yml-cpp

CMakeLists.txt

@@ -1,20 +1,16 @@
 cmake_minimum_required(VERSION 3.16)
 project(backtest CXX)
-
 set(CMAKE_CXX_STANDARD 17)
 set(CMAKE_CXX_STANDARD_REQUIRED ON)
-
 if(NOT CMAKE_BUILD_TYPE)
   set(CMAKE_BUILD_TYPE Release)
 endif()
-
 set(CMAKE_CXX_FLAGS_RELEASE "-O3 -march=native -DNDEBUG")
 set(CMAKE_CXX_FLAGS_DEBUG   "-g -Wall -Wextra -Wpedantic -fsanitize=address,undefined")
-
 include_directories(core/include)
-
 add_executable(backtest core/src/main.cpp)
-
+find_package(yaml-cpp REQUIRED)
+target_link_libraries(backtest PRIVATE yaml-cpp)
 if(CMAKE_CXX_COMPILER_ID STREQUAL "GNU" AND CMAKE_CXX_COMPILER_VERSION VERSION_LESS 9)
   target_link_libraries(backtest stdc++fs)
 endif()

core/src/main.cpp

@@ -20,6 +20,8 @@
 #include <queue>
 #include <sstream>
 #include <filesystem>
+#include <cstdlib>
+#include <yaml-cpp/yaml.h>
 
 #include "events.hpp"
 #include "data_handler.hpp"
@@ -40,16 +42,31 @@ static std::vector<std::string> split(const std::string& s, char delim) {
     return out;
 }
 
+static std::string config_path() {
+    const char* xdg = std::getenv("XDG_CONFIG_HOME");
+    std::string base = xdg ? xdg : (std::string(std::getenv("HOME")) + "/.config");
+    return base + "/backtest/config.yml";
+}
+
 // ── Main ──────────────────────────────────────────────────────────────────────
 
 int main(int argc, char* argv[]) {
     // defaults
-    std::string data_dir   = "data";
-    std::string sym_str    = "AAPL";
-    int         fast       = 20;
-    int         slow       = 50;
-    double      capital    = 100'000.0;
+    std::string data_dir    = "data";
+    std::string results_dir = "results";
+    std::string sym_str     = "AAPL";
+    int         fast        = 20;
+    int         slow        = 50;
+    double      capital     = 100'000.0;
 
+    // ── Load config ───────────────────────────────────────────────────────────
+    try {
+        YAML::Node cfg = YAML::LoadFile(config_path());
+        if (cfg["data_dir"])    data_dir    = cfg["data_dir"].as<std::string>();
+        if (cfg["results_dir"]) results_dir = cfg["results_dir"].as<std::string>();
+    } catch (...) {}
+
+    // CLI overrides
     if (argc > 1) data_dir = argv[1];
     if (argc > 2) sym_str  = argv[2];
     if (argc > 3) fast     = std::stoi(argv[3]);
@@ -104,14 +121,12 @@ int main(int argc, char* argv[]) {
     auto        report = compute_performance(eq, capital);
     print_report(report);
 
-    // Export for Python visualizer
-    std::filesystem::create_directories("results");
-    export_equity_csv(eq,                     "results/equity.csv");
-    export_trades_csv(strategy.trade_log(),   "results/trades.csv");
-    export_perf_csv  (report,                 "results/performance.csv");
+    std::filesystem::create_directories(results_dir);
+    export_equity_csv(eq,                   results_dir + "/equity.csv");
+    export_trades_csv(strategy.trade_log(), results_dir + "/trades.csv");
+    export_perf_csv  (report,               results_dir + "/performance.csv");
 
-    std::printf("\nResults exported to results/\n");
-    std::printf("Run:  python visualize.py\n");
+    std::printf("\nResults exported to %s/\n", results_dir.c_str());
 
     return 0;
 }

flake.nix

@@ -11,7 +11,6 @@
     pyproject-build-systems.inputs.pyproject-nix.follows = "pyproject-nix";
     pyproject-build-systems.inputs.nixpkgs.follows = "nixpkgs";
   };
-
   outputs = {
     self,
     nixpkgs,
@@ -24,17 +23,14 @@
       pkgs = nixpkgs.legacyPackages.${system};
       lib = nixpkgs.lib;
       python = pkgs.python312;
-
       workspace = uv2nix.lib.workspace.loadWorkspace {workspaceRoot = ./.;};
       overlay = workspace.mkPyprojectOverlay {sourcePreference = "wheel";};
-
       pythonSet = (pkgs.callPackage pyproject-nix.build.packages {inherit python;}).overrideScope (
         lib.composeManyExtensions [
           pyproject-build-systems.overlays.default
           overlay
         ]
       );
-
       venv = pythonSet.mkVirtualEnv "backtest-env" workspace.deps.default;
     in {
       packages.default = pkgs.stdenv.mkDerivation {
@@ -42,20 +38,16 @@
         version = "0.1.0";
         src = ./.;
         dontConfigure = true;
-
-        
-        nativeBuildInputs = [ pkgs.cmake pkgs.gcc ];
-        buildInputs = [ venv ];
-      
+        nativeBuildInputs = [pkgs.cmake pkgs.gcc];
+        buildInputs = [venv pkgs.yaml-cpp];
         buildPhase = ''
-            cmake -B build -DCMAKE_BUILD_TYPE=Release
-            cmake --build build -j4
+          cmake -B build -S . -DCMAKE_BUILD_TYPE=Release
+          cmake --build build -j4
         '';
-      
         installPhase = ''
           mkdir -p $out/bin $out/lib
           cp -r . $out/lib/
-          cp build/backtest $out/bin/backtest-cpp   # le binaire C++
+          cp build/backtest $out/bin/backtest-cpp
           cat > $out/bin/backtest << EOF
           #!/bin/sh
           export PATH="${venv}/bin:\$PATH"