IteraLabs / atelier

A Computational Framework/Engine for Market Microstructure High Frequency Modeling, Synthetic Simulation and Historical Market Reconstruction/Replay
https://www.iteralabs.ai
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Project Structure Needs Refactor #36

Closed IFFranciscoME closed 1 month ago

IFFranciscoME commented 1 month ago

Context


With the inclusion of more features and capacibilities the project is getting bigger. Also, the foreseable features yet to include are becoming more clear now.

Problem


There are a couple of folders missing, and their respective contents, to support additional modules related to an event based logic, errors and logs. Also, a renaming in the quantitative modeling side is required for the up coming features to develop in terms of synthetic market generation.

Solution


Add new modules and content with place holders, to get closer to a desired structure even with dummy content, in order to provide some reasurance of a stability in terms of the project structure.

Expand a little bit the docummentation in order to reflect these changes.

Acceptance Criteria


A PR with the project refactor with breaking changes as minimal as possible.