CMakeLists.txt

cmake_minimum_required(VERSION 3.20)
project(forex_backtest_engine VERSION 0.1.0 LANGUAGES CXX)

set(CMAKE_CXX_STANDARD 17)
set(CMAKE_CXX_STANDARD_REQUIRED ON)
set(CMAKE_CXX_EXTENSIONS OFF)

# vcpkg toolchain が設定されていれば自動的に有効になる
if(NOT DEFINED CMAKE_TOOLCHAIN_FILE AND DEFINED ENV{VCPKG_ROOT})
    set(CMAKE_TOOLCHAIN_FILE "$ENV{VCPKG_ROOT}/scripts/buildsystems/vcpkg.cmake"
        CACHE STRING "vcpkg toolchain")
endif()

# Homebrew prefix (Apple Silicon: /opt/homebrew, Intel: /usr/local)
if(APPLE)
    if(EXISTS /opt/homebrew)
        set(HOMEBREW_PREFIX /opt/homebrew)
    else()
        set(HOMEBREW_PREFIX /usr/local)
    endif()
    list(APPEND CMAKE_PREFIX_PATH ${HOMEBREW_PREFIX})
endif()

# -----------------------------------------------------------------------
# コンパイルオプション
# -----------------------------------------------------------------------
if(CMAKE_CXX_COMPILER_ID MATCHES "GNU|Clang")
    if(CMAKE_BUILD_TYPE STREQUAL "Release" OR CMAKE_BUILD_TYPE STREQUAL "")
        add_compile_options(
            -O3
            -march=native          # CPU固有命令(NEON/AVX等)を有効化
            -ffast-math            # FP再順序・融合を許可
            -funroll-loops         # ループ展開
            -fomit-frame-pointer   # フレームポインタ省略
        )
        # LTO (Link Time Optimization)
        set(CMAKE_INTERPROCEDURAL_OPTIMIZATION ON)
        message(STATUS "Release build: -O3 -march=native -ffast-math -flto enabled")
    else()
        add_compile_options(-O2 -Wall -Wextra)
    endif()
endif()

# fast_csv_loader は fast-math 不要（整数パーサ中心）なのでターゲット個別で制御可能

# -----------------------------------------------------------------------
# 依存パッケージ
# -----------------------------------------------------------------------
find_package(nlohmann_json REQUIRED)

# tomlplusplus: vcpkg版 → Homebrew版 → 同梱ヘッダー の順でフォールバック
find_package(tomlplusplus CONFIG QUIET)
if(NOT tomlplusplus_FOUND)
    # Homebrew の toml11 または手動配置した toml++ を使用
    if(EXISTS ${CMAKE_SOURCE_DIR}/external/tomlplusplus/toml.hpp)
        add_library(tomlplusplus_header INTERFACE)
        target_include_directories(tomlplusplus_header INTERFACE
            ${CMAKE_SOURCE_DIR}/external/tomlplusplus)
        add_library(tomlplusplus::tomlplusplus ALIAS tomlplusplus_header)
        message(STATUS "tomlplusplus: using bundled header")
    else()
        message(FATAL_ERROR "tomlplusplus not found. Run: mkdir -p external/tomlplusplus && curl -L https://raw.githubusercontent.com/marzer/tomlplusplus/master/toml.hpp -o external/tomlplusplus/toml.hpp")
    endif()
endif()

# ONNX Runtime はオプション
find_package(onnxruntime CONFIG QUIET)

# -----------------------------------------------------------------------
# コアライブラリ（実行ファイルとテストで共有）
# -----------------------------------------------------------------------
set(CORE_SOURCES
    src/data/csv_loader.cpp
    src/data/fast_csv_loader.cpp   # mmap高速CSVパーサ
    src/broker/simulator.cpp
    src/engine/simd_broker.cpp     # NEON SIMD SL/TP判定
    src/ml/onnx_inferencer.cpp
    src/engine/thread_pool.cpp
    src/engine/backtest_engine.cpp
    src/report/stats.cpp
    src/validation/walk_forward.cpp
    strategies/dummy_ma_strategy.cpp
)

add_library(backtest_core STATIC ${CORE_SOURCES})

target_include_directories(backtest_core PUBLIC
    ${CMAKE_SOURCE_DIR}/include
    ${CMAKE_SOURCE_DIR}/strategies
)

target_link_libraries(backtest_core PUBLIC
    nlohmann_json::nlohmann_json
    tomlplusplus::tomlplusplus
)

if(onnxruntime_FOUND)
    target_compile_definitions(backtest_core PUBLIC ONNXRUNTIME_AVAILABLE)
    target_link_libraries(backtest_core PUBLIC onnxruntime::onnxruntime)
    message(STATUS "ONNX Runtime found - ML inference enabled")
else()
    message(STATUS "ONNX Runtime not found - ML inference disabled (stub mode)")
endif()

# -----------------------------------------------------------------------
# 実行ファイル
# -----------------------------------------------------------------------
add_executable(backtest_engine src/main.cpp)

target_include_directories(backtest_engine PRIVATE
    ${CMAKE_SOURCE_DIR}/include
    ${CMAKE_SOURCE_DIR}/strategies
)

target_link_libraries(backtest_engine PRIVATE backtest_core)

# -----------------------------------------------------------------------
# テスト
# -----------------------------------------------------------------------
enable_testing()
add_subdirectory(tests)