Initial commit: fx_quant_engine and options_quant_engine scaffold

options_quant_engine/config/data_sources.yaml

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+enabled_sources:
+  breeze: true
+  zerodha: false
+  nse: true
+  rbi: true
+  freefx: true
+  mock: true
+
+source_priority:
+  default: [nse, rbi, freefx, mock]
+  g10: [freefx, mock]
+
+asset_source_map:
+  USDINR: [nse, breeze, rbi, mock]
+  EURINR: [nse, breeze, freefx, mock]
+  GBPINR: [nse, freefx, mock]
+  JPYINR: [nse, freefx, mock]
+  EURUSD: [freefx, mock]
+  GBPUSD: [freefx, mock]
+  USDJPY: [freefx, mock]
+  AUDUSD: [freefx, mock]
+  USDCAD: [freefx, mock]
+  USDCHF: [freefx, mock]
+
+reliability_tags:
+  breeze: medium
+  zerodha: medium
+  nse: high
+  rbi: high
+  freefx: medium
+  mock: low
+
+latency_tags_ms:
+  breeze: 350
+  zerodha: 250
+  nse: 500
+  rbi: 800
+  freefx: 700
+  mock: 1
+
+live_api:
+  breeze_live_enabled: false
+  zerodha_live_enabled: false
+  nse_live_enabled: false
+  rbi_live_enabled: false
+
+http_controls:
+  timeout_sec: 5
+  max_attempts: 3
+  backoff_sec: 0.5

options_quant_engine/config/features.yaml

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+features:
+  returns: true
+  moving_averages: true
+  breakouts: true
+  trend_strength: true
+  momentum_multi_horizon: true
+  momentum_persistence: true
+  momentum_acceleration: true
+  mean_reversion_zscore: true
+  bollinger_position: true
+  realized_vol: true
+  atr_proxy: true
+  vol_regime_proxy: true
+  carry_proxy: true
+  usd_strength_score: true
+  risk_on_off_proxy: true
+  inr_crude_proxy: true
+  em_stress_proxy: true
+  inr_vol_clustering: true
+  rbi_intervention_proxy: true
+  cross_asset_bond_proxy: true
+  cross_asset_commodity_proxy: true
+  cross_asset_equity_proxy: true
+
+windows:
+  short: 5
+  medium: 20
+  long: 60

options_quant_engine/config/models.yaml

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+directional:
+  model_weights:
+    trend: 0.35
+    momentum: 0.25
+    mean_reversion: 0.15
+    carry: 0.10
+    macro: 0.15
+
+relative_value:
+  lookback: 60
+  spread_zscore_threshold: 1.0
+  model_weights:
+    spread: 0.5
+    momentum_diff: 0.3
+    carry_diff: 0.2
+
+confidence:
+  agreement_weight: 0.25
+  regime_stability_weight: 0.20
+  data_quality_weight: 0.20
+  volatility_penalty_weight: 0.20
+  event_penalty_weight: 0.15

options_quant_engine/config/output.yaml

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+output:
+  include_dashboard_payload: true
+  include_trader_summary: true
+  precision: 4
+  engine_name: options_quant_engine

options_quant_engine/config/regimes.yaml

@@ -0,0 +1,15 @@
+trend:
+  slope_threshold: 0.0005
+  mr_band: 0.003
+
+volatility:
+  low_quantile: 0.3
+  high_quantile: 0.7
+  stress_quantile: 0.9
+
+dollar:
+  neutral_band: 0.2
+
+risk:
+  stress_vol_threshold: 0.75
+  risk_off_equity_threshold: -0.01

options_quant_engine/config/risk.yaml

@@ -0,0 +1,13 @@
+risk:
+  target_vol: 0.10
+  max_gross_exposure: 1.0
+  max_single_asset_exposure: 0.25
+  stressed_regime_multiplier: 0.5
+  illiquid_market_multiplier: 0.6
+  data_reliability_penalty:
+    high: 1.0
+    medium: 0.85
+    low: 0.6
+  market_hours:
+    inr_derivatives_open_utc: "03:45"
+    inr_derivatives_close_utc: "10:00"

options_quant_engine/config/universe.yaml

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+primary_inr_pairs:
+  - USDINR
+  - EURINR
+  - GBPINR
+  - JPYINR
+secondary_g10_pairs:
+  - EURUSD
+  - GBPUSD
+  - USDJPY
+  - AUDUSD
+  - USDCAD
+  - USDCHF