Add Python implied-volatility package and data analysis pipeline.

Introduce the SVI/implied-vol modules as a package, update project metadata, and add loading/processing utilities that connect database snapshots to calibration workflows.

Made-with: Cursor
This commit is contained in:
David Doebel
2026-04-02 16:30:43 +02:00
parent 087a2f0d74
commit e9b3a4aac3
7 changed files with 1532 additions and 0 deletions

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pyproject.toml Normal file
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[build-system]
requires = ["scikit-build-core>=0.5", "pybind11"]
build-backend = "scikit_build_core.build"
[project]
name = "qengine"
version = "0.1.0"
description = "Quant engine with C++ backend"
authors = [{name = "David"}]
requires-python = ">=3.10"
dependencies = [
"numpy",
"pandas",
"sqlalchemy",
"psycopg2-binary",
"yfinance",
]
[tool.scikit-build]
# Keep separate from a local `cmake -B build` tree (different generators: Ninja vs Makefiles).
build-dir = "skbuild-build"
cmake.version = ">=3.16"
cmake.build-type = "Release"
cmake.define.BUILD_TESTING = "OFF"