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pyproject.toml
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[tool.poetry]
name = "factor-pricing-model-risk-model"
version = "2024.0.0"
description = "Package to build risk models for factor pricing model"
authors = ["Factor Pricing Model <factor.pricing.model@gmail.com>"]
license = "MIT"
readme = "README.md"
repository = "https://github.com/factorpricingmodel/factor-pricing-model-risk-model"
documentation = "https://factor-pricing-model-risk-model.readthedocs.io"
classifiers = [
"Development Status :: 2 - Pre-Alpha",
"Intended Audience :: Developers",
"Natural Language :: English",
"Operating System :: OS Independent",
"Topic :: Software Development :: Libraries",
]
packages = [
{ include = "fpm_risk_model", from = "src" },
]
[tool.poetry.urls]
"Bug Tracker" = "https://github.com/factorpricingmodel/factor-pricing-model-risk-model/issues"
"Changelog" = "https://github.com/factorpricingmodel/factor-pricing-model-risk-model/blob/master/CHANGELOG.md"
[tool.poetry.dependencies]
python = ">=3.8,<4.0"
# Documentation Dependencies
Sphinx = {version = "^5.0", optional = true}
insipid-sphinx-theme = {version = "^0.3.6", optional = true}
myst-parser = {version = "^0.18", optional = true}
pandas = ">=1.3.5,<3.0.0"
scikit-learn = ">=1.1.3,<1.6.0"
tqdm = "^4.64.1"
pydantic = "^1.10.4"
[tool.poetry.extras]
docs = [
"myst-parser",
"sphinx",
"insipid-sphinx-theme",
]
[tool.poetry.dev-dependencies]
pytest = "^7.0"
pytest-cov = "^3.0"
[tool.poetry.group.dev.dependencies]
black = "^22.10.0"
docformatter = "^1.5.0"
pyarrow = ">=12.0,<15.0"
[tool.semantic_release]
branch = "main"
version_toml = "pyproject.toml:tool.poetry.version"
version_variable = "src/fpm_risk_model/__init__.py:__version__"
build_command = "pip install poetry && poetry build"
[tool.pytest.ini_options]
addopts = "-v -Wdefault --cov=fpm_risk_model --cov-report=term-missing:skip-covered"
pythonpath = ["src"]
[tool.coverage.run]
branch = true
[tool.coverage.report]
exclude_lines = [
"pragma: no cover",
"@overload",
"if TYPE_CHECKING",
"raise NotImplementedError",
]
[tool.isort]
profile = "black"
known_first_party = ["fpm_risk_model", "tests"]
[tool.mypy]
check_untyped_defs = true
disallow_any_generics = true
disallow_incomplete_defs = true
disallow_untyped_defs = true
mypy_path = "src/"
no_implicit_optional = true
show_error_codes = true
warn_unreachable = true
warn_unused_ignores = true
exclude = [
'docs/.*',
'setup.py',
]
[[tool.mypy.overrides]]
module = "tests.*"
allow_untyped_defs = true
[[tool.mypy.overrides]]
module = "docs.*"
ignore_errors = true
[build-system]
requires = ["poetry-core>=1.0.0"]
build-backend = "poetry.core.masonry.api"