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pyproject.toml
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[project]
name = "empyrical-reloaded"
description = "empyrical computes performance and risk statistics commonly used in quantitative finance"
readme = "README.md"
authors = [
{ name = "Quantopian Inc" },
{ email = "[email protected]" }
]
maintainers = [
{ name = "Stefan Jansen" },
{ email = "[email protected]" }
]
classifiers = [
"Development Status :: 4 - Beta",
"Programming Language :: Python",
"Programming Language :: Python :: 3.8",
"Programming Language :: Python :: 3.9",
"Programming Language :: Python :: 3.10",
"Programming Language :: Python :: 3.11",
"License :: OSI Approved :: Apache Software License",
"Intended Audience :: Science/Research",
"Topic :: Scientific/Engineering",
"Topic :: Scientific/Engineering :: Mathematics",
"Operating System :: OS Independent"
]
requires-python = ">=3.7"
dynamic = ["version"]
license = { file = "LICENSE" }
dependencies = [
"numpy >=1.9.2",
"bottleneck >=1.3.0",
"pandas >=1.0.0",
"scipy >=0.15.1",
"pandas-datareader >=0.4",
"yfinance >=0.1.63",
]
[project.urls]
homepage = 'https://ml4trading.io'
documentation = "https://empyrical.ml4trading.io"
repository = 'https://github.com/stefan-jansen/empyrical-reloaded'
[build-system]
requires = [
"setuptools>=54.0.0",
"setuptools_scm[toml]>=6.2",
"wheel>=0.31.0",
"oldest-supported-numpy; python_version>='3.7'"
]
build-backend = "setuptools.build_meta"
[project.optional-dependencies]
test = [
"tox>=2.3.1",
"pytest>=6.2.3",
"pytest-cov>=2.11.1",
"flake8>=3.9.1",
"black"
]
dev = [
"flake8 >=3.9.1",
"black",
"pre-commit >=2.12.1"
]
doc = [
"Cython",
"Sphinx >=1.3.2",
"numpydoc >=0.5.0",
"sphinx-autobuild >=0.6.0",
"pydata-sphinx-theme",
"sphinx-markdown-tables",
"sphinx_copybutton",
"nbsphinx",
"m2r2"
]
[tool.setuptools]
include-package-data = true
zip-safe = false
[tool.setuptools.packages.find]
where = ['src']
exclude = ['tests*']
[tool.setuptools_scm]
write_to = "src/empyrical/_version.py"
version_scheme = 'guess-next-dev'
local_scheme = 'dirty-tag'
[tool.pytest]
testpaths = 'tests'
addopts = '-v'
[tool.cibuildwheel]
test-extras = "test"
test-command = "pytest -n 2 --reruns 5 {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']
exclude = '''
(
asv_bench/env
| \.egg
| \.git
| \.hg
| _build
| build
| dist
| setup.py
)
'''
[tool.tox]
legacy_tox_ini = """
[tox]
envlist = py{38,39}-pandas12, py{38,39,310}-pandas{13,14,15}, py311-pandas15
isolated_build = True
skip_missing_interpreters = True
minversion = 3.23.0
[gh-actions]
python =
3.7: py37
3.8: py38
3.9: py39
3.10: py310
3.11: py311
[testenv]
usedevelop = True
setenv =
MPLBACKEND = Agg
changedir = tmp
extras = test
deps =
pandas12: pandas>=1.2.0,<1.3
pandas13: pandas>=1.3.0,<1.4
pandas14: pandas>=1.4.0,<1.5
pandas15: pandas>=1.5.0,<1.6
commands =
pytest --cov={toxinidir}/src --cov-report term --cov-report=xml --cov-report=html:htmlcov {toxinidir}/tests
"""