Merge pull request polakowo#824 from ChadThackray/feature/migrate-to-pyproject-toml

Migrate to pyproject.toml, pandas 2.0 and new python version compatibility

Author: polakowo

.github/workflows/tests.yml

@@ -0,0 +1,31 @@
+name: Tests
+
+on:
+  push:
+    branches: [master]
+  pull_request:
+    branches: [master]
+
+jobs:
+  test:
+    runs-on: ${{ matrix.os }}
+    strategy:
+      fail-fast: false
+      matrix:
+        os: [ubuntu-latest, windows-latest, macos-latest]
+        python-version: ["3.10", "3.11", "3.12", "3.13"]
+
+    steps:
+      - uses: actions/checkout@v4
+
+      - name: Install uv
+        uses: astral-sh/setup-uv@v5
+
+      - name: Set up Python ${{ matrix.python-version }}
+        run: uv python install ${{ matrix.python-version }}
+
+      - name: Install dependencies
+        run: uv sync --extra cov
+
+      - name: Run tests
+        run: uv run pytest tests/

.gitignore

@@ -12,3 +12,4 @@ venvs
 .DS_Store
 docs/api-markdown
 build
+uv.lock

MANIFEST.in

@@ -0,0 +1,90 @@
+[build-system]
+requires = ["setuptools>=61.0"]
+build-backend = "setuptools.build_meta"
+
+[project]
+name = "vectorbt"
+dynamic = ["version"]
+description = "Python library for backtesting and analyzing trading strategies at scale"
+readme = "README.md"
+license-files = ["LICENSE.md"]
+authors = [
+    {name = "Oleg Polakow", email = "olegpolakow@vectorbt.pro"}
+]
+requires-python = ">=3.10"
+classifiers = [
+    "Development Status :: 5 - Production/Stable",
+    "Intended Audience :: Developers",
+    "Intended Audience :: Financial and Insurance Industry",
+    "Programming Language :: Python :: 3.10",
+    "Programming Language :: Python :: 3.11",
+    "Programming Language :: Python :: 3.12",
+    "Programming Language :: Python :: 3.13",
+    "Operating System :: OS Independent",
+    "Intended Audience :: Science/Research",
+    "Topic :: Software Development",
+    "Topic :: Office/Business :: Financial",
+    "Topic :: Scientific/Engineering :: Information Analysis",
+]
+dependencies = [
+    "numpy>=1.23",
+    "pandas>=2.0,<3.0",
+    "scipy",
+    "matplotlib",
+    "plotly>=4.12.0",
+    "ipywidgets>=7.0.0",
+    "anywidget",
+    "numba>=0.60",
+    "dill",
+    "tqdm",
+    "dateparser",
+    "imageio",
+    "scikit-learn",
+    "schedule",
+    "requests",
+    "pytz",
+    "mypy_extensions",
+]
+
+[project.optional-dependencies]
+full = [
+    "yfinance>=0.2.22",
+    "python-binance",
+    "ccxt>=4.0.14",
+    "alpaca-py",
+    "ray>=1.4.1",
+    "ta",
+    "pandas-ta-classic",
+    "TA-Lib",
+    "python-telegram-bot>=13.4,<20.0",
+    "quantstats>=0.0.37",
+]
+full-no-talib = [
+    "yfinance>=0.2.22",
+    "python-binance",
+    "ccxt>=4.0.14",
+    "alpaca-py",
+    "ray>=1.4.1",
+    "ta",
+    "pandas-ta-classic",
+    "python-telegram-bot>=13.4,<20.0",
+    "quantstats>=0.0.37",
+]
+cov = [
+    "pytest",
+    "pytest-cov",
+    "pytest-xdist",
+    "codecov",
+]
+
+[project.urls]
+Homepage = "https://github.com/polakowo/vectorbt"
+
+[tool.setuptools.dynamic]
+version = {attr = "vectorbt._version.__version__"}
+
+[tool.setuptools.packages.find]
+include = ["vectorbt*"]
+
+[tool.setuptools.package-data]
+vectorbt = ["templates/*.json"]

pyproject.toml

@@ -1,96 +1,3 @@
-from setuptools import setup, find_packages
+from setuptools import setup
 
-with open('README.md', 'r', encoding="utf-8", errors='ignore') as fh:
-    long_description = fh.read()
-
-version = {}
-with open("vectorbt/_version.py", encoding="utf-8") as fp:
-    exec(fp.read(), version)
-
-setup(
-    name='vectorbt',
-    version=version['__version__'],
-    description='Python library for backtesting and analyzing trading strategies at scale',
-    author='Oleg Polakow',
-    author_email='olegpolakow@vectorbt.pro',
-    long_description=long_description,
-    long_description_content_type='text/markdown',
-    url='https://github.com/polakowo/vectorbt',
-    packages=find_packages(),
-    package_data={
-        'vectorbt': ['templates/*.json']
-    },
-    install_requires=[
-        'numpy>=1.16.5',
-        'pandas',
-        'scipy',
-        'matplotlib',
-        'plotly>=4.12.0',
-        'ipywidgets>=7.0.0',
-        'anywidget',
-        "numba>=0.53.1, <0.57.0; python_version<'3.10'",
-        "numba>=0.56.0, <0.57.0; python_version>='3.10' and python_version<'3.11'",
-        "numba>=0.57.0; python_version>='3.11'",
-        'dill',
-        'tqdm',
-        'dateparser',
-        'imageio',
-        'scikit-learn',
-        'schedule',
-        'requests',
-        'pytz',
-        'typing_extensions; python_version < "3.8"',
-        'mypy_extensions'
-    ],
-    extras_require={
-        'full': [
-            'yfinance>=0.2.22',
-            'python-binance',
-            'ccxt>=4.0.14',
-            'alpaca-py',
-            'ray>=1.4.1',
-            'ta',
-            'pandas-ta-classic',
-            'TA-Lib',
-            'python-telegram-bot>=13.4,<20.0',  # LGPLv3
-            'quantstats>=0.0.37'
-        ],
-        'full-no-talib': [
-            'yfinance>=0.2.22',
-            'python-binance',
-            'ccxt>=4.0.14',
-            'alpaca-py',
-            'ray>=1.4.1',
-            'ta',
-            'pandas-ta-classic',
-            'python-telegram-bot>=13.4,<20.0',  # LGPLv3
-            'quantstats>=0.0.37'
-        ],
-        'cov': [
-            'pytest',
-            'pytest-cov',
-            'codecov'
-        ]
-    },
-    python_requires='>=3.6',
-    license='Apache 2.0 with Commons Clause',
-    classifiers=[
-        'Development Status :: 5 - Production/Stable',
-        'Intended Audience :: Developers',
-        'Intended Audience :: Financial and Insurance Industry',
-        'License :: Free for non-commercial use',
-        'Programming Language :: Python :: 3.6',
-        'Programming Language :: Python :: 3.7',
-        'Programming Language :: Python :: 3.8',
-        'Programming Language :: Python :: 3.9',
-        'Programming Language :: Python :: 3.10',
-        'Programming Language :: Python :: 3.11',
-        'Programming Language :: Python :: 3.12',
-        'Programming Language :: Python :: 3.13',
-        'Operating System :: OS Independent',
-        'Intended Audience :: Science/Research',
-        'Topic :: Software Development',
-        'Topic :: Office/Business :: Financial',
-        'Topic :: Scientific/Engineering :: Information Analysis'
-    ],
-)
+setup()

setup.py

@@ -12,6 +12,13 @@
 
 seed = 42
 
+
+def pandas_applymap(df: pd.DataFrame, func):
+    """Pandas' native element-wise map, compatible with pandas 2.0+."""
+    if hasattr(pd.DataFrame, 'map'):
+        return df.map(func)
+    return df.applymap(func)
+
 day_dt = np.timedelta64(86400000000000)
 
 df = pd.DataFrame({
@@ -588,7 +595,7 @@ def mult_nb(i, col, x):
         )
         pd.testing.assert_frame_equal(
             df.vbt.applymap(mult_nb),
-            df.applymap(lambda x: x * 2)
+            pandas_applymap(df, lambda x: x * 2)
         )
 
     def test_filter(self):
@@ -602,7 +609,7 @@ def greater_nb(i, col, x):
         )
         pd.testing.assert_frame_equal(
             df.vbt.filter(greater_nb),
-            df.applymap(lambda x: x if x > 2 else np.nan)
+            pandas_applymap(df, lambda x: x if x > 2 else np.nan)
         )
 
     def test_apply_and_reduce(self):

tests/test_generic.py

@@ -1,3 +1,4 @@
+import sys
 from collections import namedtuple
 from datetime import datetime
 from itertools import product
@@ -2114,18 +2115,26 @@ def test_dir(self):
         )
         ind = F.from_apply_func(lambda ts, in_out, p1, p2: (ts + in_out, ts + in_out)).run(ts, 100, 200)
         test_attr_list = dir(ind)
-        assert test_attr_list == [
+        expected_attrs = [
             '__annotations__',
             '__class__',
             '__delattr__',
             '__dict__',
             '__dir__',
             '__doc__',
             '__eq__',
+        ]
+        if sys.version_info >= (3, 13):
+            expected_attrs.append('__firstlineno__')
+        expected_attrs.extend([
             '__format__',
             '__ge__',
             '__getattribute__',
             '__getitem__',
+        ])
+        if sys.version_info >= (3, 11):
+            expected_attrs.append('__getstate__')
+        expected_attrs.extend([
             '__gt__',
             '__hash__',
             '__init__',
@@ -2140,6 +2149,10 @@ def test_dir(self):
             '__repr__',
             '__setattr__',
             '__sizeof__',
+        ])
+        if sys.version_info >= (3, 13):
+            expected_attrs.append('__static_attributes__')
+        expected_attrs.extend([
             '__str__',
             '__subclasshook__',
             '__weakref__',
@@ -2245,7 +2258,8 @@ def test_dir(self):
             'wrapper',
             'writeable_attrs',
             'xs'
-        ]
+        ])
+        assert test_attr_list == expected_attrs
 
     def test_get_talib_indicators(self):
         if talib_available:

tests/test_indicators.py

@@ -1744,8 +1744,27 @@ def test_is_deep_equal(self):
         assert checks.is_deep_equal(0, 0)
         assert not checks.is_deep_equal(0, False)
         assert not checks.is_deep_equal(0, 1)
-        assert checks.is_deep_equal(lambda x: x, lambda x: x)
+        # Function comparison - same instance
+        f = lambda x: x
+        assert checks.is_deep_equal(f, f)
+        # Function comparison - separately defined but semantically identical
+        f1 = lambda x: x
+        f2 = lambda x: x
+        assert checks.is_deep_equal(f1, f2)
+        # Function comparison - different behavior
         assert not checks.is_deep_equal(lambda x: x, lambda x: 2 * x)
+        # Function in nested structure - shared reference
+        shared_func = lambda x: x
+        assert checks.is_deep_equal({'f': shared_func}, {'f': shared_func})
+        # Function with closure - same captured value
+        y = 10
+        f3 = lambda x: x + y
+        f4 = lambda x: x + y
+        assert checks.is_deep_equal(f3, f4)
+        # Function with different default values
+        f5 = lambda x, d=1: x + d
+        f6 = lambda x, d=2: x + d
+        assert not checks.is_deep_equal(f5, f6)
 
     def test_is_instance_of(self):
         class _A:

tests/test_utils.py

@@ -569,7 +569,7 @@ def _wrap(arr):
             if checks.is_series(out):
                 out = out.map(lambda x: self.index[x] if x != -1 else np.nan)
             else:
-                out = out.applymap(lambda x: self.index[x] if x != -1 else np.nan)
+                out = out.map(lambda x: self.index[x] if x != -1 else np.nan)
         if to_timedelta:
             # Convert to timedelta
             out = self.to_timedelta(out, silence_warnings=silence_warnings)
@@ -657,7 +657,7 @@ def _wrap_reduced(arr):
             if checks.is_series(out):
                 out = out.map(lambda x: self.index[x] if x != -1 else np.nan)
             elif checks.is_frame(out):
-                out = out.applymap(lambda x: self.index[x] if x != -1 else np.nan)
+                out = out.map(lambda x: self.index[x] if x != -1 else np.nan)
             else:
                 out = self.index[out] if out != -1 else np.nan
         if to_timedelta: