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pyproject.toml
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[build-system]
requires = ["setuptools"]
build-backend = "setuptools.build_meta"
[project]
name = "skfolio"
version = "0.3.1"
maintainers = [
{ name = "Hugo Delatte", email = "[email protected]" },
]
authors = [
{ name = "Hugo Delatte", email = "[email protected]" },
]
description = "Portfolio optimization built on top of scikit-learn"
readme = "README.rst"
requires-python = ">=3.10"
dependencies = [
"numpy>=1.23.4, <2.0.0", # TODO: remove "<2.0.0" when https://github.com/cvxpy/cvxpy/issues/2474 is completed
"scipy>=1.8.0",
"pandas>=1.4.1",
"cvxpy>=1.4.1",
"scikit-learn>=1.5.0",
"joblib>=1.3.2",
"plotly>=5.22.0"
]
keywords = [
"portfolio",
"optimization",
"optimisation",
"finance",
"asset",
"allocation",
"quantitative",
"quant",
"investment",
"strategy",
"machine-learning",
"scikit-learn",
"data-mining",
"data-science",
]
license = { file = "LICENSE" }
classifiers = [
"Intended Audience :: Developers",
"Intended Audience :: Science/Research",
"Intended Audience :: Financial and Insurance Industry",
"License :: OSI Approved :: BSD License",
"Operating System :: Unix",
"Operating System :: Microsoft :: Windows",
"Operating System :: MacOS",
"Programming Language :: Python",
"Programming Language :: Python :: 3",
"Programming Language :: Python :: 3.10",
"Programming Language :: Python :: 3.11",
"Programming Language :: Python :: 3.12",
"Topic :: Scientific/Engineering :: Mathematics",
'Topic :: Office/Business :: Financial :: Investment',
"Topic :: Software Development",
]
[project.optional-dependencies]
tests = [
"pytest",
"pytest-cov",
"ruff"
]
docs = [
"Sphinx",
"sphinx-gallery",
"sphinx-design",
"pydata-sphinx-theme==0.13.3",
"matplotlib",
"kaleido",
"sphinx-copybutton",
"numpydoc",
"sphinx-togglebutton",
"sphinx-favicon",
"sphinx-prompt",
"sphinxext.opengraph",
"sphinx-sitemap",
"sphinx-favicon"
]
[project.urls]
"API Reference" = "https://www.skfolio.org/api_reference.html"
Documentation = "https://www.skfolio.org"
Tutorials = "https://www.skfolio.org"
Repository = "https://github.com/skfolio/skfolio"
[tool.setuptools.packages.find]
where = ["src"]
[tool.semantic_release]
version_toml = [
"pyproject.toml:project.version",
]
branch = "main"
major_on_zero = true
tag_format = "v{version}"
upload_to_pypi = false
upload_to_vcs_release = true
build_command = "python -m pip install build; python -m build --sdist --wheel"
commit_message = "v{version} [skip ci]\n\nAutomatically generated by python-semantic-release " # skip triggering ci pipelines for version commits
[tool.semantic_release.remote]
token = { env = "GH_TOKEN" }
[tool.ruff]
include = ["pyproject.toml", "src/**/*.py", "tests/**/*.py"]
line-length = 88
src = ["src"]
target-version = "py310"
[tool.ruff.lint]
select = [
"E", # pycodestyle
"F", # pyflakes
"I", # isort
"A", # prevent using keywords that clobber python builtins
"B", # bugbear: security warnings
"F", # pyflakes
"ISC", # implicit string concatenation
"UP", # alert you when better syntax is available in your python version
"RUF", # the ruff developer's own rules
]
ignore = ["E203", "ISC001", "ISC002", "E111", "E114", "E117"] # rules redundant with the formatter.
[tool.ruff.lint.isort]
case-sensitive = true
[tool.ruff.lint.pycodestyle]
max-line-length = 320
[tool.pytest.ini_options]
addopts = [
"--import-mode=importlib",
]