pyproject.toml

[project]
name = "empyrical-reloaded"
description = "empyrical computes performance and risk statistics commonly used in quantitative finance"
readme = "README.md"

authors = [
    { name = "Quantopian Inc" },
    { email = "pm@ml4trading.io" }
]
maintainers = [
    { name = "Stefan Jansen" },
    { email = "pm@ml4trading.io" }
]

classifiers = [
    "Development Status :: 4 - Beta",
    "Programming Language :: Python",
    "Programming Language :: Python :: 3.9",
    "Programming Language :: Python :: 3.10",
    "Programming Language :: Python :: 3.11",
    "Programming Language :: Python :: 3.12",
    "License :: OSI Approved :: Apache Software License",
    "Intended Audience :: Science/Research",
    "Topic :: Scientific/Engineering",
    "Topic :: Scientific/Engineering :: Mathematics",
    "Operating System :: OS Independent"
]

requires-python = ">=3.9"
dynamic = ["version"]


license = { file = "LICENSE" }

dependencies = [
    # following pandas
    "numpy>=1.23.5; python_version<'3.12'",
    "numpy>=1.26.0; python_version>='3.12'",
    #    "numpy>=2.0; python_version>='3.12'",
    "pandas >=1.3.0; python_version<'3.12'",
    "pandas>=2.2.2; python_version>='3.12'",
    "bottleneck >=1.3.0",
    "pandas >=1.3.0",
    "scipy >=0.15.1",
    "peewee<3.17.4" # awwaiting bugfix in latest version: https://github.com/coleifer/peewee/issues/2891
]

[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",
    #    "numpy>=2.0rc1; python_version>='3.9'",
    #        "oldest-supported-numpy; python_version>='3.9'"
]
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"
]

yfinance = [
    "yfinance >=0.1.63",
]

datareader = [
    "pandas-datareader >=0.4"
]

[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.ini_options]
pythonpath = 'src'
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 = ['py39', 'py310', 'py311', 'py312']
exclude = '''
(
    asv_bench/env
  | \.egg
  | \.git
  | \.hg
  | _build
  | build
  | dist
  | setup.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 --cov={toxinidir}/src --cov-report term  --cov-report=xml --cov-report=html:htmlcov {toxinidir}/tests
"""