Reading compressed marketdata files does not work on Microsoft Windows

abbass2 / pyqstrat

A fast, extensible, transparent python library for backtesting quantitative strategies.

BSD 3-Clause "New" or "Revised" License

353 stars 57 forks source link

Reading compressed marketdata files does not work on Microsoft Windows #6

Closed abbass2 closed 9 months ago

abbass2 commented 5 years ago

The C++ code has #ifdefs defined for windows so that it does not use boost_iostreams. Tried installing boost_iostreams on windows with Anaconda and vcpkg but with both there were problems when it tried to link to boost_zlib2.lib which was never built.

abbass2 commented 9 months ago

The code for processing market data has been removed, apart from a csv reader that is faster than pandas.