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
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pyproject.toml
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24
pyproject.toml
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[build-system]
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requires = ["scikit-build-core>=0.5", "pybind11"]
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build-backend = "scikit_build_core.build"
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[project]
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name = "qengine"
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version = "0.1.0"
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description = "Quant engine with C++ backend"
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authors = [{name = "David"}]
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requires-python = ">=3.10"
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dependencies = [
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"numpy",
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"pandas",
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"sqlalchemy",
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"psycopg2-binary",
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"yfinance",
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]
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[tool.scikit-build]
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# Keep separate from a local `cmake -B build` tree (different generators: Ninja vs Makefiles).
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build-dir = "skbuild-build"
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cmake.version = ">=3.16"
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cmake.build-type = "Release"
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cmake.define.BUILD_TESTING = "OFF"
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