Zack: A Simple Backtesting Engine in Zig

Summary

📈 Zack: A Simple Backtesting Engine in Zig 📉 Welcome to Zack! This project is a lightweight yet powerful backtesting engine for trading strategies, written entirely in Zig ⚡. It allows you to test your trading ideas against historical market data to see how they might have performed. 🤔 What is it? Zack simulates the process of trading based on a predefined strategy using historical OHLCV (Open, High, Low, Close, Volume) data. It processes data bar-by-bar, generates trading signals, simulates order execution, manages a virtual portfolio, and reports the performance. ✨ Why Zig? Zig offers several advantages for this kind of application: Performance: Zig compiles to fast, efficient machine code, crucial for processing potentially large datasets quickly. Zig compiles to fast, efficient machine code, crucial for processing potentially large datasets quickly. Memory Control: Manual memory management allows for fine-tuned optimization and avoids hidden overhead. Manual memory management allows for fine-tuned optimization and avoids hidden overhead. Simplicity: Zig's focus on simplicity and explicitness makes the codebase easier to understand and maintain (no hidden control flow!). ⚙️ How it Works: The Engine Flow The backtesting process is driven by an event loop within the BacktestEngine . Here's a breakdown of the core components and their interactions: Initialization: The main function loads configuration ( config/config.json , config/<strategy_name>.json ) and CSV data ( data/<data_file>.csv ) using AppContext . function loads configuration ( , ) and CSV data ( ) using . It then initializes the BacktestEngine , which in turn sets up all other components. The Event Loop ( BacktestEngine.run ): The engine iterates through the historical data bar by bar. For each current_bar : Data Handling ( DataHandler ): Provides the current_bar (parsed from the CSV data). It uses Bar.parse to convert CSV rows into structured Bar objects. Provides the (parsed from the CSV data). It use...