Detailed Description

Main header file for the tzutrader library.

Include this header to access all components of the tzutrader backtesting library.

Introduction

tzutrader is a composable C++ backtesting library that processes market data in a streaming fashion. The library is designed around small, focused components that can be combined to create custom backtesting systems.

Core Components

Data Types (defs.h): Fundamental structures like Ohlcv, Signal, Tick
Indicators (indicators.h): SMA, EMA, RSI, MACD, and more
Strategies (strategies.h): Trading signal generation
Portfolios (portfolios.h): Position and risk management
Streamers (streamers.h): Data input and parsing
Runners (runners.h): Backtest orchestration

Quick Example

#include "tzu.h"
using namespace tzu;
 
int main() {
    RSIStrat strategy(14, 30, 70);
    BasicPortfolio portfolio(100000.0, 0.001, 0.10, 0.20);
    Csv<Ohlcv> csv(std::cin);
    
    BasicRunner<BasicPortfolio, RSIStrat, Csv<Ohlcv>> runner(
        portfolio, strategy, csv
    );
    runner.run(false);
    return 0;
}

Links

User Guide: https://jailop.codeberg.page/tzutrader/docs/
API Reference: https://jailop.codeberg.page/tzutrader/docs/html/
Repository: https://codeberg.org/jailop/tzutrader

Note: This is an experimental project. The API may change as the design evolves.

Author: Jaime Lopez