PyPortfolioOpt/pyproject.toml at refs/heads/main · PyPortfolio/PyPortfolioOpt · GitHub

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[project]
name = "pyportfolioopt"
version = "1.6.0"
description = "Financial portfolio optimization in python"
license = { file = "LICENSE" }
maintainers = [
    { name = "Robert Andrew Martin", email = "martin.robertandrew@gmail.com" },
]
authors = [
    { name = "Robert Andrew Martin", email = "martin.robertandrew@gmail.com" },
]
readme = "README.md"
requires-python = ">=3.10,<3.15"
keywords= ["finance", "portfolio", "optimization", "quant", "investing"]
classifiers=[
    "Development Status :: 4 - Beta",
    "Environment :: Console",
    "Intended Audience :: Financial and Insurance Industry",
    "Intended Audience :: Science/Research",
    "License :: OSI Approved :: MIT License",
    "Natural Language :: English",
    "Operating System :: OS Independent",
    "Programming Language :: Python :: 3.14",
    "Programming Language :: Python :: 3.13",
    "Programming Language :: Python :: 3.12",
    "Programming Language :: Python :: 3.11",
    "Programming Language :: Python :: 3.10",
    "Programming Language :: Python :: 3 :: Only",
    "Topic :: Office/Business :: Financial",
    "Topic :: Office/Business :: Financial :: Investment",
]

# core dependencies of pyportfolioopt
# this set should be kept minimal!
dependencies = [
    "cvxpy>=1.1.19",
    "numpy>=1.26.0,<3.0.0",
    "pandas>=1.0.0,<4.0.0",
    "scikit-base<0.14.0",
    "scikit-learn>=0.24.1",
    "scipy>=1.3.0",
]

[project.optional-dependencies]
# there are the following dependency sets:
# - all_extras - all soft dependencies
# - dev - the developer dependency set, for contributors
#
# soft dependencies are not required for the core functionality of pyportfolioopt

# all soft dependencies
#
# users can install via "pip install pyportfolioopt[all_extras]"
#
all_extras = [
    "matplotlib>=3.2.0",
    "ecos>=2.0.14,<2.1",
    "plotly>=5.0.0,<7",
    "cvxopt; python_version < '3.14'",
]

# dev - the developer dependency set, for contributors and CI
dev = [
    "pytest>=9.0.2",
    "yfinance>=1.2.0",
]

# notebook tests
notebook_test = [
    "nbmake",
    "pytest-rerunfailures",
]

cov = [
    "coverage>=7.13.4",
    "pytest-cov>=7.0.0",
]


[project.urls]
Documentation = "https://pyportfolioopt.readthedocs.io/en/latest/"
Download = "https://pypi.org/project/pyportfolioopt/#files"
Homepage = "https://pyportfolioopt.readthedocs.io/en/latest/"
Repository = "https://github.com/pyportfolio/pyportfolioopt"
"Personal website" = "https://reasonabledeviations.com"

[build-system]
build-backend = "setuptools.build_meta"
requires = [
  "setuptools>=78.1.1",
]

[tool.setuptools.packages.find]
exclude = ["example", "example.*", "tests", "tests.*"]

[tool.ruff]
line-length = 88
# Keep Ruff aligned with project target version
target-version = "py311"
# Exclude individual files/patterns from Ruff linting/formatting
exclude = [
  "tests/test_imports.py",
  "cookbook/*.ipynb",
]

[tool.ruff.lint]
# Keep the same selected rule sets as in ruff.toml
select = ["F", "I"]

[tool.ruff.format]
# Formatting configuration
quote-style = "double"
indent-style = "space"
line-ending = "auto"
skip-magic-trailing-comma = false

[tool.ruff.lint.isort]
known-first-party = ["pypfopt"]
combine-as-imports = true
force-sort-within-sections = true