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aria's Introduction

Aria

C++ based backtest platform

  • C++ and Python mix programming with boost::Python.
  • Datafeed and Algorithm can be implement in Python. Because of Python GIL, if Datafeed and Algorithm are both Python code, performance may be affected on multi core CPU.
  • Support OHLCV data.
  • A simple GUI based on amcharts.
  • Cross platform build.

TODO

  • Tick data(realtime) support.
  • FIX protocol support.
  • More indicators.
  • More algorithms.

Boost library dependencies

  • boost_chrono
  • boost_date_time
  • boost_file_system
  • boost_log
  • boost_python
  • boost_system
  • boost_thread

aria's People

Contributors

frogwang92 avatar

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