Task 1

.devcontainer/Dockerfile

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+FROM mcr.microsoft.com/devcontainers/cpp:1-ubuntu-22.04
+
+RUN apt-get update && export DEBIAN_FRONTEND=noninteractive \
+    && apt-get -y install --no-install-recommends \
+        apt-transport-https ca-certificates dirmngr wget gnupg2 \
+        libssl-dev cmake ninja-build gdb python3 python3-pip \
+    && rm -rf /var/lib/apt/lists/*
+
+RUN apt-key adv --keyserver hkp://keyserver.ubuntu.com:80 --recv 8919F6BD2B48D754 \
+    && echo "deb https://packages.clickhouse.com/deb stable main" | tee /etc/apt/sources.list.d/clickhouse.list \
+    && apt-get update \
+    && apt-get install -y clickhouse-client \
+    && rm -rf /var/lib/apt/lists/*
+
+RUN pip3 install --no-cache-dir \
+        clickhouse-connect \
+        clickhouse-driver \
+        pandas \
+        numpy \
+        scipy \
+        orjson \
+        pytest

.devcontainer/devcontainer.json

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+{
+  "name": "Options Pricing Engine",
+  "dockerComposeFile": "../docker-compose.yml",
+  "service": "workspace",
+  "workspaceFolder": "/workspace",
+  "forwardPorts": [8123, 9000, 3000],
+  "portsAttributes": {
+    "8123": { "label": "ClickHouse HTTP" },
+    "9000": { "label": "ClickHouse TCP" },
+    "3000": { "label": "Grafana" }
+  },
+  "customizations": {
+    "vscode": {
+      "extensions": [
+        "ms-vscode.cpptools",
+        "ms-vscode.cmake-tools",
+        "twxs.cmake",
+        "ms-python.python",
+        "grafana.grafana-vscode"
+      ],
+      "settings": {
+        "terminal.integrated.defaultProfile.linux": "bash"
+      }
+    }
+  },
+  "postCreateCommand": "bash .devcontainer/postCreateCommand.sh",
+  "remoteUser": "vscode"
+}

.devcontainer/postCreateCommand.sh

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+#!/bin/bash
+set -e
+
+echo "Waiting for ClickHouse to init..."
+until clickhouse-client --host "${CLICKHOUSE_HOST:-clickhouse}" --query "SELECT 1" > /dev/null 2>&1; do
+  sleep 2
+done
+echo "ClickHouse ready."
+
+echo "Tables in options_pricing:"
+clickhouse-client --host "${CLICKHOUSE_HOST:-clickhouse}" \
+  --query "SHOW TABLES FROM options_pricing" || true
+
+cat <<'EOF'
+
+------------------------------------------------------------------
+ Dev environment ready.
+   ClickHouse HTTP : http://clickhouse:8123   (host: localhost:8123)
+   ClickHouse TCP  : clickhouse:9000          (host: localhost:9000)
+   Grafana         : http://localhost:3000    (admin / admin)
+   Raw data        : ./data/CME/...
+------------------------------------------------------------------
+EOF

.gitattributes

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+*.sh text eol=lf

.gitignore

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+/data/**
+!/data/
+!/data/README.md
+!/data/.gitkeep
+
+.DS_Store
+
+__pycache__/
+*.py[cod]
+.venv/
+venv/
+.env
+*.egg-info/
+.pytest_cache/
+.ipynb_checkpoints/
+
+/clickhouse/data/
+/clickhouse/logs/
+build/
+*.log
+
+# Claude Code project files — personal working notes, not shared project docs.
+/CLAUDE.md
+/.claude/

CMakeLists.txt

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+cmake_minimum_required(VERSION 3.20)
+project(options_pricing_engine LANGUAGES CXX)
+
+set(CMAKE_CXX_STANDARD 20)
+set(CMAKE_CXX_STANDARD_REQUIRED ON)
+set(CMAKE_EXPORT_COMPILE_COMMANDS ON)
+
+if(NOT CMAKE_BUILD_TYPE)
+  set(CMAKE_BUILD_TYPE Release)
+endif()
+
+include(FetchContent)
+
+# --- nlohmann/json (header-only JSON parser) --------------------------------
+FetchContent_Declare(
+  nlohmann_json
+  URL https://github.com/nlohmann/json/releases/download/v3.11.3/json.tar.xz
+)
+
+# --- clickhouse-cpp (native TCP client, block/batch inserts) ----------------
+FetchContent_Declare(
+  clickhouse_cpp
+  GIT_REPOSITORY https://github.com/ClickHouse/clickhouse-cpp.git
+  GIT_TAG        v2.5.1
+  GIT_SHALLOW    TRUE
+)
+
+# --- Catch2 (unit tests) -----------------------------------------------------
+FetchContent_Declare(
+  catch2
+  GIT_REPOSITORY https://github.com/catchorg/Catch2.git
+  GIT_TAG        v3.6.0
+  GIT_SHALLOW    TRUE
+)
+
+FetchContent_MakeAvailable(nlohmann_json clickhouse_cpp catch2)
+
+find_package(Threads REQUIRED)
+
+add_executable(ope
+  src/main.cpp
+  src/time_util.cpp
+  src/ivcurve_parser.cpp
+  src/inserter.cpp
+)
+
+target_include_directories(ope
+  PRIVATE
+    ${CMAKE_CURRENT_SOURCE_DIR}/include
+    # clickhouse-cpp public headers + its bundled contrib (abseil) headers
+    ${clickhouse_cpp_SOURCE_DIR}
+    ${clickhouse_cpp_SOURCE_DIR}/contrib/absl
+)
+
+target_link_libraries(ope
+  PRIVATE
+    clickhouse-cpp-lib
+    nlohmann_json::nlohmann_json
+    Threads::Threads
+)
+
+# --- Unit tests --------------------------------------------------------------
+# Links the parser/time-util sources directly (not the `ope` binary) so tests
+# don't need a ClickHouse connection: parsing is pure and DB-agnostic per
+# parser_specification.md §21 Non-Goals.
+enable_testing()
+
+add_executable(ope_tests
+  src/time_util.cpp
+  src/ivcurve_parser.cpp
+  tests/time_util_test.cpp
+  tests/ivcurve_parser_test.cpp
+)
+
+target_include_directories(ope_tests
+  PRIVATE ${CMAKE_CURRENT_SOURCE_DIR}/include
+)
+
+target_link_libraries(ope_tests
+  PRIVATE
+    nlohmann_json::nlohmann_json
+    Catch2::Catch2WithMain
+)
+
+list(APPEND CMAKE_MODULE_PATH ${catch2_SOURCE_DIR}/extras)
+include(CTest)
+include(Catch)
+catch_discover_tests(ope_tests)

README.md

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+# Option pricing engine
+
+## HOWTO
+
+Project should be opened via dev container: 
+- install docker and Dev container extension for VS code. 
+- press `f1` and type `reopen in dev container`
+- all works!
+
+The dev container brings up three services (see `docker-compose.yml`):
+`clickhouse` (analytical store, schema auto-applied from `clickhouse/init/`),
+`grafana` (http://localhost:3000, admin/admin) and the `workspace` you code in.
+
+## Data
+
+Raw CME `ivcurve` JSON snapshots live under `data/` (git-ignored). See
+`data/README.md` for the folder layout and file format.
+
+## Input format
+
+One file = one snapshot of one option series, JSON wrapped in a root
+`"ivcurve"` key:
+
+```json
+{
+  "ivcurve": {
+    "id": "CME_MINI:ESM2026;E2C;20260610",
+    "now": "2026-05-07T09:54:21.752997491Z",
+    "expirationDate": 20260610,
+    "exerciseStyle": "european",
+    "interestRate": 0.01,
+    "underlyingType": "futures",
+    "isPayingDividends": false,
+    "marketData": {
+      "underlying": { "id": "...", "mode": "...", "bid": {...}|null, "ask": {...}|null, "last": {...}|null },
+      "puts":  { "<strike>": { "id": "...", "mode": "...", "bid": ..., "ask": ..., "last": ... } },
+      "calls": { "<strike>": { ... } }
+    }
+  }
+}
+```
+
+Full field-by-field format, folder layout, and which exchanges use it: see
+`data/README.md`.
+
+## Output
+
+Each successfully parsed file writes into four ClickHouse tables (schema:
+`clickhouse/init/create_schema.sql`): one row in `underlyings`, one row in
+`option_chains`, one row in `underlying_quotes`, and one row per surviving
+put/call in `option_quotes`.
+
+## Building the parser
+
+From inside the dev container:
+
+```bash
+cmake -S . -B build -G Ninja -DCMAKE_BUILD_TYPE=Release
+cmake --build build -j
+```
+
+Dependencies (`nlohmann/json`, `clickhouse-cpp`) are fetched automatically by
+CMake, so the first configure needs network access.
+
+## Running the importer
+
+The `ope` binary reads commands from an interactive event loop; `insert` imports
+a file or a directory (walked recursively) into ClickHouse:
+
+```bash
+./build/ope                 # interactive console
+> insert data/CME           # import everything
+> insert data/CME/CME-6AM2026/5AD_20260529.json   # import one file
+> quit
+
+./build/ope insert data/CME # non-interactive one-shot (same command)
+```
+
+```text
+[insert] done in 24.0s: 30564 ok, 0 failed, 2067514 option rows, 15 option(s) skipped (invalid strike)
+```
+
+- **ok / failed** — whole files that parsed successfully vs. were rejected
+  outright (missing required field, malformed enum value, bad JSON, wrong
+  root shape, etc.). A failed file is skipped entirely; the reason is
+  printed as `[insert] skip <file>: <error>`.
+- **skipped (invalid strike)** — individual put/call entries dropped from an
+  otherwise-valid file because their strike key was malformed/non-finite/
+  non-positive (real data has a handful of `"0."` placeholder entries with
+  no live quote at all). Each one is logged as
+  `[insert] <file>: skipped option <detail>` — never silently discarded.
+
+## Importing from zip archives
+
+Data provider ships one zip per exchange (`CME.zip`, `NASDAQ.zip`, ...). Two
+helper scripts in `scripts/` extract into `data/` and run `ope insert` for you
+(run from inside the dev container):
+
+```bash
+# one archive
+bash scripts/import_zip.sh /path/to/CME.zip
+
+# whole download folder as-is (e.g. the Google Drive download folder,
+# zips side by side, no extra structure) — extracts all of them, then
+# runs one insert pass over data/
+bash scripts/import_folder.sh /path/to/drive-download-folder
+```
+
+Both accept an optional second argument to override the `data/` target dir.
+
+## Tests
+
+```bash
+cmake --build build --target ope_tests -j
+./build/ope_tests
+```
+
+Unit tests cover `time_util` (timestamp parsing) and `ivcurve_parser`
+(required-field/enum/strike validation, skip-not-fail behavior, real-shape
+fixtures) — no ClickHouse connection needed, `ope_tests` only links the
+parsing code.