from __future__ import annotations from dataclasses import dataclass from typing import List from .dsl import RiskState, HedgePlanDelta, Asset @dataclass class Budget: risk_limit: float liquidity_limit: float latency_limit_ms: int class HedgeSynthesisEngine: """A tiny, deterministic hedge synthesizer (MVP). It currently performs a trivial synthesis: allocate zero hedges for all venues and return the first asset as the primary hedge target. This is a placeholder that satisfies the public API used by tests and provides a clean surface for extension with real ML-based logic. """ def __init__(self, budget: Budget): self.budget = budget def synthesize(self, risk_states: List[RiskState], venues: List[str]) -> HedgePlanDelta: if not risk_states: return HedgePlanDelta(assets=[], hedges={}, author="engine") asset = risk_states[0].asset hedges = {venue: 0.0 for venue in venues} return HedgePlanDelta(assets=[asset], hedges=hedges, author="engine") __all__ = ["Budget", "HedgeSynthesisEngine"]