Alpha
Factor DSL compiler. Write alpha signals in .at source files, compile to C++23 headers. No runtime interpreter, no JIT, no separate service.
Pipeline
- Parse -- Lexer and parser for the Athanor factor expression language (FIELD, CONST, arithmetic, SUM/MEAN/STD, LAG/DIFF, IFF, comparisons)
- Optimize -- Equality saturation engine (e-graph) for expression rewriting. Insert expressions, saturate with rewrite rules, extract optimal form
- Generate -- C++23 codegen targeting
WindowPluginForandBookPluginForSDK concepts. Output compiles directly into your strategy binary
Usage
$
athanor compile --output alpha.hpp sma.at roc.at bollinger.at
Alpha Library
- Pre-built factors -- SMA, ROC, ATR, Bollinger Bands, OBV flow, trend and volatility primitives. Shipped as
.atsource, compiled into your strategy.