pyproject.toml

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

[project]
name = "garch-lab"
version = "0.1.0"
description = "Weekend study: stylized facts of equity returns and GARCH(1,1) volatility forecasting, evaluated honestly out of sample."
readme = "README.md"
authors = [{ name = "Gabriel Ybarra Marcaida", email = "gabriybarra@gmail.com" }]
license = "MIT"
requires-python = ">=3.14"
dependencies = [
    "numpy",
    "pandas",
    "plotly>=5.24",
    "kaleido",        # static PNG/SVG export for the README figures (fig.write_image)
    "scipy",
    "statsmodels",
    "arch>=7.2",
    "yfinance>=0.2.51",
]

# Set up for development with:  uv sync
# uv.lock is the committed, pinned snapshot of the exact environment that
# produced the results — uv maintains it automatically on every `uv sync`
# / `uv run`, so there is no separate `pip freeze` step. Commit uv.lock.
[dependency-groups]
dev = [
    "pytest",
    "jupyterlab",
]

[project.urls]
Repository = "https://github.com/Gabri110/volatility-lab"

[tool.setuptools.packages.find]
where = ["src"]

[tool.pytest.ini_options]
testpaths = ["tests"]