RiskLabAI.py/pyproject.toml at main · RiskLabAI/RiskLabAI.py · GitHub

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[build-system]
requires = ["setuptools>=77", "wheel>=0.45"]
build-backend = "setuptools.build_meta"

[project]
name = "RiskLabAI"
version = "3.2.0"
description = "Financial machine-learning and causal-factor analysis tools for research and model validation."
readme = "README.md"
requires-python = ">=3.12,<3.15"
license = "BSD-3-Clause"
license-files = ["LICENSE"]
authors = [
  { name = "Hamid Arian", email = "arian@risklab.ai" },
]
maintainers = [
  { name = "Hamid Arian", email = "arian@risklab.ai" },
]
keywords = [
  "causal inference",
  "factor investing",
  "financial machine learning",
  "quantitative finance",
  "risk management",
]
classifiers = [
  "Development Status :: 5 - Production/Stable",
  "Intended Audience :: Financial and Insurance Industry",
  "Intended Audience :: Science/Research",
  "Operating System :: OS Independent",
  "Programming Language :: Python :: 3",
  "Programming Language :: Python :: 3.12",
  "Programming Language :: Python :: 3.13",
  "Programming Language :: Python :: 3.14",
  "Topic :: Scientific/Engineering",
]
dependencies = [
  "numpy>=2.2,<3",
  "pandas>=2.3,<4",
  "scipy>=1.15,<2",
  "scikit-learn>=1.6,<2",
  "statsmodels>=0.14.6,<0.15",
  "joblib>=1.4,<2; python_version < '3.14'",
  "joblib>=1.5.2,<2; python_version >= '3.14'",
  "PyWavelets>=1.9,<2",
]

[project.optional-dependencies]
speed = [
  "numba>=0.67,<0.68",
  "numpy>=2.2,<2.6",
]
pde = ["torch>=2.10,<3"]
synth = ["quantecon>=0.11.4,<0.12"]
hpo = ["optuna>=4.9,<5"]
plot = [
  "matplotlib>=3.10,<4",
  "seaborn>=0.13.2,<0.14",
  "plotly>=6,<7",
]
symbolic = ["sympy>=1.14,<2"]
profile = ["memory-profiler==0.61.0"]
simulation = ["tqdm>=4.70,<5"]
changepoints = ["ruptures==1.1.10; python_version < '3.14'"]
test = ["pytest>=8.4,<10"]

[project.urls]
Repository = "https://github.com/RiskLabAI/RiskLabAI.py"
Issues = "https://github.com/RiskLabAI/RiskLabAI.py/issues"
Documentation = "https://github.com/RiskLabAI/RiskLabAI.py#readme"

[tool.setuptools]
package-dir = { "" = "src" }
packages = [
  "RiskLabAI",
  "RiskLabAI.backtest",
  "RiskLabAI.backtest.validation",
  "RiskLabAI.causal_factor_analysis",
  "RiskLabAI.cluster",
  "RiskLabAI.controller",
  "RiskLabAI.core",
  "RiskLabAI.data",
  "RiskLabAI.data.denoise",
  "RiskLabAI.data.differentiation",
  "RiskLabAI.data.distance",
  "RiskLabAI.data.labeling",
  "RiskLabAI.data.structures",
  "RiskLabAI.data.synthetic_data",
  "RiskLabAI.data.weights",
  "RiskLabAI.ensemble",
  "RiskLabAI.features",
  "RiskLabAI.features.entropy_features",
  "RiskLabAI.features.feature_importance",
  "RiskLabAI.features.microstructural_features",
  "RiskLabAI.features.structural_breaks",
  "RiskLabAI.hpc",
  "RiskLabAI.optimization",
  "RiskLabAI.pde",
  "RiskLabAI.utils",
]
include-package-data = false

[tool.pytest.ini_options]
testpaths = ["test"]
addopts = "-ra --strict-config --strict-markers"