Project Layout

This repo follows a clean split between core engine code, bindings, examples, and documentation.

• include/ Public C++ headers.
• src/ C++ implementations.
• python/ Python bindings and CLI.
• examples/ End-to-end configs and demo runs.
• tests/ C++ and Python tests.
• docs/ Documentation content and diagrams.
• tools/ Utility scripts.
• cmake/ CMake config and package templates.

Key entry points in code:

• src/engine/backtest_engine.cpp backtest runtime.
• src/engine/engine_factory.cpp config-driven engine creation.
• src/data/data_source_factory.cpp data source configuration mapping.
• src/tools/live_main.cpp live CLI parsing and bootstrapping.
• python/bindings.cpp Python API and BacktestConfig mapping.
• python/regimeflow/cli.py Python CLI.