Restructure C++ core into cpp module and package bindings.

Move the pricing engine sources out of src/ into cpp/, add the closed-form engine and pybind wiring, and align tests/build targets with the new project layout.

Made-with: Cursor

cpp/DBIngest.cpp

@@ -0,0 +1,64 @@
+/**
+ * @file DBIngest.cpp
+ * @brief Database connection and placeholder update routines.
+ */
+
+#include "DBIngest.hpp"
+
+#include <cstdlib>
+#include <iostream>
+#include <sstream>
+
+bool DBIngest::connect() {
+    const char* db_name = std::getenv("DB_NAME");
+    const char* db_user = std::getenv("DB_USER");
+    const char* db_password = std::getenv("DB_PASSWORD");
+    const char* db_host = std::getenv("DB_HOST");
+    const char* db_port = std::getenv("DB_PORT");
+
+    std::ostringstream conn_str;
+    conn_str
+        << "dbname=" << (db_name ? db_name : "options_db")
+        << " user=" << (db_user ? db_user : "quant_user")
+        << " host=" << (db_host ? db_host : "localhost")
+        << " port=" << (db_port ? db_port : "5432")
+        << " password=" << (db_password ? db_password : "");
+
+    connection_ = pqxx::connection(conn_str.str());
+
+    if(connection_.is_open()) {
+        std::cout << "Connected\n";
+        return true;
+    }
+    std::cout << "Not connected\n";
+    return false;
+}
+
+bool DBIngest::disconnect() {
+    connection_.close();
+    return true;
+}
+
+bool DBIngest::update(VolatilitySurface &surface) {
+    std::string vol_surface_query = "SELECT c.strike, c.expiration_date, q.mid, u.price "
+                                    "FROM option_quotes q"
+                                    "JOIN option_contracts c "
+                                    "ON q.contract_id = c.id "
+                                    "JOIN underlying_prices u"
+                                    "ON u.underlying_id = c.underlying_id"
+                                    "WHERE q.timestamp = ("
+                                    "SELECT MAX(timestamp) FROM option_quotes"
+                                    ")";
+    pqxx::work work(connection_);
+    pqxx::result result = work.exec(vol_surface_query);
+    for (auto row : result) {
+        std::cout << row[0] << " " << row[1] << " " << row[2] << " " << row[3] << std::endl;
+    }
+    (void)surface;
+    return false;
+}
+
+bool DBIngest::update(YieldCurve &yield_curve) {
+    (void)yield_curve;
+    return false;
+}