opt_portfolio/pyproject.toml at main · younghwan91/opt_portfolio · GitHub

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[project]
name = "opt-portfolio"
version = "3.1.0"
description = "US equity factor engine — walk-forward gated by Deflated Sharpe on point-in-time, survivorship-bias-free data. Plus a VAA tactical asset allocation backtester."
readme = "README.md"
license = {text = "MIT"}
requires-python = ">=3.10"
authors = [
    {name = "Portfolio Management Team"}
]
keywords = [
    "factor-investing",
    "point-in-time",
    "deflated-sharpe",
    "walk-forward",
    "survivorship-bias",
    "backtest",
    "quant",
    "portfolio",
    "vaa",
    "asset-allocation",
    "finance"
]
classifiers = [
    "Development Status :: 4 - Beta",
    "Intended Audience :: Financial and Insurance Industry",
    "License :: OSI Approved :: MIT License",
    "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",
]

dependencies = [
    "numpy>=1.24.0",
    "pandas>=2.0.0",
    "yfinance>=1.5.2",
    "python-dateutil>=2.8.2",
    "duckdb>=1.5.5",
    "matplotlib>=3.10.9",
    "scipy>=1.10.0",
    "tenacity>=9.1.4",
    "requests>=2.34.2",
]

[project.optional-dependencies]
dev = [
    "pytest>=9.1.1",
    "pytest-cov>=7.1.0",
    "pytest-mock>=3.15.1",
    "mypy>=1.20.0",
    "ruff>=0.15.10",
    "types-requests>=2.31.0",
    # 비공개 전략 설정 차단 룰(.pre-commit-config.yaml)을 CI 가 돌리기 위해 필요하다.
    # 각자 기계에 깔린 것에 의존하면, 안 깔린 기계에서 방어가 조용히 사라진다.
    "pre-commit>=4.0.0",
]

[project.urls]
Homepage = "https://github.com/younghwan91/opt_portfolio"
Documentation = "https://github.com/younghwan91/opt_portfolio#readme"
Repository = "https://github.com/younghwan91/opt_portfolio.git"

[project.scripts]
opt-portfolio = "opt_portfolio.ui.cli:main"
opt-factor = "opt_portfolio.factor.cli:main"
opt-factor-tui = "opt_portfolio.factor.tui:main"

[build-system]
requires = ["hatchling"]
build-backend = "hatchling.build"

[tool.hatch.build.targets.wheel]
packages = ["src/opt_portfolio"]

[tool.hatch.build.targets.sdist]
include = [
    "/src",
    "/tests",
    "/docs",
]

[tool.ruff]
line-length = 100
target-version = "py310"

[tool.ruff.lint]
select = [
    "E",   # pycodestyle errors
    "W",   # pycodestyle warnings
    "F",   # pyflakes
    "I",   # isort
    "UP",  # pyupgrade
]
ignore = [
    "E203",  # whitespace before ':'
    "W291",  # trailing whitespace (inside string literals)
    "W293",  # blank line contains whitespace (inside string literals)
]

[tool.ruff.lint.per-file-ignores]
"tests/**" = ["E501"]  # test method signatures can exceed line length

[tool.ruff.lint.isort]
known-first-party = ["opt_portfolio"]

[tool.mypy]
python_version = "3.10"
warn_return_any = true
warn_unused_configs = true
ignore_missing_imports = true
disallow_untyped_defs = true
no_implicit_optional = true

[tool.pytest.ini_options]
testpaths = ["tests"]
python_files = ["test_*.py"]
addopts = "-v --cov=src/opt_portfolio --cov-report=term-missing"
# 테스트가 공용 픽스처를 `from tests.factor.conftest import ...` 로 가져온다.
# tests/ 는 패키지가 아니므로 루트를 경로에 넣어줘야 수집이 성공한다.
pythonpath = ["."]

[tool.coverage.run]
source = ["src/opt_portfolio"]
branch = true

[tool.coverage.report]
exclude_lines = [
    "pragma: no cover",
    "def __repr__",
    "raise NotImplementedError",
    "if __name__ == .__main__.:",
]

[dependency-groups]
dev = [
    "ruff>=0.15.5",
]