quantcortex/pyproject.toml at main · magnaquant/quantcortex · GitHub

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[project]
name = "quantcortex"
version = "0.1.0"
description = "Modular quantitative research and paper-execution platform"
keywords = ["quantitative-finance", "backtesting", "portfolio", "research"]
authors = [
    { name = "Kevin Lee", email = "kevinlee69720@g.ucla.edu" },
]
readme = "README.md"
license = "MIT"
requires-python = ">=3.11,<3.15"
dependencies = [
    "numpy>=1.26",
    "pandas>=2.1",
    "scipy>=1.11",
    "scikit-learn>=1.3",
    "matplotlib>=3.8",
    "pyarrow>=14.0",
]

[project.urls]
Repository = "https://github.com/magnaquant/quantcortex"
Issues = "https://github.com/magnaquant/quantcortex/issues"
Documentation = "https://github.com/magnaquant/quantcortex#readme"
Paper = "https://github.com/magnaquant/quantcortex/blob/main/paper/quantcortex_audit_neurips2026.pdf"

[project.optional-dependencies]
ml = [
    "xgboost>=2.0",
    "lightgbm>=4.1",
    "catboost>=1.2",
]
rl = [
    "stable-baselines3[extra]>=2.2",
    "gymnasium>=0.29",
    "torch>=2.12",
]
regime = ["hmmlearn>=0.3"]
nlp = [
    "transformers>=4.38",
    "torch>=2.12",
]
brokers = [
    "alpaca-py>=0.43.4,<0.44",
    "ib-async>=2.1,<2.2",
    "ccxt>=4.2",
]
providers = [
    "yfinance>=0.2.37",
    "polygon-api-client>=1.13",
    "fredapi>=0.5",
    "lxml>=5.0",
]
storage = [
    "redis>=5.0",
    "sqlalchemy>=2.0",
    "psycopg2-binary>=2.9",
]
all = [
    "xgboost>=2.0",
    "lightgbm>=4.1",
    "catboost>=1.2",
    "stable-baselines3[extra]>=2.2",
    "gymnasium>=0.29",
    "hmmlearn>=0.3",
    "transformers>=4.38",
    "torch>=2.12",
    "alpaca-py>=0.43.4,<0.44",
    "ib-async>=2.1,<2.2",
    "ccxt>=4.2",
    "yfinance>=0.2.37",
    "polygon-api-client>=1.13",
    "fredapi>=0.5",
    "lxml>=5.0",
    "redis>=5.0",
    "sqlalchemy>=2.0",
    "psycopg2-binary>=2.9",
]

[tool.poetry]
packages = [
    { include = "quantcortex" },
]

[tool.poetry.requires-plugins]
poetry-plugin-export = ">=1.10,<1.11"

[tool.poetry.group.test.dependencies]
jsonschema = { version = ">=4.20,<5", extras = ["format-nongpl"] }
packaging = ">=24"
pytest = ">=8.0"
pytest-cov = ">=4.1"
ruff = ">=0.3"

[tool.poetry.group.dev.dependencies]
jupyter = ">=1.0"
nbconvert = ">=7.0"
ipykernel = ">=6.29"
setuptools = "<82"

[tool.poetry.group.build.dependencies]
build = ">=1.2"

[build-system]
requires = ["poetry-core==2.4.0"]
build-backend = "poetry.core.masonry.api"

[tool.pytest.ini_options]
# The repository root holds the `quantcortex` package (no src/ layout), so put
# it on the import path: `import quantcortex.portfolio`, etc. resolve from root.
pythonpath = ["."]
testpaths = ["tests"]
addopts = "--tb=short -ra"
filterwarnings = [
    "ignore::DeprecationWarning",
    "ignore::PendingDeprecationWarning",
]

[tool.ruff]
line-length = 88
target-version = "py311"
# Notebooks legitimately set up the environment (sys.path, matplotlib backend)
# before imports and use terse cells; linting generated notebooks is noise.
extend-exclude = ["research", ".venv"]

[tool.ruff.lint]
select = ["E", "F", "I", "W", "B", "RUF012"]
ignore = ["E501"]

[tool.ruff.lint.per-file-ignores]
# Operational scripts intentionally set the matplotlib backend / warnings /
# logging levels before importing modules that pull those libraries in, so
# module-level imports are not at the very top (E402 is expected, not a defect).
"scripts/*" = ["E402"]