug-and-play trading strategies. Containerized with Docker for easy execution.
- Tick Simulation Simulates realistic tick-level price movements using Geometric Brownian Motion with jumps.
- Pluggable Strategy Interface Easily add or modify trading strategies (Mean Reversion, etc...)
- Multi-Strategy Execution Backtest several strategies in parallel on the same tick stream.
- Dockerized Fully containerized, just build and run with Docker in a few seconds.
- Performance Monitoring Execution time logging to benchmark strategies and engine throughput.
MeanReversionSimple
Each strategy runs on the same tick series with configurable parameters and initial capital.
- Docker
- Git
docker build -t backtest-engine .