Point72 / Point72/csp

Look into removing autogen from the build

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part: build type: enhancement
Dominant language
Python
Stars
441
Forks
90
Avg merge
1d 12m
Merged PRs (30d)
5

Description

Currently there are only two items generated to build csp engine

  • TimeIndexPolicy
  • dynamic BasketInfo struct

this complicated the build immensely, and also blocks us from cross compiling: https://github.com/Point72/csp/issues/264

We should see if there is a nice way to define these types in C++ and expose them to python, rather than define them in python and autogen c++

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First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

Research direction

Start by tracing how TimeIndexPolicy and the dynamic BasketInfo struct are generated for the C++ build, and review the cross-compiling context in issue #264. Determine whether these types can be defined in C++ and exposed to Python without autogen. Done means the generation path is removed or simplified while the CSP engine still builds and cross-compiles.

Written by the indexing model from the issue text.

Assessment

Tech stack
cpp, python
Domain
build-system
Issue type
Refactor
Difficulty
5/5
Estimated time
Over a week
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
25/100

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