deltaforge-real-time-cross-.../README.md

709 B

DeltaForge Skeleton

A production-oriented MVP scaffold for a real-time cross-venue delta-hedge engine.

  • Core DSL: Asset, MarketSignal, StrategyDelta, PlanDelta, SharedSignals, DualVariables
  • Lightweight curator (ADMM-like) for cross-venue coherence
  • Two starter adapters: equity_feed and options_feed
  • Minimal ExecutionEngine to route actions across venues
  • Toy Backtester with deterministic replay
  • Packaging metadata and test harness to verify packaging and end-to-end flow

How to run tests

  • python3 -m build
  • pytest (if pytest is installed) or python3 -m unittest discover -s deltaforge_skeleton/tests

This skeleton is designed to be extended into a full MVP within the DeltaForge ecosystem.