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‎.dockerignore

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**/.dockerignore
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**/.env
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**/.git
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**/.gitignore
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**/.project
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**/.settings
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**/.toolstarget
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**/.vs
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**/.vscode
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**/*.*proj.user
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**/*.dbmdl
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**/*.jfm
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**/compose.y*ml
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**/Dockerfile*
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**/vendor
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LICENSE
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README.md

‎.github/workflows/ci.yaml

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name: Stochastix CI
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on:
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push:
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branches: [ master ]
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tags:
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- 'v*.*.*'
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pull_request:
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branches: [ master ]
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workflow_dispatch:
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jobs:
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test:
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name: Run Test Suite
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runs-on: ubuntu-latest
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steps:
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- name: Checkout code
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uses: actions/checkout@v4
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- name: Setup PHP
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uses: shivammathur/setup-php@v2
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with:
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php-version: '8.4'
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extensions: bcmath, ds, gmp, trader
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tools: composer:v2
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- name: Get Composer cache directory
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id: composer-cache
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run: echo "dir=$(composer config cache-files-dir)" >> $GITHUB_OUTPUT
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- name: Cache Composer dependencies
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uses: actions/cache@v4
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with:
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path: ${{ steps.composer-cache.outputs.dir }}
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key: ${{ runner.os }}-composer-${{ hashFiles('**/composer.lock') }}
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restore-keys: |
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${{ runner.os }}-composer-
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- name: Install dependencies
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run: composer install --prefer-dist --no-progress
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- name: Run PHPUnit tests
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run: composer test

‎.gitignore

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/vendor/
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/.idea/
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.php-cs-fixer.cache
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/.phpunit.cache/

‎.php-cs-fixer.dist.php

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<?php
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$finder = new PhpCsFixer\Finder()
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->in(__DIR__)
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;
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return new PhpCsFixer\Config()
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->setParallelConfig(PhpCsFixer\Runner\Parallel\ParallelConfigFactory::detect())
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->setRules([
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'@Symfony' => true,
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'@PHP84Migration' => true,
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'yoda_style' => ['equal' => false, 'identical' => false, 'less_and_greater' => false],
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'concat_space' => ['spacing' => 'one'],
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])
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->setFinder($finder)
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;

‎CONTRIBUTING.md

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# Contributing to Stochastix
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First off, thank you for considering contributing to Stochastix! It's people like you that make open source such a great community.
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## How Can I Contribute?
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### Reporting Bugs
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If you find a bug, please ensure the bug was not already reported by searching on GitHub under [Issues](https://github.com/phpquant/stochastix-core/issues).
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If you're unable to find an open issue addressing the problem, [open a new one](https://github.com/phpquant/stochastix-core/issues/new). Be sure to include a **title and clear description**, as much relevant information as possible, and a **code sample or an executable test case** demonstrating the expected behavior that is not occurring.
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### Suggesting Enhancements
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Enhancement suggestions are tracked as [GitHub issues](https://github.com/phpquant/stochastix-core/issues). Create an issue on that repository and describe the enhancement you would like to see, why it would be useful, and any implementation ideas you may have.
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### Pull Request Process
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1. Fork the repository and create your branch from `master`.
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2. Ensure the test suite passes with your changes. Run `make test`.
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3. If you've added code that should be tested, add new tests.
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4. Make sure your code lints. We use `php-cs-fixer` and `phpstan`. Run `make fix` and `make stan`.
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5. Issue that pull request!
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## Coding Standards
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This project follows the **PER-CS2.0** coding standard. To automatically format your code before committing, you can run:
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```bash
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make fix
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```

‎Dockerfile

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FROM php:8.4-cli
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# Install system dependencies
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RUN apt-get update && apt-get install -y \
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libgmp-dev \
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git \
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unzip \
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&& rm -rf /var/lib/apt/lists/*
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# Install PHP extensions
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RUN docker-php-ext-install \
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bcmath \
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gmp \
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&& pecl install \
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xdebug \
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trader \
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ds \
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&& docker-php-ext-enable \
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xdebug \
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bcmath \
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gmp \
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trader \
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ds \
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&& docker-php-source delete
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RUN git config --global --add safe.directory /app
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# Install Composer
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COPY --from=composer:2 /usr/bin/composer /usr/bin/composer
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WORKDIR /app
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CMD [ "php", "-v" ]

‎LICENSE

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MIT License
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Copyright (c) 2025 William Arin
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Permission is hereby granted, free of charge, to any person obtaining a copy
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of this software and associated documentation files (the "Software"), to deal
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in the Software without restriction, including without limitation the rights
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to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
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copies of the Software, and to permit persons to whom the Software is
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furnished to do so, subject to the following conditions:
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The above copyright notice and this permission notice shall be included in all
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copies or substantial portions of the Software.
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THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
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IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
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FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
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AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
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LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
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OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
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SOFTWARE.

‎Makefile

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.PHONY: all build up composer bash test check fix stan
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build:
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@docker compose build
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up:
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@docker compose up -d
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composer:
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@docker compose run --rm php composer $(c)
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bash:
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@docker compose exec php bash
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test:
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@docker compose run --rm php vendor/bin/phpunit $(c)
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check:
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@docker compose run --rm -e PHP_CS_FIXER_IGNORE_ENV=1 php vendor/bin/php-cs-fixer fix --diff --dry-run
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fix:
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@docker compose run --rm -e PHP_CS_FIXER_IGNORE_ENV=1 php vendor/bin/php-cs-fixer fix -vvv
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stan:
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@docker compose run --rm php composer stan
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‎README.md

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# Stochastix
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[![Stochastix CI](https://github.com/phpquant/stochastix-core/actions/workflows/ci.yaml/badge.svg)](https://github.com/phpquant/stochastix-core/actions/workflows/ci.yaml)
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Stochastix is a high-performance, event-driven quantitative trading backtesting engine built with PHP and Symfony. It provides a modular and extensible framework for developing, testing, and analyzing algorithmic trading strategies.
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## Key Features
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* **Event-Driven Architecture:** Built for performance and realism.
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* **Advanced Order Types:** Supports Market, Limit, and Stop orders with a full pending order book.
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* **Multi-Timeframe Engine:** Develop strategies that analyze data across multiple timeframes simultaneously.
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* **Extensible Metrics:** A full suite of performance metrics (Sharpe, Sortino, Calmar, etc.) with a dependency-aware calculation engine.
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* **High-Performance Storage:** Custom binary file formats for efficient market data storage and retrieval.
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* **User Interface:** Modern web interface to download market data, launch backtest and analyze results.
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* **REST API:** A complete API for building custom interfaces, including real-time progress updates via Mercure.
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## Documentation
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For the latest official documentation, visit the [Stochastix Documentation](https://phpquant.github.io/stochastix-docs).
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## Installation
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This project is a Symfony bundle. To install it in your application:
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1. **Require the bundle with Composer:**
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```bash
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composer require stochastix/core
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```
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2. **Enable the bundle (if not using Symfony Flex):**
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In `config/bundles.php`, add:
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```php
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return [
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// ...
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Stochastix\StochastixBundle::class => ['all' => true],
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];
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```
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## Contributing
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We welcome contributions from the community! Please read our [**Contributing Guide**](CONTRIBUTING.md) to learn about our development process, how to propose bugfixes and improvements, and how to build and test your changes.

‎compose.yaml

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services:
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php:
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build:
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context: .
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dockerfile: Dockerfile
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environment:
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PHP_CS_FIXER_IGNORE_ENV: 1
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volumes:
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- .:/app
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working_dir: /app
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command: tail -f /dev/null

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