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

scripts/test_qengine_bindings.py

@@ -0,0 +1,65 @@
+#!/usr/bin/env python3
+"""Smoke test: use an installed `qengine` package (pip install .) or a dev build (cmake -> qengine/*.so)."""
+
+from __future__ import annotations
+
+import math
+import sys
+from pathlib import Path
+
+# Running `python scripts/this.py` puts `scripts/` on sys.path, not the repo root
+_REPO_ROOT = Path(__file__).resolve().parents[1]
+if str(_REPO_ROOT) not in sys.path:
+    sys.path.insert(0, str(_REPO_ROOT))
+
+
+def main() -> int:
+    try:
+        import qengine
+    except ImportError as e:
+        print(
+            f"Import failed ({e}). Install the package (pip install .) or build with CMake so "
+            "qengine/qengine.*.so exists next to qengine/__init__.py.",
+            file=sys.stderr,
+        )
+        return 1
+
+    call = qengine.bs_price(100.0, 100.0, 1.0, 0.05, 0.2, True)
+    put = qengine.bs_price(100.0, 100.0, 1.0, 0.05, 0.2, False)
+    batch_list = qengine.bs_price(
+        [100.0, 100.0],
+        [100.0, 110.0],
+        [1.0, 1.0],
+        [0.05, 0.05],
+        [0.2, 0.2],
+        [True, False],
+    )
+
+    assert math.isfinite(call) and math.isfinite(put)
+    assert len(batch_list) == 2 and all(math.isfinite(x) for x in batch_list)
+
+    print("qengine.bs_price (call):", call)
+    print("qengine.bs_price (put):", put)
+    print("qengine.bs_price (list batch):", list(batch_list))
+
+    try:
+        import numpy as np
+    except ImportError:
+        print("ok: overloads callable (NumPy not installed; skipped ndarray batch test).")
+        return 0
+
+    s = np.array([100.0, 100.0], dtype=np.float64)
+    k = np.array([100.0, 110.0], dtype=np.float64)
+    t = np.array([1.0, 1.0], dtype=np.float64)
+    r = np.array([0.05, 0.05], dtype=np.float64)
+    sig = np.array([0.2, 0.2], dtype=np.float64)
+    opt = np.array([True, False], dtype=bool)
+    batch_np = qengine.bs_price(s, k, t, r, sig, opt)
+    assert len(batch_np) == 2 and all(math.isfinite(float(x)) for x in batch_np)
+    print("qengine.bs_price (ndarray batch):", [float(x) for x in batch_np])
+    print("ok: overloads callable.")
+    return 0
+
+
+if __name__ == "__main__":
+    raise SystemExit(main())