pyproject.toml

[project]
name = "nautilus_trader"
version = "1.222.0"
description = "A high-performance algorithmic trading platform and event-driven backtester"
authors = [{ name = "Nautech Systems", email = "info@nautechsystems.io" }]
classifiers = [
  "License :: OSI Approved :: GNU Lesser General Public License v3 or later (LGPLv3+)",
  "Operating System :: OS Independent",
  "Development Status :: 4 - Beta",
  "Programming Language :: Python :: 3",
  "Programming Language :: Python :: 3.12",
  "Programming Language :: Python :: 3.13",
  "Programming Language :: Python :: 3.14",
  "Topic :: Software Development :: Libraries",
  "Topic :: Software Development :: Libraries :: Python Modules",
  "Topic :: Scientific/Engineering",
  "Topic :: Office/Business :: Financial",
  "Topic :: Office/Business :: Financial :: Investment",
  "Intended Audience :: Developers",
  "Intended Audience :: Financial and Insurance Industry",
  "Intended Audience :: Science/Research",
]
license = { text = "LGPL-3.0-or-later" }
readme = "README.md"
requires-python = ">=3.12,<3.15"
dependencies = [
  "click>=8.0.0,<9.0.0",
  "fsspec>=2025.2.0,<2026.0.0",
  "msgspec>=0.20.0,<1.0.0",
  "numpy>=1.26.4",
  "pandas>=2.2.3,<3.0.0",
  "portion>=2.6.1",
  "pyarrow>=21.0.0",
  "pytz>=2025.2.0",
  "tqdm>=4.67.1,<5.0.0",
  "uvloop==0.22.1,<1.0.0; sys_platform != \"win32\"", # Pinned to 0.22.1 for stability
]

[project.urls]
homepage = "https://nautilustrader.io"
repository = "https://github.com/nautechsystems/nautilus_trader"
docs = "https://nautilustrader.io/docs"

# For now we use the poetry build backend until uv supports custom build scripts
[build-system]
requires = [
  "setuptools>=80",
  "poetry-core==2.2.1", # Pinned to 2.2.1 for stability
  "numpy>=1.26.4",
  "cython==3.2.2", # Pinned to 3.2.2 for stability
]
build-backend = "poetry.core.masonry.api"

[tool.poetry]
include = [
  # Rust source must be included in the source distributions
  { path = "crates/*", format = "sdist" },
  { path = "Cargo.lock", format = "sdist" },
  { path = "Cargo.toml", format = "sdist" },
  # Compiled extensions must be included in the wheel distributions
  { path = "nautilus_trader/**/*.so", format = "wheel" },
  { path = "nautilus_trader/**/*.pyd", format = "wheel" },
  # Include the py.typed file for type checking support
  { path = "nautilus_trader/py.typed", format = "sdist" },
  { path = "nautilus_trader/py.typed", format = "wheel" },
  # Include Python interface files for type checking support
  { path = "nautilus_trader/**/*.pyi", format = "sdist" },
  { path = "nautilus_trader/**/*.pyi", format = "wheel" },
]

[tool.poetry.build]
script = "build.py"
generate-setup-file = false

[project.optional-dependencies]
betfair = ["betfair-parser==0.18.0"] # Pinned to 0.18.0 for stability
ib = [
  "defusedxml>=0.7.1,<1.0.0; python_version < '3.14'",
  "nautilus-ibapi==10.30.1; python_version < '3.14'",
]
docker = ["docker>=7.1.0,<8.0.0"]
dydx = [
  "v4-proto==7.0.5; python_version < '3.14'",
  "grpcio==1.68.1; python_version < '3.14'",
  "protobuf==5.29.5; python_version < '3.14'", # Pinned to 5.29.5 (fixes GHSA-8qvm-5x2c-j2w7)
  "bech32>=1.2.0,<2.0.0; python_version < '3.14'",
  "ecdsa>=0.19.1,<1.0.0; python_version < '3.14'",
  "bip-utils>=2.10.0,<3.0.0; python_version < '3.14'",
  "pycryptodome>=3.20.0,<4.0.0; python_version < '3.14'",
]
polymarket = [
  "py-clob-client==0.31.0,<1.0.0", # Pinned to 0.31.0 for stability
]
visualization = ["plotly>=6.3.1,<7.0.0"]

[dependency-groups]
dev = [
  "cython==3.2.2", # Pinned to 3.2.2 for stability
  "setuptools>=80",
  "mypy==1.19.0,<2.0.0", # Pinned to 1.19.0 (keep in line with pre-commit)
  "pandas-stubs>=2.3.3,<3.0.0",
  "pre-commit>=4.5.0,<5.0.0",
  "ruff==0.14.8", # Pinned to 0.14.8 (keep in line with pre-commit)
  "types-pytz>=2025.2,<2026.0",
  "types-toml>=0.10.2,<1.0.0",
]
test = [
  "aiohttp==3.12.14,<4.0.0", # Pinned to 3.12.14 (fixes GHSA-9548-qrrj-x5pj)
  "coverage>=7.12.0,<8.0.0",
  "pytest>=7.4.4,<8.0.0", # Intentionally held at 7.x
  "pytest-aiohttp>=1.1.0,<2.0.0",
  "pytest-asyncio==0.23.8", # Pinned to 0.23.8 for stability
  "pytest-benchmark==5.0.1", # Pinned to 5.0.1 due pytest 8.x requirement
  "pytest-codspeed==4.2.0", # Pinned to 4.2.0 for stability
  "pytest-cov==6.3.0", # Pinned to 6.3.0 due pytest 8.x requirement
  "pytest-mock>=3.15.1,<4.0.0",
  "pytest-rerunfailures>=16.1,<17.0.0",
  "pytest-xdist[psutil]>=3.8.0,<4.0.0",
]
docs = [
  "numpydoc>=1.10.0,<2.0.0",
  "linkify-it-py>=2.0.3,<3.0.0",
  "myst-parser>=4.0.1,<5.0.0",
  "sphinx-comments>=0.0.3,<1.0.0",
  "sphinx-markdown-builder>=0.6.9,<1.0.0",
]

[tool.isort]
py_version = "312"
skip_glob = ["**/core/rust/*"]
line_length = 120
ensure_newline_before_comments = true
force_single_line = true
include_trailing_comma = true
lines_after_imports = 2
use_parentheses = true
filter_files = true

[tool.docformatter]
wrap-summaries = 88
wrap-descriptions = 88
make-summary-multi-line = true
pre-summary-new-line = true
blank = true
recursive = true
in-place = true

[tool.ruff]
target-version = "py312"
line-length = 100

exclude = [
  ".benchmarks",
  ".eggs",
  ".git",
  ".mypy_cache",
  ".pytest_cache",
  ".ruff_cache",
  ".venv",
  "build",
  "dist",
  "venv",
]

[tool.ruff.lint]
select = [
  "C4",
  "E",
  "F",
  "W",
  "C90",
  "D",
  "DTZ",
  "UP",
  "S",
  "T10",
  "ICN",
  "PIE",
  "PT",
  "PYI",
  "Q",
  # "I",  # Disabled - using isort instead
  "RSE",
  "TID",
  "SIM", # flake8-simplify
  "B", # flake8-bugbear
  "PERF", # Perflint
  "FURB", # refurb
  "ISC", # flake8-implicit-str-concat
  "FLY", # flynt
  "LOG", # flake8-logging
  # "ARG",  # unused-arguments - 301 violations
  # "ERA",  # eradicate - 165 violations
  # "ASYNC",  # flake8-async - 15 violations (5 ASYNC110 busy-wait, 10 ASYNC109 timeout params)
  "PD",
  "PGH",
  # "PLW",
  "NPY",
  "RUF",
]

ignore = [
  "D100", # Missing docstring in public module  **fix**
  "D101",
  "D102", # Missing docstring in public method  **fix**
  "D103", # Missing docstring in public function  **fix**
  "D104", # Missing docstring in public package  **fix**
  "D107",
  "D105",
  "D200", # One-line docstring should fit on one line with quotes (optional style)
  "D203", # 1 blank line required before class docstring (optional style)
  "D205", # 1 blank line required between summary line and description (optional style)
  "D212", # Multi-line docstring summary should start at the first line (optional style)
  "D400", # First line should end with a period (not always a first line)
  "D413", # Missing blank line after last section ('Parameters')
  "D415", # First line should end with a period, question mark, or exclamation point (not always a first line)
  "D416", # Section name should end with a colon ('Warnings:', not 'Warnings') (incorrect?)
  "E501", # Line too long (will lint separately)
  "E741", # Ambiguous variable name (single char)
  "FURB166", # int() on sliced str (explicit base is clearer than auto-detection)
  "PERF401", # manual-list-comprehension (16 violations - fix incrementally)
  "PERF402", # manual-list-copy (3 violations - fix incrementally)
  "PT007", # pytest-parametrize-values-wrong-type (1621 violations - deferred)
  "PT011", # Exception type too broad (needs to be fixed case-by-case)
  "PT014", # Use list comprehensions (not always readable or appropriate)
  "PT017", # pytest-assert-in-except (1 violation - fix later)
  "PT028", # pytest-parameter-with-default-argument (4 violations - fix later)
  "PYI021", # Docstrings should not be included in stubs (OK as this is the natural place for them)
  "PGH003", # Blanket type-ignore (TODO: make these specific incrementally)
  "RUF012", # Mutable class attributes should be annotated with `typing.ClassVar`
  "RUF059", # Unpacked variable is never used (can still be clearer than a discard in some cases)
  "S101", # Use of assert detected (OK in test suite, production violations to fix incrementally)
  "SIM108", # Use ternary operator instead of if-else-block (opinionated style)
  "B017", # pytest.raises(Exception) is too broad (we need broad catches for now)
  "B018", # Useless expression (OK in notebooks for displaying figures)
  "B008", # Function call in default argument (OK for immutable objects like pd.Timedelta, Money)
  "B024", # Abstract class without abstract methods (intentional for base class pattern)
  "B904", # raise without from clause (fix later for better exception chaining)
]

# Allow autofix for all enabled rules (when `--fix`) is provided
fixable = ["ALL"]

# E4 = import-related rules (E401: multiple imports on one line, E402: module level import not at top)
# E501 = line too long
# UP006 = Use list instead of List for type annotation (field name 'list' shadows built-in in Bybit schemas)
# UP035 = typing.List is deprecated (field name 'list' shadows built-in in Bybit schemas)
# These are ignored and linted separately
unfixable = ["E4", "E501", "UP006", "UP035"]
# Allow unused variables when underscore-prefixed.
dummy-variable-rgx = "^(_+|(_+[a-zA-Z0-9_]*[a-zA-Z0-9]+?))$"

[tool.ruff.lint.isort]
force-single-line = true
lines-after-imports = 2
split-on-trailing-comma = true
force-sort-within-sections = true
known-first-party = ["nautilus_trader"]

[tool.ruff.lint.mccabe]
max-complexity = 10

[tool.ruff.lint.per-file-ignores]
"**/*.ipynb" = ["S101"] # Notebooks can use asserts for demonstrations
"build.py" = ["S603", "S607"] # Build script needs subprocess calls
"examples/**/*.py" = [
  "DTZ",
  "S101",
  "S105",
  "S106",
] # Examples can use naive datetimes, asserts, and mock credentials
"nautilus_trader/common/config.py" = [
  "S105",
] # redacted_password variable is intentional
"nautilus_trader/adapters/betfair/**/*.py" = [
  "S101",
] # Betfair adapter uses asserts for validation (for now)
"test_perf_logger.py" = ["S311"]
"tests/**/*.py" = [
  "S101",
  "S105",
  "S106",
] # Tests can use asserts, mock credentials, and pickle

[tool.mypy]
python_version = "3.12"
disallow_incomplete_defs = true
explicit_package_bases = true
ignore_missing_imports = true
namespace_packages = true
strict_optional = true
warn_no_return = true
warn_unused_configs = true
warn_unused_ignores = true
mypy_path = ["."]
exclude = "(^python/examples/|^examples/)"

[[tool.mypy.overrides]]
strict_optional = false
module = [
  "examples/*",
  "nautilus_trader/adapters/betfair/*",
  "nautilus_trader/adapters/binance/*",
  "nautilus_trader/adapters/interactive_brokers/*",
  "nautilus_trader/indicators/ta_lib/*",
]

[tool.pytest.ini_options]
testpaths = ["tests"]
addopts = "-ra --new-first --failed-first --doctest-modules --doctest-glob=\"*.pyx\""
asyncio_mode = "strict"
asyncio_default_fixture_loop_scope = "session"
filterwarnings = ["ignore::UserWarning", "ignore::DeprecationWarning"]

[tool.coverage.run]
plugins = ["Cython.Coverage"]
source = ["nautilus_trader"]
omit = [
  "nautilus_trader/adapters/*",
  "nautilus_trader/examples/*",
  "nautilus_trader/test_kit/*",
]

[tool.coverage.report]
fail_under = 0
show_missing = true