diff --git a/README.md b/README.md index e614e7f..ae29933 100644 --- a/README.md +++ b/README.md @@ -28,3 +28,23 @@ Packaging and publishing For contributors - See AGENTS.md for architectural guidelines and testing commands. - Open issues for API changes; keep DSL changes backward compatible where feasible. + +Technical Overview (MVP scope) +- Assets and venues: The MVP models two assets across two venues as a minimal cross-venue coordination example. +- DSL surface: The DSL exposes Asset, MarketSignal, SharedSignals, PlanDelta and StrategyDelta to declare objectives and plan hedges. +- Coordination: A lightweight ADMM-inspired coordinator (and a compatibility shim) aggregates per-venue plans into a globally coherent plan. +- Adapters: Two starter adapters (equity_feed, options_feed) provide feed-like signals used in demos. +- Execution: A toy execution engine scaffolds latency-aware routing across venues. +- Backtesting: Deterministic replay engine validates end-to-end flows. +- Tests: A comprehensive test suite exercises MVP components and end-to-end flows. + +How to extend (high level) +- Implement a new asset class or venue by extending the Asset model and providing a simple adapter. +- Extend the coordinator with more refined dual-variable state and additional feasibility checks for multi-venue plans. +- Add new primitives (e.g., calendar spreads, dispersion plays) in dsl.py and wiring in the planner. +- Build more realistic adapters (data feeds and brokers) and a real execution adapter. +- Expand the backtester to support Monte Carlo risk/PnL simulations and deterministic replay with more scenarios. + +Publishing readiness +- The package is configured to read README.md into the distribution metadata via pyproject.toml. +- A READY_TO_PUBLISH file will be created once all requirements are satisfied and tests pass in CI.