AlphaForge is a quantitative trading and research platform. The core engine is modern C++20, exposed through both an interactive terminal CLI and a JSON REST API, which drives a React and TypeScript web terminal. Market data, portfolio accounting, order execution, risk, analytics, and backtesting are all implemented from first principles in C++, running on real daily OHLCV pulled from Yahoo Finance, not synthetic or bundled sample data.
- Overview
- Project Structure
- Feature Status
- Technology Stack
- Architecture
- Installation and Setup
- Running the Stack
- API Surface
- Testing
- CI/CD Pipeline
- Design Patterns and Modern C++
- Limitations and Simplifications
- Contributing
- License
AlphaForge is built as a portfolio piece for quantitative engineering roles. The emphasis is on correct, well-tested financial logic and a clean architecture rather than on breadth of half-finished features, and every simplifying assumption is stated plainly in the Limitations section rather than hidden. The repository ships no market data; the platform runs only on real daily OHLCV fetched from Yahoo Finance before first use, so results always come from real, freshly pulled prices, not synthetic data. All 22 unit tests pass via CTest (verified: 8 in test_market.cpp, 7 in test_risk.cpp, 7 in test_portfolio.cpp, using a genuine 60-line zero-dependency test framework rather than a vendored one), and CI builds and tests both the backend and the frontend on every push and pull request.
AlphaForge/
├── code/
│ └── backend/ # C++20 engine, CLI, REST server, tests
│ ├── include/ # Public headers, grouped by module
│ │ ├── common/ # Types, concepts
│ │ ├── core/ # Application facade, Config singleton
│ │ ├── market/ # Bars, market data engine, observer interfaces
│ │ ├── portfolio/ # Positions, portfolio accounting
│ │ ├── execution/ # Orders, order manager
│ │ ├── risk/ # Risk engine (vol, Sharpe, drawdown, VaR/CVaR, beta)
│ │ ├── analytics/ # Returns, rolling volatility and Sharpe, CAGR
│ │ ├── backtesting/ # Strategies, factory, event-driven backtester
│ │ └── utils/ # Statistics, ThreadPool, CsvParser, Logger, Timer
│ ├── src/ # Engine implementation (compiled into a static lib)
│ ├── app/ # Entry points: CLI, REST server, JSON support
│ ├── tests/ # 22 unit tests on a self-written, zero-dependency
│ │ # test framework (TestFramework.hpp)
│ ├── benchmarks/ # Micro benchmark harness
│ ├── data/ # Market data CSVs (fetched via yfinance, not committed)
│ ├── third_party/ # Vendored cpp-httplib and nlohmann/json
│ └── CMakeLists.txt
├── frontend/ # React + TypeScript + Vite web terminal
├── scripts/ # Build, run, and data-fetch helpers
├── infrastructure/ # Dockerfile and docker-compose
├── docs/images/ # Homepage screenshot
└── README.md
| Component | Details |
|---|---|
| Market data | Loads and validates daily OHLCV from CSV with bounded error reporting, sorts and caches series, and notifies observers. Sourced from Yahoo Finance via yfinance, split and dividend adjusted. |
| Portfolio | Average-cost position accounting, realized and unrealized PnL, gross and net exposure, position weights, and deterministic undo. |
| Execution | Order management with market, limit, and stop types, a marketable fill model against the latest close, and a reversible trade history. |
| Risk | Annualized volatility, Sharpe, Sortino, maximum drawdown, historical VaR and CVaR, and beta against a benchmark, with cross-sectional batches computed in parallel via a thread pool. |
| Analytics | Calendar-aware weekly and monthly returns, CAGR, rolling volatility, and rolling Sharpe. |
| Backtesting | Event-driven simulation with transaction costs and slippage, across four strategies (BuyAndHold, MovingAverageCrossover, Momentum, MeanReversion), each measured against a buy-and-hold benchmark. Signals at bar i are held into bar i+1, so there is no look-ahead bias. |
| Interfaces | An interactive CLI terminal, a REST API (cpp-httplib and nlohmann/json), and a live web terminal with charts, all backed by the same compiled engine. |
| Area | Technology |
|---|---|
| Engine | C++20, CMake |
| REST server | cpp-httplib, nlohmann/json (both vendored under code/backend/third_party) |
| Testing | A self-written, zero-dependency test framework (22 unit tests) |
| Market data | yfinance (Python), fetched before first use, not bundled |
| Web frontend | React, TypeScript, Vite, Recharts |
| Infrastructure | Docker, Docker Compose |
| CI/CD | GitHub Actions |
+---------------------------+
| React + TypeScript UI |
| (Vite, Recharts) |
+-------------+-------------+
| fetch /api/* (JSON over HTTP)
v
+---------------------------+
| REST API server |
| (cpp-httplib, nlohmann) |
+-------------+-------------+
| direct calls
v
+------------------------------------------------------------------+
| AlphaForge engine (C++20) |
| |
| MarketData Portfolio Execution Risk Analytics Backtest |
| Utilities: Statistics, ThreadPool, CsvParser, Logger, Timer |
+------------------------------------------------------------------+
^
| same engine, different front end
+---------------------------+
| Interactive CLI terminal |
+---------------------------+
The engine compiles once into a static library. The CLI, the REST server, the test runner, and the benchmark harness all link against that single library, so there is exactly one implementation of every calculation.
Prerequisites:
| Tool | Version | Purpose |
|---|---|---|
| C++ compiler | GCC 13+ or Clang 16+ | Build the engine (full C++20) |
| CMake | 3.16+ | Configure and build the backend |
| Node.js and npm | 18+ | Build the web terminal |
| Python and pip | 3.9+ | Fetch market data with yfinance |
The repository ships no market data; fetch it before the first run:
git clone https://github.com/quantsingularity/AlphaForge.git
cd AlphaForge
pip install -r requirements.txt
python scripts/fetch_data.py --period 3y| Flag | Default | Meaning |
|---|---|---|
--tickers |
AAPL MSFT SPY NVDA JPM TLT | Symbols to download |
--period |
3y |
Lookback when no start date is given (1y, 5y, max, and so on) |
--start / --end |
none | Explicit date range YYYY-MM-DD (overrides period) |
--out |
code/backend/data |
Output directory |
The fetch needs network access to query1.finance.yahoo.com and query2.finance.yahoo.com; on a restricted network, those hosts must be on the egress allowlist. The C++ engine is source-agnostic: any CSV with a date,open,high,low,close,volume header loads, so another provider can be substituted by writing files in that format.
Backend:
cd code/backend
cmake -S . -B build -DCMAKE_BUILD_TYPE=Release
cmake --build build -jThis produces four binaries in code/backend/build:
| Binary | Purpose |
|---|---|
alphaforge_cli |
Interactive terminal dashboard |
alphaforge_server |
REST API and static web host |
alphaforge_tests |
Unit test runner |
alphaforge_bench |
Benchmark harness |
Frontend:
cd frontend
npm install
npm run build # outputs to frontend/distRun everything:
| Goal | Command | Result |
|---|---|---|
| Full stack | scripts/run_stack.sh |
Builds both halves if needed, fetches data when missing, serves API and web terminal at http://localhost:8080 |
| Backend only, with tests | scripts/build_and_test.sh |
Builds the engine and runs CTest |
| Frontend dev server | cd frontend && npm run dev |
Vite on port 5173, proxying /api to the backend |
| Docker | docker compose -f infrastructure/docker-compose.yml up |
Builds and serves the whole stack in a container |
For frontend hot reload, run the API and the Vite dev server side by side:
code/backend/build/alphaforge_server 8080 code/backend/data &
cd frontend && npm run devAll responses are JSON. Errors return an { "error": "..." } body with an appropriate status code.
| Method | Path | Description |
|---|---|---|
| GET | /api/health |
Status, version, symbols loaded, thread count |
| GET | /api/strategies |
Available strategy names |
| GET | /api/symbols |
Loaded symbols and bar counts |
| GET | /api/market/{symbol}?limit=N |
Recent bars for a symbol |
| GET | /api/portfolio |
Full portfolio snapshot and blotter |
| POST | /api/order |
Submit an order, filled against the latest close |
| POST | /api/undo |
Reverse the most recent trade |
| GET | /api/risk/{symbol}?confidence=&benchmark= |
Risk metrics for one symbol |
| GET | /api/risk?confidence= |
Risk for all symbols, computed in parallel |
| GET | /api/analytics/{symbol}?window=N |
Returns and rolling risk |
| POST | /api/backtest |
Run a strategy and return the equity curve and metrics |
| Endpoint | Field | Example | Notes |
|---|---|---|---|
/api/order |
symbol |
"AAPL" |
Must be loaded |
side |
"buy" or "sell" |
||
type |
"market", "limit", "stop" |
Limit/stop need a price | |
quantity |
100 |
Positive | |
limit_price / stop_price |
172.50 |
Optional, by type | |
/api/backtest |
symbol |
"NVDA" |
Must be loaded |
strategy |
"MovingAverageCrossover" |
One of the four | |
transaction_cost_bps |
5 |
Optional | |
slippage_bps |
2 |
Optional |
cd code/backend/build
ctest --output-on-failureOr run ./alphaforge_tests directly.
| Area | What is covered |
|---|---|
| Statistics | Mean, variance, stdev, returns, percentile, covariance, correlation |
| CSV parsing | Field splitting and trimming, header detection, rejection of malformed rows |
| Market data | Load, sort, query latest and by-date lookups |
| Position accounting | Average cost on add, realized PnL on reduce, long-to-short flip |
| Portfolio | Cash and valuation, undo restores exact prior state |
| Order manager | Marketable fills, rejection of non-marketable limits, undo |
| Risk | Drawdown, VaR vs CVaR ordering, beta of a scaled series, volatility annualization |
| Backtesting | Zero-cost buy-and-hold equals the price return; costs reduce returns; factory builds every strategy |
All 22 unit tests pass via CTest. The REST API was exercised end to end against real data, and the built frontend is served by the same C++ server that answers the API.
GitHub Actions (.github/workflows/ci.yml) runs two jobs on push to main and on pull requests:
| Job | What it does |
|---|---|
| backend | Installs GCC and CMake, configures and builds the engine in Release mode, and runs the full CTest suite. |
| frontend | Installs Node.js 20 and frontend dependencies, and produces the production Vite build. |
Each pattern is used where it earns its place, not for decoration.
| Pattern | Where | Why |
|---|---|---|
| Factory | StrategyFactory |
Build strategies from an enum or name so the CLI, API, and tests construct them identically |
| Strategy | Strategy interface and its four implementations |
Swap trading logic behind one interface the backtester depends on |
| Observer | MarketDataEngine to IMarketDataObserver |
Portfolio tracks latest marks; subscribers held as weak_ptr so a dead observer is never notified |
| Repository | IMarketDataRepository |
Abstract read access to bar history behind a stable query interface |
| Singleton | Config |
Hold run-wide parameters behind a mutex-guarded accessor |
| Facade | Application |
Wire the engines together so both front ends share one setup |
Modern C++ features in active use:
| Feature | Where it appears |
|---|---|
| Concepts | Constrain the statistics routines to floating-point ranges |
std::span |
Non-owning views passed throughout the engine |
std::optional |
"May not exist" results such as the mean of an empty range or a missing bar |
std::ranges and projections |
Sort and search bars by date without a custom comparator |
| Smart pointers | shared_ptr for shared engines, unique_ptr for the order manager, weak_ptr for observers |
ThreadPool and std::future |
Cross-sectional risk batch computed in parallel |
std::format, std::source_location |
Back the thread-safe logger |
Strategy details:
| Strategy | Logic | Default parameters |
|---|---|---|
| BuyAndHold | Always fully invested; the benchmark every other strategy is measured against | none |
| MovingAverageCrossover | Long when the fast SMA is above the slow SMA, flat otherwise | fast 20, slow 50 |
| Momentum | Long when the trailing return over the lookback is positive, flat otherwise | lookback 63 |
| MeanReversion | Long when price is sufficiently below its moving average, flat on reversion | window 20, entry z 1.0, exit z 0.0 |
| Area | Simplification |
|---|---|
| Fills | Marketable model against a single reference price (latest close); no intrabar matching, partial fills, or live order book |
| Dates | ISO YYYY-MM-DD strings sorted lexicographically; correct for daily data but not a full trading calendar |
| VaR / CVaR | Historical (empirical quantile), not parametric or Monte Carlo |
win_rate |
Fraction of positive-return days among days the strategy held a nonzero position |
profit_factor |
Gross gains over gross losses, capped at 99.99 when there are no losing periods |
| Parallelism | The risk batch uses a thread pool; on a single-core machine there is no wall-clock speedup, and the benchmark reports hardware concurrency so numbers aren't misread |
| Data | Must be fetched before the first run; the repository ships no data, so results always come from real, freshly pulled prices |
Open a pull request.
This project is licensed under the MIT License - see the LICENSE file for details.