fx_quant_engine/scripts/run_engine.py

from __future__ import annotations

import json
from datetime import datetime, timedelta, timezone
from pathlib import Path
import sys

ROOT = Path(__file__).resolve().parents[1]
SRC = ROOT / "src"
if str(SRC) not in sys.path:
    sys.path.insert(0, str(SRC))

from fx_quant_engine import FXQuantEngine


def main() -> None:
    root = ROOT
    engine = FXQuantEngine(config_dir=root / "config")

    end = datetime.now(timezone.utc)
    start = end - timedelta(days=260)

    assets = ["USDINR", "EURINR", "GBPINR", "JPYINR", "EURUSD", "USDJPY"]
    out_dir = root / "examples" / "runs"
    out_dir.mkdir(parents=True, exist_ok=True)

    outputs = {}
    for asset in assets:
        outputs[asset] = engine.run_asset(asset, start, end)

    rv = engine.run_relative_value("USDJPY", "EURUSD", start, end)
    outputs["relative_value"] = rv

    ts = datetime.now(timezone.utc).strftime("%Y%m%d_%H%M%S")
    out_file = out_dir / f"engine_run_{ts}.json"
    out_file.write_text(json.dumps(outputs, indent=2), encoding="utf-8")
    print(f"Saved engine output to {out_file}")


if __name__ == "__main__":
    main()