3dacc0a418
Rewrite the README with secure setup instructions, add dedicated setup/security docs, and include the standalone local-volatility instability experiment materials for reproducible analysis. Made-with: Cursor
1.0 KiB
1.0 KiB
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:
libpqlibpqxxeigenpybind11
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_PASSWORDPIPELINE_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