A template project to help you get started with creating your own strategies using Roq's C++ API.

The project includes

• Bare-minimum implementation needed to support strategy development

  • Live trading
  • 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

• Conda build recipe

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 development environment

scripts/create_conda_env 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

License

The project is released under the terms of the MIT license.