This project is from a tech interview. I spent 1 day to write this demo. So obviously there are still many things I can do. And I found it's very valuable to create such C++ backtesting library.
Here is how I prioritize features I need to implement.
- Support stop order;
- Refine price scale;
- Improve the performance evaluation, maybe with some python plots.
- Support margin trading;
Later I will add some diagrams to docs.