Bug: `OHLC_RSI` strategy executes 0 trades despite processing ticks

[mccaffers]

Description
When running the backtesting engine with the OHLC_RSI strategy over a 1-month period for EURUSD, the engine successfully streams ticks but fails to execute any trades.

Steps to Reproduce

1. Run the Executable BacktestingEngine.
2. Provide the following JSON configuration for the run:

{
  "RUN_ID": "UNIQUE_IDENTIFIER",
  "SYMBOLS": "EURUSD",
  "LAST_MONTHS": 1,
  "STRATEGY": {
      "UUID": "",
      "TRADING_VARIABLES": {
          "STRATEGY": "OHLC_RSI",
          "STOP_DISTANCE_IN_PIPS": "1.5",
          "LIMIT_DISTANCE_IN_PIPS": "1.5",
          "TRADING_SIZE": "0.01"
      },
      "OHLC_VARIABLES": [
          {
              "OHLC_COUNT": 60,
              "OHLC_MINUTES": 100
          }
      ],
      "STRATEGY_VARIABLES": {
        "OHLC_RSI_VARIABLES": {
            "RSI_LONG": 60,
            "RSI_SHORT": 40
        }
      }
  }
}

Expected Behavior
The backtesting engine should evaluate the OHLC_RSI conditions against the streamed ticks, execute trades based on the strategy parameters, and output a list/count of executed trades.

Actual Behavior
The engine streams the data successfully but executes 0 trades.

Console Output:

Executable BacktestingEngine found in build.
UNIQUE_IDENTIFIER
Executing query: SELECT 'EURUSD' as symbol, * FROM 'EURUSD' WHERE timestamp >= dateadd('M', -1, now()) ORDER BY timestamp
Total ticks streamed: 1187044
Final PnL: -1694.70
Execution time: 1313ms

Note/Clue for debugging: Despite no trades being executed (or logged), the engine outputs a Final PnL: -1694.70. This might indicate that trades are firing under the hood but are failing validation/logging, or there is an error in how the initial balance/PnL is being calculated.

Environment / Context:

• Symbol: EURUSD
• Data Volume: 1,187,044 ticks streamed (1 month of data)
• Execution Time: ~1313ms

[mccaffers]

The codebase review reveals two distinct issues. First, the silence is misleading: Operations::run is generating trades. The non-zero PnL is the proof. TradeManager::calculatePnl (source/trading/tradeManager.cpp:61-67) sums only closed trades, and a 1.5-pip stop/1.5-pip limit on EURUSD will close a trade within a few ticks. With RandomStrategy firing every tick (source/strategies/randomStrategy.cpp:22-24) and Operations::run opening a new trade whenever openTrades == 0 (source/operations.cpp:99-109), thousands of round-trips occur over 1.18M ticks. The user simply has no per-trade logging, the only output is Total ticks streamed and Final PnL (source/main.cpp:59, source/operations.cpp:120). Second, the configured strategy is silently ignored.

Operations::run instantiates RandomStrategy unconditionally at source/operations.cpp:85; nothing reads config.STRATEGY.TRADING_VARIABLES.STRATEGY (the "OHLC_RSI" string) to dispatch a different strategy. The STRATEGY_VARIABLES.OHLC_RSI_VARIABLES block is parsed into OHLCRSIVariables (include/trading_definitions/ohlc_rsi_variables.hpp) and OHLC_VARIABLES is parsed into std::vector (include/trading_definitions/ohlc_variables.hpp), both are decoded by JsonParser and reach Operations::run unused. There is no OHLC bar aggregator, no RSI calculator, and no strategy factory; IStrategy (include/strategies/strategy.hpp) has only the RandomStrategy implementation.

The high-level approach is to (1) add observability so the operator can see trade activity and confirm the engine is working, (2) introduce a strategy-selection mechanism that maps TRADING_VARIABLES.STRATEGY to a concrete IStrategy and rejects unknown names loudly, and (3) build the OHLC_RSI strategy that the config is asking for bar aggregation, RSI calculation, and the entry rule keyed off RSI_LONG/RSI_SHORT. Each of these is independently shippable.