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roq-cpp-algo-template\n\nThis is a \"framework\" to manage the strategies implemented by the `roq-algo` library.\n\nIt allows you to run a strategy against live gateways or simulate using event-logs (historical data captured by gateways).\n\nThe strategy may be associated with a \"reporter\" which, upon strategy termination, may output various metrics.\nThis is useful when measuring the performance of a simulated strategy.\n\nThe setup is such that the strategy \"legs\" have to be defined in a `.toml` file.\nThis is considered \"static\" configuration.\n\nStrategy (model) parameters are configured on the command-line as key-value pairs.\nThis is considered \"dynamic\" configuration.\n\nThe distinction between \"static\" and \"dynamic\" configuration is done to support distributed simulations.\n\n## SLURM\n\nSLURM will allow you to pass distinct command-line arguments for each task.\n\nOne could then either pass model parameters on the command-line or use the command-line as an indirection to fetch model\nparameters from a file.\n\nWhen launching 100s of tasks, it's more efficient to pass the variation of model parameters on the command-line as\ncompared to first create 100s of files containing the model parameters.\n\n\u003e Both options are possible since Abseil supports reading command-line flags from file.\n\n## Prerequisites\n\n\u003e Use `stable` for (the approx. monthly) release build.\n\u003e Use `unstable` for the more regularly updated development builds.\n\n### Initialize sub-modules\n\n```bash\ngit submodule update --init --recursive\n```\n\n### Create development environment\n\n```bash\nscripts/create_conda_env unstable debug\n```\n\n### Activate environment\n\n```bash\nsource opt/conda/bin/activate dev\n```\n\n## Build the project\n\n\u003e Sometimes you may have to delete CMakeCache.txt if CMake has already cached an incorrect configuration.\n\n```bash\ncmake . \u0026\u0026 make -j4\n```\n\n## License\n\nThe project is released under the terms 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