Initial commit: fx_quant_engine and options_quant_engine scaffold

This commit is contained in:
Pramit Dutta
2026-03-30 17:20:45 +05:30
commit bfd32becc7
114 changed files with 4974 additions and 0 deletions
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name: fx-quant-engine-ci
on:
push:
paths:
- "fx_quant_engine/**"
- "config/**"
- "tests/**"
- "scripts/**"
- "pyproject.toml"
pull_request:
paths:
- "fx_quant_engine/**"
- "config/**"
- "tests/**"
- "scripts/**"
- "pyproject.toml"
workflow_dispatch:
jobs:
lint-test-build:
runs-on: ubuntu-latest
steps:
- name: Checkout
uses: actions/checkout@v4
- name: Setup Python
uses: actions/setup-python@v5
with:
python-version: "3.11"
- name: Install dependencies
run: |
python -m pip install --upgrade pip
pip install -e '.[dev]'
- name: Lint
run: ruff check .
- name: Test
run: pytest
- name: Generate sample run artifact
run: python scripts/run_engine.py
- name: Upload run artifacts
uses: actions/upload-artifact@v4
with:
name: fx-engine-runs
path: examples/runs/*.json
if-no-files-found: warn
retention-days: 30
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name: fx-quant-engine-release
on:
push:
tags:
- "v*"
workflow_dispatch:
jobs:
build-release-artifacts:
runs-on: ubuntu-latest
steps:
- name: Checkout
uses: actions/checkout@v4
- name: Setup Python
uses: actions/setup-python@v5
with:
python-version: "3.11"
- name: Install build tools
run: |
python -m pip install --upgrade pip
pip install build twine
- name: Build wheel and sdist
run: python -m build
- name: Verify artifacts
run: twine check dist/*
- name: Upload release distribution artifacts
uses: actions/upload-artifact@v4
with:
name: fx-quant-engine-dist
path: dist/*
retention-days: 90
- name: Create GitHub release
uses: softprops/action-gh-release@v2
with:
files: dist/*
generate_release_notes: true