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111 lines (101 loc) · 2.69 KB
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[build-system]
requires = ["setuptools>=77", "wheel"]
build-backend = "setuptools.build_meta"
[project]
name = "quantjourney-bt"
version = "0.12.4"
description = "Python-native backtesting engine for reproducible portfolio and order-based strategy research"
readme = "README.md"
requires-python = ">=3.11"
license = "Apache-2.0"
license-files = ["LICENSE"]
authors = [{name = "QuantJourney", email = "hello@quantjourney.pro"}]
keywords = [
"backtesting",
"portfolio",
"quant",
"trading",
"research",
"quantitative-finance",
]
classifiers = [
"Development Status :: 3 - Alpha",
"Intended Audience :: Financial and Insurance Industry",
"Intended Audience :: Science/Research",
"Programming Language :: Python :: 3",
"Programming Language :: Python :: 3.11",
"Programming Language :: Python :: 3.12",
"Programming Language :: Python :: 3.13",
"Programming Language :: Python :: 3.14",
"Topic :: Office/Business :: Financial :: Investment",
"Typing :: Typed",
]
dependencies = [
"httpx>=0.24",
"requests>=2.31",
"numpy>=1.24",
"pandas>=2.0",
"matplotlib>=3.7",
"scipy>=1.11",
"seaborn>=0.13",
"quantjourney_ti>=0.3.1",
"psutil>=5.9",
"python-dateutil",
"pydantic>=2.0",
"questionary>=2.0",
"rich>=13.7",
]
[project.optional-dependencies]
dev = [
"pytest>=8",
"pytest-asyncio",
"hypothesis",
"ruff==0.15.21",
"build>=1.2",
"twine>=5",
]
typecheck = [
"mypy==2.2.0",
"pandas-stubs==2.3.3.260113",
"types-python-dateutil==2.9.0.20260518",
]
data = ["yfinance>=0.2"]
reports = ["scipy>=1.11", "seaborn>=0.13"]
wf = ["optuna>=3.0"]
[project.urls]
Homepage = "https://backtester.quantjourney.cloud"
Documentation = "https://backtester.quantjourney.cloud"
Changelog = "https://backtester.quantjourney.cloud/changelog"
Source = "https://github.com/QuantJourneyOrg/quantjourney-bt"
Issues = "https://github.com/QuantJourneyOrg/quantjourney-bt/issues"
[project.scripts]
qj-bt = "backtester.cli.qj_data:main"
[tool.setuptools.packages.find]
include = ["backtester", "backtester.*"]
[tool.setuptools.package-data]
backtester = [
"py.typed",
"plots/theme/configs/*.py",
]
[tool.pytest.ini_options]
testpaths = ["tests"]
[tool.ruff]
line-length = 100
target-version = "py311"
[tool.ruff.lint]
select = ["E", "F", "I", "UP", "B"]
[tool.mypy]
python_version = "3.11"
files = ["backtester"]
check_untyped_defs = true
disallow_untyped_defs = true
disallow_incomplete_defs = true
disallow_any_generics = true
no_implicit_optional = true
strict_optional = true
warn_unused_configs = true
warn_unused_ignores = true
warn_redundant_casts = true
warn_return_any = true
show_error_codes = true
pretty = false