28 lines
1.9 KiB
Markdown
28 lines
1.9 KiB
Markdown
# SignalCanvas Graph-Based Market Signal Studio (MVP)
|
||
|
||
Overview
|
||
- A graph-based approach to model, visualize, replay, and audit cross-venue market signals.
|
||
- Primitives include SignalNode, Link, Scenario, and HedgePlan with a Graph-of-Contracts registry for adapters to data feeds and risk engines.
|
||
- Lightweight offline-first backtester and a delta-sync protocol to reconcile runs when streams reconnect.
|
||
- Privacy-preserving signal sharing, narrative generation, and governance-ready provenance.
|
||
|
||
What’s implemented now (MVP, 6–12 weeks plan):
|
||
- Core graph primitives: SignalNode, Link, Scenario, HedgePlan are implemented in the graph module.
|
||
- Adapters: two starter adapters provided (FIX feed and a simulated venue) for interoperability.
|
||
- Local replay engine: backtester.replay_deltas provides a deterministic delta replay capability.
|
||
- Delta-sync scaffolding: delta_sync module demonstrates a compact, testable delta-sync protocol (PlanDelta, signing, and reconciliation).
|
||
- Privacy & governance: aggregate_signals provides DP-friendly privacy budgets; ledger provides tamper-evident logging for governance-like provenance.
|
||
- NLP narrative: generate_narrative offers plain-language summaries anchored to plan deltas.
|
||
- Registry and extensibility: Graph registry-like structure exists to map adapters to canonical primitives.
|
||
|
||
Roadmap highlights (aligned with your MVP plan):
|
||
- Phase 0 (done-ish): Graph core (SignalNode/Link/Scenario/HedgePlan) + 2 adapters + local replay engine.
|
||
- Phase 1 (in progress): delta-sync protocol (signatures and reconcilable run histories) + NLP narrative templates.
|
||
- Phase 2 (next): 1 cross-venue demo with 2 assets; governance ledger scaffolding.
|
||
|
||
How to run tests and build (local verification):
|
||
- Run unit tests: ./test.sh
|
||
- Build wheel: python3 -m build --wheel --no-isolation
|
||
|
||
If you want to dive in, check the delta_sync module for a compact API around PlanDelta creation, signing, and reconciliation.
|