pyproject.toml

[project]
name = "arch"
dynamic = ["dependencies", "version", "readme"]
license = { file = "LICENSE.md" }
authors = [{ name = "Kevin Sheppard", email = "kevin.k.sheppard@gmail.com" }]
maintainers = [
  { name = "Kevin Sheppard", email = "kevin.k.sheppard@gmail.com" },
]
description = "ARCH for Python"
requires-python = ">=3.9"
keywords = [
  "arch",
  "ARCH",
  "variance",
  "econometrics",
  "volatility",
  "finance",
  "GARCH",
  "bootstrap",
  "random walk",
  "unit root",
  "Dickey Fuller",
  "time series",
  "confidence intervals",
  "multiple comparisons",
  "Reality Check",
  "SPA",
  "StepM",
]
classifiers = [
  "Development Status :: 5 - Production/Stable",
  "Intended Audience :: End Users/Desktop",
  "Intended Audience :: Financial and Insurance Industry",
  "Programming Language :: Python :: 3.9",
  "Programming Language :: Python :: 3.10",
  "Programming Language :: Python :: 3.11",
  "Programming Language :: Python :: 3.12",
  "License :: OSI Approved :: University of Illinois/NCSA Open Source License",
  "Operating System :: MacOS :: MacOS X",
  "Operating System :: Microsoft :: Windows",
  "Operating System :: POSIX",
  "Programming Language :: Python",
  "Programming Language :: Cython",
  "Topic :: Scientific/Engineering",
]

[project.urls]
homepage = "https://github.com/bashtage/arch"
documentation = "https://bashtage.github.io/arch/"
repository = "https://github.com/bashtage/arch"
changelog = "https://bashtage.github.io/arch/changes.html"

[build-system]
requires = [
  "setuptools>=61",
  "wheel",
  "setuptools_scm[toml]>=8.0.3,<9",
  "cython>=3.0.10",
  "numpy>=2.0.0rc1,<3"
]
build-backend = "setuptools.build_meta"

[tool.setuptools.dynamic]
dependencies = { file = ["requirements.txt"] }

[tool.black]
target-version = ['py39', 'py310', 'py311', 'py312']
exclude = '''
(
    \.egg
  | \.git
  | \.mypy_cache
  | \.oytest_cache
  | _build
  | buck-out
  | build
  | dist
)
'''

[tool.setuptools_scm]
write_to = "arch/_version.py"

[tool.ruff.lint]
typing-modules = ["arch.typing"]