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pyproject.toml
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97 lines (91 loc) · 2.75 KB
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[build-system]
requires = ["setuptools>=68,<76", "wheel"]
build-backend = "setuptools.build_meta"
[project]
name = "trading-crab-lib"
version = "0.1.0"
description = "Market regime classification and prediction pipeline using macroeconomic data"
readme = "README.md"
license = {text = "MIT"}
requires-python = ">=3.10"
authors = [
{ name = "Strycker" },
]
keywords = [
"finance",
"market-regime",
"clustering",
"macroeconomics",
"portfolio",
"time-series",
"machine-learning",
]
classifiers = [
"Development Status :: 3 - Alpha",
"Intended Audience :: Financial and Insurance Industry",
"Intended Audience :: Science/Research",
"Programming Language :: Python :: 3",
"Programming Language :: Python :: 3.10",
"Programming Language :: Python :: 3.11",
"Programming Language :: Python :: 3.12",
"Programming Language :: Python :: 3.13",
"Topic :: Office/Business :: Financial :: Investment",
"Topic :: Scientific/Engineering :: Artificial Intelligence",
"Typing :: Typed",
]
dependencies = [
# Data
"pandas>=2.0",
"numpy>=1.25",
"pyarrow>=14.0", # parquet I/O
# Data ingestion
"fredapi>=0.5",
"requests>=2.31",
"beautifulsoup4>=4.12",
"lxml>=4.9", # fast HTML parser for BS4
# Feature engineering / ML
"scikit-learn>=1.4",
"scipy>=1.11",
# Config
"pyyaml>=6.0",
# Visualization
"matplotlib>=3.8",
"seaborn>=0.13",
# Reporting (optional — add API key later)
"python-dotenv>=1.0",
"yfinance>=0.2", # ETF price history for step 06
"certifi>=2024.0", # SSL CA bundle used by curl_cffi / yfinance
]
[project.urls]
Homepage = "https://github.com/strycker/trading-crab-lib"
Repository = "https://github.com/strycker/trading-crab-lib"
Issues = "https://github.com/strycker/trading-crab-lib/issues"
[project.optional-dependencies]
dev = [
"pytest>=8.0",
"pytest-cov",
"ipykernel",
"jupyterlab",
"flake8",
]
# Alternative / fallback ETF price data sources (used when yfinance fails).
# Phase 3 — stooq via pandas-datareader: free, no API key, daily data back to ~1993.
# Phase 4 — OpenBB: wraps multiple providers (cboe free; fmp/tiingo need API keys).
data-extras = [
"pandas-datareader>=0.10",
"openbb>=4.1",
]
# Optional clustering backends and elbow detection utilities.
# hdbscan — hierarchical DBSCAN; more robust than DBSCAN for varying densities.
# kneed — KneeLocator for automated elbow/knee detection on inertia curves.
clustering-extras = [
"hdbscan>=0.8",
"kneed>=0.8",
]
[tool.setuptools.packages.find]
where = ["src"]
[tool.setuptools.package-data]
trading_crab_lib = ["py.typed"]
[tool.pytest.ini_options]
testpaths = ["tests"]
pythonpath = ["src"]