GitHub - danielkoh/quantserver: json server to do some quant stuff

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Name		Name	Last commit message	Last commit date
Latest commit History 1 Commit
AdditionalInformation.cpp		AdditionalInformation.cpp
AdditionalInformation.h		AdditionalInformation.h
CSVParser.cpp		CSVParser.cpp
CSVParser.h		CSVParser.h
Controller.cpp		Controller.cpp
Controller.h		Controller.h
ControllerReturnType.cpp		ControllerReturnType.cpp
ControllerReturnType.h		ControllerReturnType.h
DefaultController.cpp		DefaultController.cpp
DefaultController.h		DefaultController.h
Dispatcher.cpp		Dispatcher.cpp
Dispatcher.h		Dispatcher.h
EquityLoader.cpp		EquityLoader.cpp
EquityLoader.h		EquityLoader.h
FinanceDataLoader.cpp		FinanceDataLoader.cpp
FinanceDataLoader.h		FinanceDataLoader.h
FunctionRegistrator.cpp		FunctionRegistrator.cpp
FunctionRegistrator.h		FunctionRegistrator.h
Histogram.cpp		Histogram.cpp
Histogram.h		Histogram.h
HistogramItem.cpp		HistogramItem.cpp
HistogramItem.h		HistogramItem.h
HttpProcessServer.cpp		HttpProcessServer.cpp
HttpProcessServer.h		HttpProcessServer.h
PriceAtDate.cpp		PriceAtDate.cpp
PriceAtDate.h		PriceAtDate.h
QuantEvalController.cpp		QuantEvalController.cpp
QuantEvalController.h		QuantEvalController.h
QuantInteractiveServer.vcxproj		QuantInteractiveServer.vcxproj
QuantInteractiveServer.vcxproj.filters		QuantInteractiveServer.vcxproj.filters
QuantInteractiveServer.vcxproj.user		QuantInteractiveServer.vcxproj.user
README		README
RangedHistogramItem.cpp		RangedHistogramItem.cpp
RangedHistogramItem.h		RangedHistogramItem.h
ScriptEnvironment.cpp		ScriptEnvironment.cpp
ScriptEnvironment.h		ScriptEnvironment.h
ScriptManager.cpp		ScriptManager.cpp
ScriptManager.h		ScriptManager.h
Stock.cpp		Stock.cpp
Stock.h		Stock.h
StockMetadata.cpp		StockMetadata.cpp
StockMetadata.h		StockMetadata.h
TestFinance.cpp		TestFinance.cpp
TimeSeries.cpp		TimeSeries.cpp
TimeSeries.h		TimeSeries.h
ValueAtRisk.cpp		ValueAtRisk.cpp
ValueAtRisk.h		ValueAtRisk.h
accumulate.cpp		accumulate.cpp
accumulate.h		accumulate.h
log.cpp		log.cpp
log.h		log.h
log_series.cpp		log_series.cpp
log_series.h		log_series.h
main.cpp		main.cpp
makehistogram.cpp		makehistogram.cpp
makehistogram.h		makehistogram.h
maxval.cpp		maxval.cpp
maxval.h		maxval.h
mean.cpp		mean.cpp
mean.h		mean.h
minval.cpp		minval.cpp
minval.h		minval.h
mvg.cpp		mvg.cpp
mvg.h		mvg.h
process_value.cpp		process_value.cpp
process_value.h		process_value.h
series_to_number.cpp		series_to_number.cpp
series_to_number.h		series_to_number.h
series_to_series.cpp		series_to_series.cpp
series_to_series.h		series_to_series.h
stdev.cpp		stdev.cpp
stdev.h		stdev.h
value.cpp		value.cpp
value.h		value.h
variance.cpp		variance.cpp
variance.h		variance.h

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quantserver
============
This is the first commit to the rewrite of the GIT version of quant server

Author: Daniel Koh
Email: [email protected]

Improvements
------------
- Removed dependency on Qt
- Removed need for a messaging system
- Added web server capabilities

Todos:
-------
- Unmarshall chaiscript returns into json
- Make server more efficient with asio async
- Create more option pricers
- Create smart yield curves
- Move to a cmake build system

Dependencies
---------------
- chaiscript http://chaiscript.com/
- quantlib http://quantlib.org/index.shtml
- boost http://www.boost.org/
- c++ netlib http://cpp-netlib.github.com/latest/index.html
- https://github.com/lakmeer/rapidjson