Restructure into pypi compatible structure and add ci/cd for release

pyproject.toml

@@ -6,7 +6,7 @@ authors = [
 version = "0.1.0"
 description = "A quantitative finance library and cli for systematic trading"
 readme = "README.md"
-requires-python = ">=3.12"
+requires-python = ">=3.11"
 classifiers = [
     "Programming Language :: Python :: 3",
     "Operating System :: OS Independent",
@@ -20,6 +20,7 @@ dependencies = [
 
 [project.optional-dependencies]
 dev = [
+  "pip>=25.3",
   "pytest>=9.0.2",
   "pyinstaller>=6.17.0",
   "twine>=6.2.0",
@@ -30,7 +31,7 @@ Homepage = "https://github.com/rodionlim/quantlib-st"
 Issues = "https://github.com/rodionlim/quantlib-st/issues"
 
 [project.scripts]
-quantlib = "cli.main:main"
+quantlib = "quantlib_st.cli.main:main"
 
 [tool.setuptools.package-dir]
 "" = "src"
@@ -40,8 +41,8 @@ where = ["src"]
 include = ["*"]
 
 [tool.pytest.ini_options]
-testpaths = ["tests"]
-pythonpath = ["src"]
+testpaths = ["src/tests"]
+pythonpath = ["src/quantlib_st"]
 
 [build-system]
 requires = ["setuptools>=80.9", "wheel"]

quantlib_launcher.py

@@ -1,4 +1,4 @@
-from cli.main import main
+from quantlib_st.cli.main import main
 
 if __name__ == "__main__":
     main()

src/quantlib_st/cli/__init__.py

@@ -0,0 +1,3 @@
+__all__ = ["main"]
+
+from quantlib_st.cli.main import main

src/cli/__main__.py → src/quantlib_st/cli/__main__.py

@@ -1,4 +1,4 @@
-from cli.main import main
+from quantlib_st.cli.main import main
 
 
 if __name__ == "__main__":

src/cli/corr_cmd.py → src/quantlib_st/cli/corr_cmd.py

@@ -7,7 +7,7 @@
 
 import pandas as pd
 
-from correlation.correlation_over_time import (
+from quantlib_st.correlation.correlation_over_time import (
     correlation_over_time_for_returns,
     correlation_list_to_jsonable,
 )

src/cli/costs_cmd.py → src/quantlib_st/cli/costs_cmd.py

@@ -6,8 +6,8 @@
 import pandas as pd
 from io import StringIO
 
-from costs.data_source import ConfigFileCostDataSource, IBKRCostDataSource
-from costs.calculator import (
+from quantlib_st.costs.data_source import ConfigFileCostDataSource, IBKRCostDataSource
+from quantlib_st.costs.calculator import (
     calculate_sr_cost,
     calculate_annualized_volatility,
     calculate_recent_average_price,

src/cli/main.py → src/quantlib_st/cli/main.py

@@ -2,8 +2,8 @@
 
 import argparse
 
-from cli.corr_cmd import add_corr_subcommand
-from cli.costs_cmd import add_costs_subcommand
+from quantlib_st.cli.corr_cmd import add_corr_subcommand
+from quantlib_st.cli.costs_cmd import add_costs_subcommand
 
 
 def main(argv: list[str] | None = None) -> int:

src/costs/calculator.py → src/quantlib_st/costs/calculator.py

@@ -2,7 +2,8 @@
 
 import numpy as np
 import pandas as pd
-from costs.config import InstrumentCostConfig
+
+from quantlib_st.costs.config import InstrumentCostConfig
 
 
 def calculate_annualized_volatility(

src/costs/data_source.py → src/quantlib_st/costs/data_source.py

@@ -2,7 +2,7 @@
 
 import json
 from abc import ABC, abstractmethod
-from costs.config import InstrumentCostConfig
+from quantlib_st.costs.config import InstrumentCostConfig
 
 
 class CostDataSource(ABC):

tests/correlation/test_correlation.py → src/tests/correlation/test_correlation.py

@@ -2,7 +2,7 @@
 import numpy as np
 import pandas as pd
 
-from correlation.exponential_correlation import (
+from quantlib_st.correlation.exponential_correlation import (
     ExponentialCorrelationResults,
     CorrelationEstimate,
 )

tests/correlation/test_fitting_dates.py → src/tests/correlation/test_fitting_dates.py

@@ -1,6 +1,6 @@
 import pandas as pd
 
-from correlation.fitting_dates import (
+from quantlib_st.correlation.fitting_dates import (
     generate_fitting_dates,
     IN_SAMPLE,
     EXPANDING,