TradeMetrics

Calculates metrics on a series of trades, input in csv format.

Build

git clone git@github.com:jroelofs/TradeMetrics.git
mkdir build && cd build
cmake -G Ninja -DCMAKE_BUILD_TYPE=Debug ../TradeMetrics
cd build
ninja

Run

Fixed input:

$ cat input.csv | tmctl - > output.csv

Randomly generated trades (stress test / benchmarking):

$ tradegen 500000 10 | tmctl -

Test

$ ninja check