pyproject.toml

[project]
name = "alphalens-reloaded"
description = "Performance analysis of predictive (alpha) stock factors"
requires-python = '>=3.9'
dynamic = ["version"]
readme = "README.md"
authors = [
    { name = 'Quantopian Inc' },
    { email = 'pm@ml4trading.io' }
]
maintainers = [
    { name = 'Stefan Jansen' },
    { email = 'pm@ml4trading.io' }
]
license = { file = "LICENSE" }

classifiers = [
    'Development Status :: 5 - Production/Stable',
    '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 = [
    # following pandas
    "numpy>=1.23.5; python_version<'3.12'",
    "numpy>=1.26.0; python_version>='3.12'",
    "pandas >=1.3.0,<3.0",
    "matplotlib >=1.4.0",
    "scipy >=0.14.0",
    "seaborn >=0.6.0",
    "statsmodels >=0.6.1",
    "IPython >=3.2.3",
    "empyrical-reloaded>=0.5.7"
]

[project.urls]
homepage = 'https://ml4trading.io'
repository = 'https://github.com/stefan-jansen/alphalens-reloaded'
documentation = 'https://alphalens.ml4trading.io'

[build-system]
requires = [
    'setuptools>=54.0.0',
    "setuptools_scm[toml]>=6.2",
]

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",
    "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/alphalens/_version.py"
version_scheme = 'guess-next-dev'
local_scheme = 'dirty-tag'


[tool.pytest.ini_options]
pythonpath = ['src']
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 = ['py39', 'py310', 'py311', 'py312']
include = '\.pyi?$'
extend-exclude = '''
\(
  docs/source/conf.py
\)
'''


[tool.tox]
legacy_tox_ini = """
[tox]

envlist =
    py39-pandas{13,14,15}-numpy1
    py310-pandas{13,14,15,20,21,22}-numpy1
    py311-pandas{13,14,15,20,21,22}-numpy1
    py312-pandas{13,14,15,20,21,22}-numpy1
    py39-pandas222-numpy2
    py310-pandas222-numpy2
    py311-pandas222-numpy2
    py312-pandas222-numpy2

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
    pandas222: pandas>=2.2.2,<2.3
    numpy1: numpy>=1.23.5,<2.0
    numpy2: numpy>=2.0,<2.1


commands =
    pytest -n 2 --cov={toxinidir}/src --cov-report term  --cov-report=xml --cov-report=html:htmlcov {toxinidir}/tests
"""