Tiger
FastTest
| Tiger | FastTest | |
|---|---|---|
| 4 | 2 | |
| 107 | 11 | |
| - | - | |
| 5.0 | 10.0 | |
| about 1 month ago | about 1 year ago | |
| C++ | C++ | |
| BSD 3-clause "New" or "Revised" License | GNU General Public License v3.0 only |
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Tiger
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Update on C++ Algo Trading/ Data Analysis tool
Yes, I have. As matter of fact I have another open source (https://github.com/hosseinmoein/Matrix) that uses this technique.
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Introducing The C++ DataFrame for data analysis
Just to be clear, DataFrame is not a matrix. It is a data-frame. If you want a fast C++ matrix you can take a look at https://github.com/hosseinmoein/Matrix
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One flew over the matrix
This is a C++ Matrix math and arithmetic library for both lovers and fighters.
- Show HN: C++ Matrix with expression template arithmetic operators
FastTest
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Backtesting Engines for Testing Intraday Data on Thousands of Symbols Simultaneously
Wrote my own in C++ with python wrapper: https://github.com/ntorm1/FastTest. It's not stable so do with that you will, but no problems handling thousands of symbols at whatever frequency.
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Update on C++ Algo Trading/ Data Analysis tool
Not sure exactly, depends a lot on your existing implementation. I implemented it as a C++ class that overloads the () operator to access the underlying data. For reference here is my implementation of it: https://github.com/ntorm1/FastTest/blob/main/include/Asset.h
What are some alternatives?
DataFrame - C++ DataFrame for statistical, Financial, and ML analysis -- in modern C++ using native types and contiguous memory storage
Magic Enum C++ - Static reflection for enums (to string, from string, iteration) for modern C++, work with any enum type without any macro or boilerplate code
backtrader - Python Backtesting library for trading strategies
vector - A linear algebra library for TypeScript and JavaScript
NumCpp - C++ implementation of the Python Numpy library
sparse-linear-algebra - Numerical computation in native Haskell
SAFD-algorithm - An app to compute the coefficients of a function development in a spherical harmonics convergent series.
VBA-Expressions - A powerful string expression evaluator for VBA and LO Basic, which puts more than 100 mathematical, statistical, financial, date-time, logic and text manipulation functions at the user's fingertips.
volbx - Graphical tool for data manipulation written in C++/Qt.