Yea, there is lot to be added, that's by design. I'm not aiming for one-pass toy, this is foundational infra, not a weekend simulator.
FP numbers wrapper are planned. Sharing strategies is not a priority, maybe I will add some just for demo. And for sure I'm not sharing backtesting engine.
Combined with HFT CppCon talk that emphasizes the impact of node-based STL containers you may benefit from using some optimized hash maps on top of vectors, if you aim at top-performance in runtime. Also, abseil has some flat sets/maps implementation. All of this could be a nice addition if you experiment with performance (I figured that from std::pmr use in your project).
100% agreed, stl containers should be replaced. The problem here is that I'd like to keep the core dependency-free... However, functionality first, squeeze maximum later. I'll definitely give a try for non-stl containers and if measurements beat - make the usage of container implementation controllable by compilation options, keeping things configurable as much as possible.
Thank you for your ideas and advice! Great and valuable feedback
Yea, there is lot to be added, that's by design. I'm not aiming for one-pass toy, this is foundational infra, not a weekend simulator.
FP numbers wrapper are planned. Sharing strategies is not a priority, maybe I will add some just for demo. And for sure I'm not sharing backtesting engine.
Goal to build infra - not give away alpha.