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pricing/docs/SETUP.md
David Doebel 3dacc0a418 Add publication-ready documentation and reproducible experiment package.
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
2026-04-02 16:30:56 +02:00

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Markdown

# 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
```bash
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
```bash
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
```bash
source .env
python scripts/setup_postgres.py
```
The script is idempotent and safe to rerun.
## Build and test C++
```bash
cmake -S . -B build
cmake --build build -j
ctest --test-dir build --output-on-failure
```
## Generate Doxygen docs
```bash
cmake --build build --target docs
```