jnaulet / cresus

Stock market math API

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==== Cresus ====

Cresus (or libcresus) is an API written in C designed to provide stock market functions for backtest applications. Some sample code is provided in the "system" directory.

=== Requirements ===

This software requires the json-parser library to be installed on your system : https://github.com/udp/json-parser

=== Build & install ===

To build this software, type in :

$ mkdir build
$ cd build
$ cmake ..
$ make

To install in /usr/local :

$ make install

Libcresus provides support for yahoo (csv) & mdgms (json) input files. Default is yahoo v7.
For more information on this, just open input/inwrap.h

=== Provided examples ===

To run the provided examples :

$ buy_monthly [-o file_type] <file> [-n start_year] [-m occurrence] [-F amount] [-q]
$ buy_red_filtered [-o file_type] <file> [-n start_year] [-l level_min]
$ buy_red_sell_green_filtered [-o file_type] <file> [-n start_year] [-b level_buy] [-s level_sell]
$ sell_in_may [-o file_type] <file> [-n start_year] [-F amount]

=== Original description ===

Cresus was originally a stock market bot research software developped in 2013 that was not giving total satisfaction to its owner, who wanted something which could easily manipulate tons & tons of data & indicators.

So here is Cresus EVO (at least v3, if i remember well), a simple lib that allows anyone to manipulate lots of stock market data, especially from Yahoo.
This is a great solution, because the tools are free, but the algorithm(s) can be keeped secret by their owners.

For the moment, the library is quite stable but needs serious improvements.
Some leftovers from cresus v0.1 (2013) are still there, waiting to be integrated or destroyed, depending on how the project will evolve.
Some manipulations are not practical, some will give strange or incorrect results if some data is missing, etc.

This is a work in progress and some kind of C software architecture research project, too.

As usual, this piece of sotware is provided "as is", with no garantee at all, except the one that it will probably crash if you don't use it properly ;)

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Stock market math API


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