Initial commit: fx_quant_engine and options_quant_engine scaffold

options_quant_engine/tests/test_engine_output.py

@@ -0,0 +1,46 @@
+from datetime import datetime, timedelta, timezone
+from pathlib import Path
+
+from options_quant_engine import OptionsQuantEngine
+
+
+def test_engine_signal_schema() -> None:
+    root = Path(__file__).resolve().parents[1]
+    engine = OptionsQuantEngine(config_dir=root / "config")
+    end = datetime.now(timezone.utc)
+    start = end - timedelta(days=200)
+
+    out = engine.run_asset("USDINR", start, end)
+    signal = out["signal"]
+
+    required = {
+        "engine",
+        "timestamp",
+        "asset",
+        "signal_type",
+        "signal_direction",
+        "signal_strength",
+        "confidence",
+        "regime",
+        "expected_volatility",
+        "risk_flags",
+        "drivers",
+        "recommended_action",
+        "position_sizing_multiplier",
+    }
+    assert required.issubset(signal.keys())
+    assert 0.0 <= signal["signal_strength"] <= 1.0
+    assert 0.0 <= signal["confidence"] <= 1.0
+
+
+def test_engine_relative_value_schema() -> None:
+    root = Path(__file__).resolve().parents[1]
+    engine = OptionsQuantEngine(config_dir=root / "config")
+    end = datetime.now(timezone.utc)
+    start = end - timedelta(days=200)
+
+    out = engine.run_relative_value("USDINR", "EURINR", start, end)
+    assert "hedge_ratio" in out
+    assert "spread_zscore" in out
+    assert "signal" in out
+    assert 0.0 <= out["signal"]["signal_strength"] <= 1.0