mirror of
https://github.com/QuantEngines/fx_quant_engine.git
synced 2026-07-28 02:47:50 +00:00
Pramit Dutta
36 lines
1.0 KiB
Python
36 lines
1.0 KiB
Python
from __future__ import annotations
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import json
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from datetime import datetime, timedelta, timezone
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from pathlib import Path
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from options_quant_engine import OptionsQuantEngine
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def main() -> None:
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root = Path(__file__).resolve().parents[1]
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engine = OptionsQuantEngine(config_dir=root / "config")
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end = datetime.now(timezone.utc)
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start = end - timedelta(days=260)
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assets = ["USDINR", "EURINR", "GBPINR", "JPYINR", "EURUSD", "USDJPY"]
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out_dir = root / "examples" / "runs"
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out_dir.mkdir(parents=True, exist_ok=True)
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outputs = {}
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for asset in assets:
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outputs[asset] = engine.run_asset(asset, start, end)
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rv = engine.run_relative_value("USDJPY", "EURUSD", start, end)
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outputs["relative_value"] = rv
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ts = datetime.now(timezone.utc).strftime("%Y%m%d_%H%M%S")
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out_file = out_dir / f"engine_run_{ts}.json"
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out_file.write_text(json.dumps(outputs, indent=2), encoding="utf-8")
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print(f"Saved engine output to {out_file}")
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if __name__ == "__main__":
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main()
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