pricing/docs/SETUP.md

Setup Guide

This guide describes a clean local setup for development and reproducible runs.

Prerequisites

• Python 3.10+
• CMake 3.16+
• A C++20 compiler
• PostgreSQL 14+ (or Docker)
• On macOS, Homebrew packages for C++ DB support:
  • libpq
  • libpqxx
  • eigen
  • pybind11

Python dependencies

python3 -m venv .venv
source .venv/bin/activate
pip install --upgrade pip
pip install -e .
pip install pandas yfinance sqlalchemy psycopg2-binary matplotlib scipy

Environment configuration

cp .env.example .env

Edit .env and set:

• DB_HOST, DB_PORT, DB_NAME, DB_USER, DB_PASSWORD
• PIPELINE_SYMBOLS
• admin credentials used only by setup script (POSTGRES_ADMIN_*)

Database bootstrap

source .env
python scripts/setup_postgres.py

The script is idempotent and safe to rerun.

Build and test C++

cmake -S . -B build
cmake --build build -j
ctest --test-dir build --output-on-failure

Generate Doxygen docs

cmake --build build --target docs