dailypipsgxj / Aria

A C++ based quant platform

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