Merge requests · ie421_high_frequency_trading_fall_2022 / ie421_hft_fall_2022_group_02 / backtester

Strategy interface

!41 · created Nov 03, 2022 by potthi2
Bug fix.

!40 · created Nov 03, 2022 by bohan3
- Merged
updated Nov 03, 2022
BL-data-04 Fix ending get.

!39 · created Nov 03, 2022 by bohan3
- Merged
updated Nov 03, 2022
BL-data-04 Fix ending get.

!38 · created Nov 03, 2022 by bohan3
- Closed
updated Nov 03, 2022
[main] Added message counting.

!37 · created Nov 03, 2022 by nairenf2
- Merged
- Approved
updated Nov 03, 2022
BL-data-03 Show message in log.

!36 · created Nov 03, 2022 by bohan3
- Merged
updated Nov 03, 2022
BL-data-03 Show message in log.

!35 · created Nov 03, 2022 by bohan3
- Closed
updated Nov 03, 2022
[ob-016] Converted to using thread safe queue push.

!34 · created Nov 03, 2022 by nairenf2 Exchange
- Merged
- Approved
updated Nov 03, 2022
BL-data-02 Implement Runnable main.

!33 · created Nov 03, 2022 by bohan3
- Merged
updated Nov 03, 2022
[ob-016] Deprecated AuctProvider.

!32 · created Nov 03, 2022 by nairenf2 Exchange
- Merged
- Approved
updated Nov 03, 2022
BL-data-01 Implement Csv loader.

!31 · created Nov 03, 2022 by bohan3
- Merged
updated Nov 03, 2022
BL-main-004 Add queue mutex.

!30 · created Nov 02, 2022 by bohan3
- Merged
updated Nov 02, 2022
[ob-016] Fixed Exchange test, and changed EventListener::onEvent to be pure virtual.

!29 · created Nov 02, 2022 by nairenf2
- Merged
- Approved
updated Nov 02, 2022
Added README for Exchange design.

!28 · created Oct 28, 2022 by nairenf2 Exchange
- Merged
- Approved
updated Oct 28, 2022
[ob-016] Removed AuctProvider usage.

!27 · created Oct 25, 2022 by nairenf2 Exchange
- Merged
- Approved
updated Oct 25, 2022
[ob-016] Converted Exchange to EventListener.

!26 · created Oct 25, 2022 by nairenf2 Strategy
- Merged
- Approved
updated Oct 25, 2022
Use Heap Events

!25 · created Oct 24, 2022 by bohan3
- Merged
- Approved
updated Oct 24, 2022
[ob-015] Converted to destructive matching.

!24 · created Oct 22, 2022 by nairenf2
- Merged
- Approved
updated Oct 22, 2022
BL-main-002 Integrate parts and add tests.

!23 · created Oct 21, 2022 by bohan3 Exchange
- Merged
updated Oct 21, 2022
[ob-012] Made Exchange represent multiple MEs and be a provider.

!22 · created Oct 18, 2022 by nairenf2 Order Book
- Merged
- Approved
updated Oct 18, 2022