qcml-geometric-sde/pyproject.toml at main · willhammondhimself/qcml-geometric-sde · GitHub

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
[build-system]
requires = ["setuptools>=68.0", "wheel"]
build-backend = "setuptools.build_meta"

[project]
name = "qcml-geometry"
version = "1.0.0"
description = "Spectral Metric Learning for Financial Regime Detection"
readme = "README.md"
license = {text = "MIT"}
requires-python = ">=3.10"
authors = [
    {name = "Will Hammond", email = "whammond@pitzer.edu"},
]
keywords = [
    "regime-detection",
    "metric-learning",
    "spectral-geometry",
    "financial-markets",
    "Berry-curvature",
]
classifiers = [
    "Development Status :: 4 - Beta",
    "Intended Audience :: Science/Research",
    "License :: OSI Approved :: MIT License",
    "Programming Language :: Python :: 3",
    "Programming Language :: Python :: 3.10",
    "Programming Language :: Python :: 3.11",
    "Programming Language :: Python :: 3.12",
    "Topic :: Scientific/Engineering :: Mathematics",
    "Topic :: Office/Business :: Financial",
]

dependencies = [
    "numpy>=1.24.0",
    "scipy>=1.10.0",
    "pandas>=2.0.0",
    "matplotlib>=3.7.0",
    "scikit-learn>=1.3.0",
]

[project.optional-dependencies]
data = [
    "yfinance>=0.2.0",
    "polygon-api-client>=1.12.0",
    "python-dotenv>=1.0.0",
    "wrds>=3.5.0",
    "pyarrow>=14.0.0",
]
experiments = [
    "optuna>=3.5.0",
    "hmmlearn>=0.3.0",
    "baycomp>=1.0",
    "autorank>=1.1",
    "tqdm>=4.65.0",
    "requests>=2.31.0",
    "joblib>=1.3.0",
    "POT>=0.9.0",
]
dev = [
    "pytest>=7.4.0",
    "black==24.8.0",
    "ruff>=0.1.0",
]
all = ["qcml-geometry[data,experiments,dev]"]

[project.urls]
Homepage = "https://github.com/willhammond/qcml-geometry"
Documentation = "https://github.com/willhammond/qcml-geometry#readme"
Repository = "https://github.com/willhammond/qcml-geometry"

[tool.setuptools.packages.find]
include = ["qcml_geometry*"]

[tool.black]
line-length = 100
target-version = ["py310", "py311", "py312"]

[tool.ruff]
line-length = 100
target-version = "py310"

[tool.ruff.lint]
select = ["E", "F", "W", "I"]

[tool.ruff.lint.per-file-ignores]
"tests/*" = ["E402"]

[tool.pytest.ini_options]
testpaths = ["tests"]
markers = [
    "integration: requires API keys or external data",
    "slow: takes more than 30 seconds",
]
filterwarnings = [
    "ignore::UserWarning",
    "ignore::DeprecationWarning",
]