Initial commit: fx_quant_engine and options_quant_engine scaffold

tests/test_relative_value_model.py

@@ -0,0 +1,23 @@
+import numpy as np
+import pandas as pd
+
+from fx_quant_engine.models.relative_value import RelativeValueModel
+
+
+def test_relative_value_model_outputs_hedge_ratio_and_score() -> None:
+    idx = pd.date_range("2025-01-01", periods=120, freq="B")
+    base = np.linspace(100, 110, len(idx))
+    a = pd.Series(base + np.sin(np.arange(len(idx)) * 0.2), index=idx)
+    b = pd.Series(base * 0.8 + np.cos(np.arange(len(idx)) * 0.2), index=idx)
+
+    fa = pd.DataFrame({"momentum_multi_horizon": 0.2, "carry_proxy": 0.01}, index=idx)
+    fb = pd.DataFrame({"momentum_multi_horizon": -0.1, "carry_proxy": -0.02}, index=idx)
+
+    model = RelativeValueModel(lookback=60)
+    rv = model.generate("USDINR", "EURINR", a, b, fa, fb)
+
+    assert 0.0 <= rv.score <= 1.0
+    assert abs(rv.hedge_ratio) > 0.0
+    assert rv.long_asset in {"USDINR", "EURINR"}
+    assert rv.short_asset in {"USDINR", "EURINR"}
+    assert "hedge_ratio" in rv.drivers