Building a High-Performance C++ Backtesting Framework with an Order Matching Simulator Plugin For institutions that have already built a C++ backtesting framework, rebuilding the entire system to support more realistic order matching and high-performance market replay is often impractical. DolphinDB’s high-performance market data replay and Order Matching Simulator Plugin provides a low-latency, high-throughput solution for strategy validation. By integrating the plugin directly into an...

Building a High-Performance C++ Backtesting Framework
DolphinDB

