45 lines
3.2 KiB
Markdown
45 lines
3.2 KiB
Markdown
# marketcompiler-verifiable-dsl-edge-compi
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Idea summary: A novel, open-source compiler-runtime that lets portfolio managers and fintech developers express investment rules, risk budgets, and execution policies in a mathematically-precise DSL, which is then compiled into portable, verifiable execution graphs suitable for edge devices and desktop workloads.
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This repository hosts a lightweight MVP that focuses on portability, auditability, and offline testing for verifiable investment-strategy DSLs.
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Key goals
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- A portable DSL to express assets, objectives (return vs. risk), constraints, and execution policies.
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- Verifiable IRs with per-step proofs and cryptographic signing to support end-to-end auditability.
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- Offline-first execution and deterministic delta-sync for governance-enabled workflows.
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- Lightweight, interoperable adapters to plug in data feeds, risk models, and broker interfaces.
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What you get in this MVP
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- Core models: LocalProblem, PlanDelta, AuditLog (in marketcompiler_verifiable_dsl_edge_compi/core.py).
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- Signer: simple HMAC-based signing to attest plans (marketcompiler_verifiable_dsl_edge_compi/signer.py).
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- Adapters: starter adapters (PriceFeedAdapter, MockBrokerAdapter) implementing a common interface (AbstractAdapter).
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- Graph-of-Contracts registry: tiny registry to track adapter schemas and versioning (marketcompiler_verifiable_dsl_edge_compi/registry.py).
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- Deterministic backtester: small offline tester to validate DSL-derived plans against historical data (marketcompiler_verifiable_dsl_edge_compi/backtest.py).
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- Packaging ready: Python packaging metadata in pyproject.toml and a functional test suite.
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How to use (quickstart)
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- Install locally: python3 -m build && pip install dist/marketcompiler_verifiable_dsl_edge_compi-0.0.1-py3-none-any.whl
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- Run tests: ./test.sh
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- Example usage:
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- Define a LocalProblem with assets and objectives.
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- Create a PlanDelta to capture changes, sign with Signer, and serialize to JSON.
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- Use Backtester.run(lp) to validate a DSL-derived plan against prices.
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Design notes
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- The MVP emphasizes simple, explicit data models and deterministic behavior to enable offline testing and governance workflows.
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- The Graph-of-Contracts and adapters are designed to scale as a marketplace of data feeds, risk models, and brokers. TLS-based transport is planned for real adapters.
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- The repository is intentionally small but structured to support rapid extension in Phase 0–3 of the MVP plan.
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Roadmap (8–12 weeks)
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- Phase 0 (done for MVP): DSL parser, core IR, two starter adapters, basic local backtester, delta-sync skeleton, tamper-evident AuditLog.
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- Phase 1: Risk budgets (VaR, CVaR), drawdown constraints, governance ledger, cryptographic signing for plans.
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- Phase 2: Cross-exchange adapters, simple optimizer backend for multi-venue execution, mobile SDK for edge execution.
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- Phase 3: End-to-end test harness with simulated markets, metrics on reproducibility, delta-sync latency, and audit-trail completeness.
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Contributing
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- See AGENTS.md for architecture and testing rules. This project follows a pragmatic MVP approach with a strong emphasis on correctness and auditability.
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License and contact
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- This project is open-source and designed for collaborative improvement.
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