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pyproject.toml
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[build-system]
requires = ["setuptools >= 61.0"]
build-backend = "setuptools.build_meta"
[project]
name = "pysystemtrade"
version = "1.8.2"
authors = [
{ name="Robert Carver", email="[email protected]" },
]
description = "Systematic futures trading in Python"
readme = "README.md"
license = {file = "LICENCE"}
requires-python = ">=3.10"
keywords = ["systematic trading", "interactive brokers"]
dependencies = [
"pandas==2.1.3",
"matplotlib>=3.0.0",
"PyYAML==6.0.1",
"numpy>=1.24.0",
"scipy>=1.0.0",
"pymongo==3.11.3",
"ib-insync==0.9.86",
"psutil==5.6.7",
"Flask>=2.0.1",
"Werkzeug>=2.0.1",
"statsmodels==0.14.0",
"PyPDF2>=2.5.0",
"scikit-learn>1.3.0",
"pytz==2023.3",
]
[project.optional-dependencies]
arctic = ["arctic @ git+https://github.com/man-group/arctic.git"]
dev = ["pytest>6.2", "black==23.11.0"]
[project.urls]
"Homepage" = "https://github.com/robcarver17/pysystemtrade"
"Bug Tracker" = "https://github.com/robcarver17/pysystemtrade/issues"
[tool.setuptools.packages]
find = {}
[tool.setuptools.package-data]
"data" = ["*.csv"]
"private" = ["*.yaml"]
"sysbrokers" = ["*.csv", "*.yaml"]
"syscontrol" = ["*.yaml"]
"sysdata" = ["*.csv"]
"sysdata.config" = ["*.yaml"]
"sysinit" = ["*.csv"]
"systems.provided" = ["*.yaml"]
[tool.pytest.ini_options]
norecursedirs = "examples"
addopts = "--doctest-modules --ignore=systems/provided/moretradingrules/temp.py"
log_cli = "true"
log_cli_level = 10
log_format = "%(asctime)s %(levelname)s %(name)s %(message)s"
log_date_format = "%Y-%m-%d %H:%M:%S"
doctest_optionflags = ["ELLIPSIS", "NUMBER", "NORMALIZE_WHITESPACE"]
testpaths = [
# "syscore",
# "syscore/interactive/display",
"syscore/pandas",
"syscore/tests",
# "sysdata",
"sysdata/config",
# "sysdata/sim",
"sysdata/tests",
"sysinit/futures/tests",
# "syslogdiag",
"systems/tests",
"sysobjects/production",
"sysobjects/tests",
# "sysquant/estimators",
"sysquant/optimisation",
# "systems",
# "systems/accounts",
# "systems/provided",
# "systems/provided/futures_chapter15",
"tests",
]
[tool.black]
line-length = 88
target-version = ["py310"]
required-version = "23.11.0"