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pyproject.toml
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pyproject.toml
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[project]
name = "pyfolio-reloaded"
description = "Performance and risk analysis of financial portfolios with Python"
requires-python = '>=3.9'
dynamic = ["version"]
readme = "README.md"
authors = [
{ name = 'Quantopian Inc' },
{ email = '[email protected]' }
]
maintainers = [
{ name = 'Stefan Jansen' },
{ email = '[email protected]' }
]
license = { file = "LICENSE" }
classifiers = [
'Development Status :: 4 - Beta',
'License :: OSI Approved :: Apache Software License',
'Natural Language :: English',
'Programming Language :: Python',
'Programming Language :: Python :: 3.9',
'Programming Language :: Python :: 3.10',
'Programming Language :: Python :: 3.11',
'Programming Language :: Python :: 3.12',
'Operating System :: OS Independent',
'Intended Audience :: Science/Research',
'Topic :: Office/Business :: Financial :: Investment',
'Topic :: Scientific/Engineering :: Information Analysis',
]
dependencies = [
"ipython >=3.2.3",
"matplotlib >=1.4.0",
"numpy >=1.11.1",
"pandas >=1.3",
"pytz >=2014.10",
"scipy >=0.14.0",
"scikit-learn >=0.16.1",
"seaborn >=0.7.1",
"empyrical-reloaded >=0.5.9",
]
[project.urls]
homepage = 'https://ml4trading.io'
repository = 'https://github.com/stefan-jansen/pyfolio-reloaded'
documentation = 'https://pyfolio.ml4trading.io'
[build-system]
requires = [
'setuptools>=54.0.0',
"setuptools_scm[toml]>=6.2",
'wheel>=0.31.0',
'oldest-supported-numpy; python_version>="3.8"',
]
build-backend = 'setuptools.build_meta'
[project.optional-dependencies]
test = [
"tox >=2.3.1",
"coverage >=4.0.3",
"coveralls ==3.0.1",
"pytest >=6.2",
'pytest-xdist >=2.5.0',
"pytest-cov >=2.12",
"parameterized >=0.6.1",
"pytest-rerunfailures",
"flake8 >=3.9.1",
"black",
]
dev = [
"flake8 >=3.9.1",
"black",
"pre-commit >=2.12.1",
]
docs = [
'Cython',
'Sphinx >=1.3.2',
'numpydoc >=0.5.0',
'sphinx-autobuild >=0.6.0',
'pydata-sphinx-theme',
'sphinx-markdown-tables',
"sphinx_copybutton",
'm2r2'
]
[tool.setuptools]
include-package-data = true
zip-safe = false
[tool.setuptools.packages.find]
where = ['src']
exclude = ['tests*']
[tool.setuptools_scm]
write_to = "src/pyfolio/_version.py"
version_scheme = 'guess-next-dev'
local_scheme = 'dirty-tag'
[tool.pytest]
minversion = "6.0"
testpaths = 'tests'
addopts = '-v'
[tool.cibuildwheel]
test-extras = "test"
test-command = "pytest -n 2 {package}/tests"
build-verbosity = 3
[tool.cibuildwheel.macos]
archs = ["x86_64", "arm64", "universal2"]
test-skip = ["*universal2:arm64"]
[tool.cibuildwheel.linux]
archs = ["auto64"]
skip = "*musllinux*"
[tool.black]
line-length = 88
target-version = ['py38', 'py39', 'py310']
include = '\.pyi?$'
extend-exclude = '''
\(
docs/source/conf.py
\)
'''
[tool.tox]
legacy_tox_ini = """
[tox]
envlist = py{39,310}-pandas{13,14,15}, py{39,310, 311,312}-pandas{20,21,22}
isolated_build = True
skip_missing_interpreters = True
minversion = 3.23.0
[gh-actions]
python =
3.9: py39
3.10: py310
3.11: py311
3.12: py312
[testenv]
usedevelop = True
setenv =
MPLBACKEND = Agg
changedir = tmp
extras = test
deps =
pandas13: pandas>=1.3.0,<1.4
pandas14: pandas>=1.4.0,<1.5
pandas15: pandas>=1.5.0,<1.6
pandas20: pandas>=2.0,<2.1
pandas21: pandas>=2.1,<2.2
pandas22: pandas>=2.2,<2.3
commands =
pytest -n 2 --cov={toxinidir}/src --cov-report term --cov-report=xml --cov-report=html:htmlcov {toxinidir}/tests
"""