A template project for creating your own strateiges.

The project includes

• Bare-minimum implementation needed to support strategy development

  • Supports live and simulation.

• A static library (named tools)

  • Allows you to build testable logic separate from the actual strategy.

• Test target

  • Using Catch2

• Benchmark target

  • Using Google benchmark

Prerequisites

Use stable for (the approx. monthly) release build. Use unstable for the more regularly updated development builds.

Initialize sub-modules

git submodule update --init --recursive

Create environment (Mambaforge)

scripts/create_conda_env.sh unstable debug

Activate environment

source opt/conda/bin/activate dev

Build the project

Sometimes you may have to delete CMakeCache.txt if CMake has already cached an incorrect configuration.

cmake . && make -j4

Building your own conda package

scripts/build_conda_package.sh stable