25 lines
1.2 KiB
Markdown
25 lines
1.2 KiB
Markdown
# AlgoGraph: Algebraic Portfolio Compiler for Edge-Compute
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This repository implements a minimal, production-ready MVP of AlgoGraph: a portable, algebraic graph-based framework for edge-enabled portfolio optimization. It models portfolio components as a graph of local optimization blocks, data channels, and verifiable plan updates.
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- Core primitives: PortfolioBlock, SignalMorphism, PlanDelta, DualVariables
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- Tiny edge-friendly solver: ADMM-lite for convex objectives
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- Adapters: basic scaffolding for venue connectors
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- Verifiable plan deltas with versioning metadata
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How to run tests
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- bash test.sh
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Packaging
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- This package is provided as a Python project. The package name is algograph_algebraic_portfolio_compiler_f.
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- See pyproject.toml for packaging metadata and dependencies.
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Roadmap highlights
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- Phase 0: core algebraic primitives, two device adapters, one risk model adapter
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- Phase 1: offline backtester, delta-sync protocol, privacy budgets
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- Phase 2: cross-venue demo with two brokers
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- Phase 3: HIL/mobile pilot and performance benchmarks
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- Phase 4: governance and adapter marketplace
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If you'd like a minimal DSL sketch or a toy adapter, I can draft one here.
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