# Gemini C++ Refresher Plan

This document summarizes the C++ refresher plan designed for an experienced programmer returning to C++ with a focus on quantitative finance (Quant) and High-Frequency Trading (HFT).

## Initial Request

The user, an experienced programmer last active with C++ around the year 2000, requested a detailed plan to get up to speed with modern C++. The plan needed to cover:

1.  Build tools and development setup on Linux (VSCode/terminal).
2.  Modern programming constructs and concepts.
3.  Usage of modern standard libraries.
4.  A strong emphasis on design patterns and idioms for efficient, low-latency code.

The context is for application in quantitative modeling and HFT.

## Review of Expert Material

The initial plan was subsequently refined by reviewing two expert documents provided by the user:

1.  **"Optimizing C++" by Agner Fog:** A guide to low-level, hardware-aware C++ optimization.
2.  **"Modern C++ for Financial Engineering" (arXiv:2309.04259):** A domain-specific paper on modern C++ patterns in finance.

## Final Refresher Plan

The final plan incorporates insights from these documents, focusing on practical, hands-on tutorials that build upon each other.

---

### **Part 1: The Modern Development Environment on Linux**

This part establishes a professional, reproducible development workflow.

*   **Tutorial 1.1: Your First Modern C++ Project**
    *   **Objective:** Build a simple program using the modern toolchain (CMake, vcpkg) and link an external library (`spdlog`).
    *   **Tools:** `g++`/`clang++`, `CMake`, `vcpkg`, VSCode with C++ & CMake extensions.
    *   **Key Takeaway:** Automate building and dependency management, leaving manual Makefiles in the past.

---

### **Part 2: Core Language, Libraries, and Concepts**

This section bridges the 20-year gap from C++98 to C++20+.

*   **Tutorial 2.1: Resource Management & The Rule of Zero (Completed)****
    *   **Objective:** Master RAII and move semantics to eliminate manual memory management.
    *   **Concepts:** Smart Pointers (`std::unique_ptr`, `std::shared_ptr`), Move Semantics (`&&`, `std::move`), and The Rule of Zero.
    *   **Project:** Refactor a C++98-style class using raw pointers to a modern class using `std::vector` and smart pointers, demonstrating the elimination of manual destructors/constructors.

*   **Tutorial 2.2: Modern STL Containers & Algorithms**
    *   **Objective:** Use the workhorse containers and algorithms with a focus on performance.
    *   **Concepts:** `std::vector`, `std::array` (for stack allocation), `std::string_view` (for zero-copy parsing), `std::unordered_map`, Lambdas, and range-based `for` loops.
    *   **Project:** Parse mock CSV tick data, using algorithms and lambdas to perform queries.

*   **Tutorial 2.3: Compile-Time Programming & Type Safety**
    *   **Objective:** Use the compiler to improve performance and safety.
    *   **Concepts:** `constexpr` for compile-time calculations, `enum class` for type-safe enums, `auto` for type deduction.
    *   **Project:** A simple program using these features to enforce type safety and move runtime calculations to compile-time.

---

### **Part 3: Design Patterns & Idioms for Low-Latency C++ (Revised)**

This section focuses on HFT/Quant performance, emphasizing hardware-aware programming.

*   **Tutorial 3.1: Static vs. Dynamic Polymorphism (CRTP vs. Virtual Functions)**
    *   **Objective:** Understand the performance cost of `virtual` functions and learn the **Curiously Recurring Template Pattern (CRTP)** as a zero-cost, compile-time alternative.
    *   **Hardware Insight:** `virtual` calls can cause branch mispredictions; CRTP enables inlining.

*   **Tutorial 3.2: Custom Memory Management & Cache Locality**
    *   **Objective:** Understand that heap allocation (`new`) is slow primarily because it destroys **cache locality**.
    *   **Concepts:** Memory Pools / Arena Allocators. The key benefit is placing related data contiguously in memory to maximize CPU cache efficiency.

*   **Tutorial 3.3: Data-Oriented Design (Struct of Arrays)**
    *   **Objective:** Implement a powerful, cache-friendly optimization by changing data layout.
    *   **Concepts:** Switch from Array of Structs (AoS), e.g., `vector<Tick>`, to Struct of Arrays (SoA), e.g., `struct { vector<double> prices; vector<int> volumes; }`.
    *   **Project:** Benchmark a calculation on a large dataset using both AoS and SoA layouts to demonstrate the significant performance gain of SoA, which is ideal for cache utilization and SIMD vectorization.

*   **Tutorial 3.4: Type-Safe Polymorphism with `std::variant`**
    *   **Objective:** Learn the modern, safe, and performant way to handle objects of different types (e.g., financial events).
    *   **Concepts:** `std::variant` as a type-safe union and `std::visit` to operate on the contained types without `virtual` functions or unsafe casts.

---

### **Part 4: Additional Essential Material (Revised)**

*   **Concurrency:** `std::thread`, `std::mutex`, `std::atomic` (critical for lock-free code), `std::condition_variable`.
*   **Essential Quant Libraries:** **Eigen** for linear algebra, **Boost** for various utilities.
*   **Advanced Topic - Adjoint Algorithmic Differentiation (AAD):** An introduction to the key technique used in modern derivatives pricing for calculating risk sensitivities ("Greeks") efficiently.
*   **Further Reading:** `cppreference.com`, "Effective Modern C++" (Scott Meyers), CppCon talks.
