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Problem: Retail and institutional portfolio teams increasingly rely on real-time, multi-asset strategies executed across edge devices (mobile apps, hedge-fund co-located clusters, broker desktops) but lack a portable, algebraically expressive toolcha
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README.md

AlgoGraph: Algebraic Portfolio Compiler for Edge-Compute

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.

  • Core primitives: PortfolioBlock, SignalMorphism, PlanDelta, DualVariables
  • Tiny edge-friendly solver: ADMM-lite for convex objectives
  • Adapters: basic scaffolding for venue connectors
  • Verifiable plan deltas with versioning metadata

How to run tests

  • bash test.sh

Packaging

  • This package is provided as a Python project. The package name is algograph_algebraic_portfolio_compiler_f.
  • See pyproject.toml for packaging metadata and dependencies.

Roadmap highlights

  • Phase 0: core algebraic primitives, two device adapters, one risk model adapter
  • Phase 1: offline backtester, delta-sync protocol, privacy budgets
  • Phase 2: cross-venue demo with two brokers
  • Phase 3: HIL/mobile pilot and performance benchmarks
  • Phase 4: governance and adapter marketplace

DSL Sketch (Minimal)

  • LocalProblem: id, assets, objective, constraints, signals
  • SharedSignal: named data channels carrying signals between blocks
  • DSLPlanDelta: versioned incremental plan changes with timestamp and author
  • DSLDualVariables: simple container for Lagrange multipliers

This DSL sketch is implemented in the package at src/algograph_algebraic_portfolio_compiler_f/dsl.py and can be used to bootstrap a portable, algebraic graph representation for edge deployments.

Two-Venue Bridge MVP (next steps)

  • Extend the DSL with a canonical bridge (EnergiBridge-like) to map AlgoGraph primitives to vendor-agnostic IR for cross-venue adapters.
  • Build a lightweight, ADMM-lite local solver on edge devices that interoperates with a central risk model via versioned PlanDelta and PrivacyBudget attestations.
  • Implement a Graph-of-Contracts registry to version adapters and data schemas, enabling auditable cross-venue collaboration without leaking raw data.
  • Provide two starter adapters (venue A and venue B) and a toy central aggregator to demonstrate end-to-end delta-sync, deterministic replay, and privacy-preserving signals.