Phase 1: Foundation hardening#1
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Restructure monolithic Main/ codebase into modular C++17 library: - CMake build system with FetchContent (Google Test v1.14.0) - 5 module directories: core, indicators, analysis, risk, simulation - 14 passing tests with CSV-based offline data (no network dependency) - GitHub Actions CI (Ubuntu + macOS matrix) Bugs fixed during extraction: - RSI division by zero when avgLoss=0 - Correlation division by zero when variance=0 - Dynamic hedging wrong loop bound for long MA - EMA unsigned integer underflow (backward loop) - CURL missing error handling (silent failures) - Bollinger bands returning only upper band New capabilities: - CSV load/save for reproducible analysis - MeanReversion methods implemented (were declared but empty) - CLAUDE.md project conventions established
- test_slippage.cpp: add #include <cmath> for std::isnan/std::isinf (GCC requires it) - time_utils.cpp: increase snprintf buffer from 11 to 32 to silence GCC -Wformat-truncation
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Summary
Main/into modular C++17 library with 5 module directories (core, indicators, analysis, risk, simulation)Test plan