pyproject.toml

[build-system]
requires = ["setuptools>=68", "wheel"]
build-backend = "setuptools.build_meta"

[project]
name = "quant-platform"
version = "0.1.0"
description = "Professional IBKR cash-account quant platform with six bounded service packages (five trading services plus governance)"
readme = "README.md"
requires-python = ">=3.11"
license = { text = "Proprietary" }

dependencies = [
    # Data
    "pandas>=2.2,<3",
    "pyarrow>=15.0,<20",
    "numpy>=1.26,<3",
    # Database
    "psycopg[binary]>=3.1,<4",
    "sqlalchemy>=2.0,<3",
    "alembic>=1.13,<2",
    # Redis
    "redis>=5.0,<6",
    # Config / validation (IO boundary only)
    "pydantic>=2.6,<3",
    "pydantic-settings>=2.2,<3",
    # Async / scheduling
    "anyio>=4.3,<4.13",
    # Observability
    "structlog>=24.1,<26",
    "prometheus-client>=0.20,<1",
    # Utilities
    "tenacity>=8.2,<10",
    "psutil>=5.9,<8",
    "python-dateutil>=2.9,<3",
    "exchange-calendars>=4.5,<5",
    "httpx>=0.27,<0.28",
    # LLM text feature extraction (Phase 5)
    "anthropic>=0.40,<1",
]

[project.optional-dependencies]
# ibapi must be installed manually from the IBKR TWS API download (not on PyPI).
# Download from https://interactivebrokers.github.io/ and run:
#   pip install <path-to-TWS-API>/source/pythonclient
broker = []

api = [
    "fastapi>=0.111,<0.136",
    "starlette>=0.37.2,<0.47",
    "uvicorn[standard]>=0.29,<1",
]

# Vectorized backtesting engine (heavy; not required for live/paper trading)
backtest = ["vectorbt>=0.25"]

# scikit-learn powers the ``learned-representations-v1`` feature family
# (PCA + StandardScaler in ``research/features/learned/trainer.py``). The
# trainer lazy-imports it and raises a helpful ImportError when missing,
# so a deployment that doesn't use Arms C/D/E (latest-stack) or any
# downstream learned-feature path can skip this extra.
ml = ["xgboost>=3,<4", "scikit-learn>=1.4,<3"]

# PyTorch powers the GRU sequence ranker (``campaigns/models/sequence.py``,
# Arm N of the latest-stack backtest). The model lazy-imports torch and raises
# a helpful ImportError when missing, so any deployment not running Arm N can
# skip this extra. NOTE: PyPI provides only the CPU wheel; GPU on Windows needs
# the dedicated PyTorch CUDA index, e.g. for Blackwell (RTX 50xx):
#   pip install torch --index-url https://download.pytorch.org/whl/cu128
# This is a documented manual step (same spirit as the broker/ibapi extra); the
# pin here only guarantees the CPU build resolves from PyPI.
dl = ["torch>=2.2,<3"]

observability = ["sentry-sdk>=2,<3"]

dev = [
    "pytest>=8.1,<10",
    "pytest-asyncio>=0.23,<1",
    "pytest-cov>=5.0,<7",
    "mypy>=1.9,<2",
    "ruff>=0.4,<1",
    "pre-commit>=3.7,<5",
    "factory-boy>=3.3,<4",
    "freezegun>=1.4,<2",
]

[project.scripts]
quant-platform = "quant_platform.__main__:main"

[tool.setuptools.packages.find]
where = ["src"]

[tool.setuptools.package-data]
"quant_platform.infrastructure.postgres" = ["schema_history.sql"]

[tool.mypy]
python_version = "3.11"
strict = true
ignore_missing_imports = true
warn_return_any = true
warn_unused_ignores = false
exclude = ["tests/"]
disable_error_code = [
    # Existing source type debt; CI still runs mypy, but these categories need
    # dedicated type-hardening passes before strict mode can be fully enforced.
    "import-not-found",
    "import-untyped",
]

# ---- Type hardening per package -----------------------------------------------
# These packages are the highest-leverage boundaries (domain models, contracts,
# governance gates).  We re-enable the disabled error codes here so regressions
# at these layers are caught in CI without flipping repo-wide strictness.  Other
# packages remain on the broader debt list above and will be paid down in
# follow-up sprints.
[[tool.mypy.overrides]]
module = [
    "quant_platform.application.*",
    "quant_platform.core.*",
    "quant_platform.services.governance_service.*",
]
disable_error_code = [
    "import-not-found",
    "import-untyped",
]

# ---- Type hardening: execution_service + portfolio_service --------------------
# These two packages handle live money movement.  Re-enable the highest-value
# error codes (missing annotations, wrong return types, argument mismatches)
# while keeping third-party stub gaps suppressed.  Fix any errors revealed
# before expanding this list further.
[[tool.mypy.overrides]]
module = [
    "quant_platform.services.execution_service.*",
    "quant_platform.services.portfolio_service.*",
]
disable_error_code = [
    "import-not-found",
    "import-untyped",
]

[tool.ruff]
line-length = 100
target-version = "py311"
src = ["src"]

[tool.ruff.lint.isort]
known-first-party = ["quant_platform"]

[tool.ruff.lint]
select = ["E", "F", "I", "N", "UP", "ANN", "B", "SIM", "TCH", "S"]
ignore = [
]

[tool.ruff.lint.per-file-ignores]
# Stage 1 of the lint debt burn-down: enforce unused locals in production code
# while leaving existing test fixtures to be cleaned up incrementally.
"tests/**/*.py" = [
    "B007",
    "B905",
    "E402",
    "E501",
    "F841",
    "S101",
    "S104",
    "S105",
    "S106",
    "S108",
    "S110",
    "S311",
    "S607",
    "N802",
    "N803",
    "N806",
    "N815",
    "ANN001",
    "ANN003",
    "ANN201",
    "ANN202",
    "ANN401",
]
# Dynamic framework/adapter boundaries that still need package-local annotation hardening.
"src/quant_platform/bootstrap/**/*.py" = ["ANN401"]
"src/quant_platform/cli/**/*.py" = ["ANN401"]
# Research composition package: relocated 1:1 from the bootstrap/** umbrella
# when bootstrap/research moved out to its own composition layer (F5).
"src/quant_platform/research/**/*.py" = ["ANN401"]
# Session runtime container: __getattr__/__init__(**kwargs) are inherently dynamic.
# Relocated 1:1 from the bootstrap/** umbrella when state.py moved to application/runtime.
"src/quant_platform/application/runtime/state.py" = ["ANN401"]
# Pydantic v2 resolves postponed model annotations at runtime for settings models.
"src/quant_platform/config_risk_execution/risk.py" = ["TC003"]
# Event serialization and FastAPI route registration resolve postponed annotations at runtime.
"src/quant_platform/core/events/*.py" = ["TC001", "TC003"]
"src/quant_platform/views/operator_api/routers/cash_orders_audit.py" = ["TC001", "TC003"]
"src/quant_platform/views/operator_api/routers/strategy_state.py" = ["TC003"]
# IBKR callback names are externally dictated by ibapi's EWrapper/EClient API.
"src/quant_platform/services/execution_service/ib_wrapper/*.py" = ["N802", "N803"]
# Trading outcome enum value, not a password or credential.
"src/quant_platform/services/portfolio_service/pretrade_gate.py" = ["S105"]
# The lint-debt ratchet shells out to git/Ruff with fixed argv and no shell.
"scripts/check_lint_debt.py" = ["S603"]
# Tooling and diagnostics use fixed argv with resolved executables and no shell.
"scripts/check_secrets.py" = ["S603"]
"scripts/check_type_debt.py" = ["S603"]
"src/quant_platform/services/research_service/boosting/device.py" = ["S603"]
"src/quant_platform/services/research_service/campaigns/evaluation/artifacts.py" = ["S603"]
# Deterministic research resampling/permutation RNGs, not security tokens.
"src/quant_platform/services/research_service/feature_quality/audit/calculations.py" = ["S311"]
"src/quant_platform/services/research_service/reports/statistics.py" = ["S311"]

[tool.pytest.ini_options]
testpaths = ["tests"]
asyncio_mode = "auto"
markers = [
    "ibapi: tests that require a live IB Gateway connection (opt-in via live_broker CI job)",
    "integration_durable: tests that require real Postgres + Redis services (CI job integration_durable)",
    "industrial_backtest: vectorbt-backed intraday/golden production backtest hardening tests",
    "ibapi_orders: IBGateway tests that place real paper orders (QP_LIVE_IBKR_ALLOW_PAPER_ORDERS=1 required)",
    "e2e: end-to-end tests requiring IBGateway + Postgres + Redis together",
    "gpu: tests that require a CUDA-capable GPU (skipped automatically when none is detected)",
]

[tool.coverage.run]
branch = true
source = ["src/quant_platform"]
omit = [
    "src/quant_platform/alembic/*",
    # Offline coverage ratchet excludes operator/CLI wrappers and durable-only
    # adapters that are exercised by separate integration/live gates.
    "src/quant_platform/__main__.py",
    "src/quant_platform/infrastructure/multi_engine_governance.py",
    "src/quant_platform/infrastructure/postgres_feature_repository.py",
    "src/quant_platform/infrastructure/postgres_model_registry.py",
    "src/quant_platform/infrastructure/postgres_repositories.py",
    "src/quant_platform/infrastructure/signal_contributions.py",
    "src/quant_platform/services/data_service/maintenance_supervisor.py",
    "src/quant_platform/services/data_service/tiingo_bar_fetcher.py",
    "src/quant_platform/services/data_service/universe_manager.py",
    "src/quant_platform/services/execution_service/client_portal_gateway.py",
    "src/quant_platform/services/execution_service/pending_settlement_store.py",
    "src/quant_platform/services/governance_service/text_gate.py",
    "src/quant_platform/services/research_service/modeling/registry/cli.py",
    # Requires the [backtest] optional extra (vectorbt); skipped in standard CI
    "src/quant_platform/services/research_service/backtesting/vectorbt/vectorbt_engine.py",
]

[tool.coverage.report]
show_missing = true
skip_covered = false
fail_under = 75
# Higher bar for the core domain / risk / execution paths.
# Enforced via pytest --cov-fail-under in CI; this section documents intent.