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pyproject.toml
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120 lines (103 loc) · 3.22 KB
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[tool.poetry]
name = "open_trading_algo"
version = "0.1.3"
description = "A modular, portable trading and backtesting framework with signal, risk, and data enrichment support."
authors = ["Philip Mai <philip.e.mai@gmail.com>"]
maintainers = ["Philip Mai <philip.e.mai@gmail.com>"]
readme = "README.md"
license = "MIT"
homepage = "https://github.com/thephiltacular/open_trading_algo"
repository = "https://github.com/thephiltacular/open_trading_algo"
documentation = "https://github.com/thephiltacular/open_trading_algo#readme"
keywords = ["trading", "algorithmic-trading", "finance", "backtesting", "technical-analysis"]
classifiers = [
"Development Status :: 3 - Alpha",
"Intended Audience :: Financial and Insurance Industry",
"License :: OSI Approved :: MIT License",
"Operating System :: OS Independent",
"Programming Language :: Python :: 3",
"Programming Language :: Python :: 3.9",
"Programming Language :: Python :: 3.10",
"Programming Language :: Python :: 3.11",
"Programming Language :: Python :: 3.12",
"Topic :: Office/Business :: Financial :: Investment",
"Topic :: Scientific/Engineering :: Information Analysis",
]
packages = [
{ include = "open_trading_algo" }
]
[tool.setuptools]
packages = ["open_trading_algo"]
[tool.poetry.scripts]
run-model = "open_trading_algo.pipeline:main"
[tool.poetry.urls]
"Bug Reports" = "https://github.com/thephiltacular/open_trading_algo/issues"
"Source" = "https://github.com/thephiltacular/open_trading_algo"
"Changelog" = "https://github.com/thephiltacular/open_trading_algo/blob/main/CHANGELOG.md"
[tool.poetry.dependencies]
python = "^3.9"
pandas = [
{version = "^2.2.3", python = ">=3.9"},
{version = "^1.5.3", python = "<3.9"}
]
numpy = [
{version = "^2.0.2", python = ">=3.9"},
{version = "^1.24.4", python = "<3.9"}
]
scikit-learn = [
{version = "^1.5.2", python = ">=3.9"},
{version = "^1.3.0", python = "<3.9"}
]
yfinance = "^0.2.48"
PyYAML = "^6.0.2"
pyarrow = "^21.0.0"
influxdb-client = "^1.49.0"
python-dotenv = "^1.0.0"
requests = "^2.31.0"
python-dateutil = "^2.8.2"
pytest = "^8.3.3"
pytest-cov = "^5.0.0"
[tool.poetry.group.dev.dependencies]
pre-commit = [
{version = "^4.0.1", python = ">=3.9"},
{version = "^2.0.0", python = "<3.9, >=3.8"}
]
black = [
{version = "^24.10.0", python = ">=3.9"},
{version = "^23.12.0", python = "<3.9, >=3.8"}
]
flake8 = [
{version = "^7.1.1", python = ">=3.9"},
{version = "^6.1.0", python = "<3.9, >=3.8.1"}
]
isort = "^5.13.2"
shellcheck-py = "^0.10.0.1"
[build-system]
requires = ["poetry-core>=1.8.0"]
build-backend = "poetry.core.masonry.api"
[tool.black]
line-length = 127
[tool.flake8]
max-line-length = 127
extend-ignore = ['402','F841','F401','E302','E305','E203','W503','C901','W1514', 'F403','E266']
exclude = ['.git','__pycache__','build','devel','logs','.catkin_tools','legacy']
max-complexity = 10
[tool.isosort]
profile = "black"
[tool.pylint.message_control]
disable = ["import-error"]
[tool.coverage.run]
source = ["open_trading_algo"]
omit = [
"*/tests/*",
"*/test_*.py",
"*/__pycache__/*",
"*/legacy/*"
]
[tool.coverage.report]
exclude_lines = [
"pragma: no cover",
"def __repr__",
"raise AssertionError",
"raise NotImplementedError"
]