Uplift packaging for 2023, move to ruff, rework ci scripts

.github/workflows/build.yml

@@ -18,8 +18,8 @@ jobs:
 
     strategy:
       matrix:
-        python-version: [3.9]
         os: [ubuntu-latest, macos-latest, windows-latest]
+        python-version: [3.8, 3.9, '3.10', 3.11]
 
     steps:
     - uses: actions/checkout@v4
@@ -36,17 +36,13 @@ jobs:
         python -m pip install -U wheel twine setuptools
 
     - name: Lint
-      run: |
-        make lint
+      run: make lint
 
     - name: Test
-      run: |
-        make test
+      run: make test
 
     - name: Coverage
       uses: codecov/codecov-action@v3
 
     - name: Package and check
-      run: |
-        python setup.py sdist bdist_wheel
-        python -m twine check dist/*
+      run: make dist

.github/workflows/deploy.yml

@@ -1,6 +1,6 @@
 name: Deploy
 
-on:  
+on:
   push:
     tags:
       - 'v*'
@@ -13,7 +13,7 @@ jobs:
     strategy:
       matrix:
         os: [ubuntu-latest, macos-latest, windows-latest]
-        python-version: [3.7, 3.8, 3.9]
+        python-version: [3.8, 3.9, '3.10', 3.11]
 
     steps:
     - uses: actions/checkout@v4
@@ -28,24 +28,17 @@ jobs:
         python -m pip install -U wheel twine setuptools
 
     - name: Lint
-      run: |
-        make lint
+      run: make lint
 
     - name: Test
-      run: |
-        make test
+      run: make test
 
     - name: Package and check
-      run: |
-        python setup.py sdist bdist_wheel
-        python -m twine check dist/*
+      run: make dist
 
     - name: Publish distribution 📦 to PyPI
       if: ${{ startsWith(github.ref, 'refs/tags') && matrix.os != 'ubuntu-latest' }}
       env:
         TWINE_USERNAME: ${{ secrets.PYPI_UN }}
         TWINE_PASSWORD: ${{ secrets.PYPI_PW }}
-      run: |
-        python -m twine upload dist/* --skip-existing || echo "Failed to deploy"
-
-
+      run: make upload

MANIFEST.in

@@ -1,15 +1,16 @@
-graft bt
+graft ffn
+include LICENSE
+include README.md
+include pyproject.toml
 
-include LICENSE.txt
-include README.rst
-include setup.py
+prune docs
+prune tests
 
-graft docs
-prune docs/build
-
-global-exclude *.so
-global-exclude *.pyd
+# Patterns to exclude from any directory
+global-exclude *~
 global-exclude *.pyc
-global-exclude .git*
-global-exclude .DS_Store
+global-exclude *.pyo
+global-exclude .git
+global-exclude .ipynb_checkpoints
 global-exclude .mypy_cache
+global-exclude .DS_Store

Makefile

@@ -11,22 +11,23 @@ test:
 	python -m pytest -vvv tests --cov=bt --junitxml=python_junit.xml --cov-report=xml --cov-branch --cov-report term
 
 lint:
-	python -m flake8 bt setup.py docs/source/conf.py
+	python -m ruff bt setup.py docs/source/conf.py
 
 fix:
-	python -m black bt setup.py docs/source/conf.py
+	python -m ruff format bt setup.py docs/source/conf.py
 
 dist:
-	python setup.py sdist
+	python setup.py sdist bdist_wheel
+	python -m twine check dist/*
 
 upload: clean dist
-	twine upload dist/*
+	python -m twine upload dist/* --skip-existing
 
-docs: 
+docs:
 	$(MAKE) -C docs/ clean
 	$(MAKE) -C docs/ html
 
-pages: 
+pages:
 	rm -rf $(TMPREPO)
 	git clone -b gh-pages [email protected]:pmorissette/bt.git $(TMPREPO)
 	rm -rf $(TMPREPO)/*

README.rst → README.md

@@ -1,75 +1,59 @@
-.. image:: http://pmorissette.github.io/bt/_static/logo.png
+![](http://pmorissette.github.io/bt/_static/logo.png)
 
-.. image:: https://github.com/pmorissette/bt/workflows/Build%20Status/badge.svg
-    :target: https://github.com/pmorissette/bt/actions/
+[![Build Status](https://github.com/pmorissette/bt/workflows/Build%20Status/badge.svg)](https://github.com/pmorissette/bt/actions/)
+[![Codecov](https://codecov.io/gh/pmorissette/bt/branch/master/graph/badge.svg)](https://codecov.io/pmorissette/bt)
+[![PyPI Version](https://img.shields.io/pypi/v/bt)](https://pypi.org/project/bt/)
+[![PyPI License](https://img.shields.io/pypi/l/bt)](https://pypi.org/project/bt/)
 
-.. image:: https://codecov.io/gh/pmorissette/bt/branch/master/graph/badge.svg
-    :target: https://codecov.io/pmorissette/bt
-
-.. image:: https://img.shields.io/pypi/v/bt
-    :alt: PyPI
-    :target: https://pypi.org/project/bt/
-
-.. image:: https://img.shields.io/pypi/l/bt
-    :alt: PyPI - License
-    :target: https://pypi.org/project/bt/
-
-bt - Flexible Backtesting for Python 
-====================================
+# bt - Flexible Backtesting for Python
 
 bt is currently in alpha stage - if you find a bug, please submit an issue.
 
 Read the docs here: http://pmorissette.github.io/bt.
 
-What is bt?
------------
+## What is bt?
 
 **bt** is a flexible backtesting framework for Python used to test quantitative
-trading strategies. **Backtesting** is the process of testing a strategy over a given 
-data set. This framework allows you to easily create strategies that mix and match 
-different `Algos <http://pmorissette.github.io/bt/bt.html#bt.core.Algo>`_. It aims to foster the creation of easily testable, re-usable and 
-flexible blocks of strategy logic to facilitate the rapid development of complex 
-trading strategies. 
+trading strategies. **Backtesting** is the process of testing a strategy over a given
+data set. This framework allows you to easily create strategies that mix and match
+different [Algos](http://pmorissette.github.io/bt/bt.html#bt.core.Algo). It aims to foster the creation of easily testable, re-usable and
+flexible blocks of strategy logic to facilitate the rapid development of complex
+trading strategies.
 
-The goal: to save **quants** from re-inventing the wheel and let them focus on the 
+The goal: to save **quants** from re-inventing the wheel and let them focus on the
 important part of the job - strategy development.
 
-**bt** is coded in **Python** and joins a vibrant and rich ecosystem for data analysis. 
+**bt** is coded in **Python** and joins a vibrant and rich ecosystem for data analysis.
 Numerous libraries exist for machine learning, signal processing and statistics and can be leveraged to avoid
 re-inventing the wheel - something that happens all too often when using other
 languages that don't have the same wealth of high-quality, open-source projects.
 
-bt is built atop `ffn <https://github.com/pmorissette/ffn>`_ - a financial function library for Python. Check it out!
+bt is built atop [ffn](https://github.com/pmorissette/ffn) - a financial function library for Python. Check it out!
 
-Features
----------
+## Features
 
 * **Tree Structure**
-    `The tree structure <http://pmorissette.github.io/bt/tree.html>`_ facilitates the construction and composition of complex algorithmic trading 
-    strategies that are modular and re-usable. Furthermore, each tree `Node
-    <http://pmorissette.github.io/bt/bt.html#bt.core.Node>`_
-    has its own price index that can be
-    used by Algos to determine a Node's allocation. 
+    [The tree structure](http://pmorissette.github.io/bt/tree.html) facilitates the construction and composition of complex algorithmic trading
+    strategies that are modular and re-usable. Furthermore, each tree [Node](http://pmorissette.github.io/bt/bt.html#bt.core.Node) has its own
+    price index that can be used by Algos to determine a Node's allocation.
 
 * **Algorithm Stacks**
-    `Algos <http://pmorissette.github.io/bt/bt.html#bt.core.Algo>`_ and `AlgoStacks <http://pmorissette.github.io/bt/bt.html#bt.core.AlgoStack>`_ are
+    [Algos](http://pmorissette.github.io/bt/bt.html#bt.core.Algo) and [AlgoStacks](http://pmorissette.github.io/bt/bt.html#bt.core.AlgoStack) are
     another core feature that facilitate the creation of modular and re-usable strategy
     logic. Due to their modularity, these logic blocks are also easier to test -
     an important step in building robust financial solutions.
 
 * **Charting and Reporting**
     bt also provides many useful charting functions that help visualize backtest
-    results. We also plan to add more charts, tables and report formats in the future, 
+    results. We also plan to add more charts, tables and report formats in the future,
     such as automatically generated PDF reports.
 
 * **Detailed Statistics**
     Furthermore, bt calculates a bunch of stats relating to a backtest and offers a quick way to compare
-    these various statistics across many different backtests via `Results'
-    <http://pmorissette.github.io/bt/bt.html#bt.backtest.Result>`_ display methods.
+    these various statistics across many different backtests via [Results](http://pmorissette.github.io/bt/bt.html#bt.backtest.Result) display methods.
 
 
-Roadmap
---------
+## Roadmap
 
 Future development efforts will focus on:
 
@@ -87,30 +71,25 @@ Future development efforts will focus on:
     as reporting is an important aspect of the job. Charting and reporting also
     facilitate finding bugs in strategy logic.
 
-Installing bt
--------------
-
-The easiest way to install ``bt`` is from the `Python Package Index <https://pypi.python.org/pypi/bt/>`_
-using ``pip`` or ``easy_install``:
+## Installing bt
 
-.. code-block:: bash
+The easiest way to install `bt` is from the [Python Package Index](https://pypi.python.org/pypi/bt/)
+using `pip`:
 
-    $ pip install bt 
+```bash
+pip install bt
+```
 
-Since bt has many dependencies, we strongly recommend installing the `Anaconda Scientific Python
-Distribution <https://store.continuum.io/cshop/anaconda/>`_, especially on Windows. This distribution 
-comes with many of the required packages pre-installed, including pip. Once Anaconda is installed, the above 
-command should complete the installation. 
 
-bt should be compatible with Python 2.7 and Python 3 thanks to the contributions
-made by fellow users.
+Since bt has many dependencies, we strongly recommend installing the [Anaconda Scientific Python
+Distribution](https://store.continuum.io/cshop/anaconda/), especially on Windows. This distribution
+comes with many of the required packages pre-installed, including pip. Once Anaconda is installed, the above
+command should complete the installation.
 
-Recommended Setup
------------------
+## Recommended Setup
 
-We believe the best environment to develop with bt is the `IPython Notebook
-<http://ipython.org/notebook.html>`__. From their homepage, the IPython Notebook
-is:
+We believe the best environment to develop with bt is the [IPython Notebook](http://ipython.org/notebook.html).
+From their homepage, the IPython Notebook is:
 
     "[...] a web-based interactive computational environment
     where you can combine code execution, text, mathematics, plots and rich

bt/__init__.py

@@ -10,4 +10,4 @@
 import ffn
 from ffn import utils, data, get, merge
 
-__version__ = (0, 2, 10)
+__version__ = "1.0.0"