Commit 75ab815
committed
feat(stats): Implement QuanuX-Statistics & Fix C++ Builds
- Implemented QuanuX-Statistics Node:
- Added StatsEngine with NATS ingestion and DuckDB storage
- Implemented Welford's Algorithm (Online Variance)
- Implemented Pairwise Correlation tracking
- Added Z-Score signal publishing
- Fixed Execution Node Builds:
- Resolved StrategyContext ambiguity in ping_pong.cpp
- Fixed cpp-httplib linker target (httplib::httplib)
- Added missing Simulator headers (SimulatedExchange.h, DuckDBFeeder.h)
- Fixed IDE lint errors (include paths)
- Documentation:
- Added QuanuX-Statistics/SKILL.md
- Updated execution-node/SKILL.md with HFT & Simulator guides
- Added scripts/test_pub.py for market data simulation1 parent cb51fac commit 75ab815
12 files changed
Lines changed: 545 additions & 13 deletions
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- QuanuX-Statistics
- cpp
- include
- src
- execution-node
- cpp
- include/simulator
- strategies
- scripts
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