pyproject.toml

[project]
name = "TinyCTA"
# Derived from the git tag by hatch-vcs (see [tool.hatch.version]) rather than written
# here, so the tag is the single source of truth and no commit can disagree with it.
dynamic = ["version"]
description = "A lightweight Python package for Commodity Trading Advisor (CTA) strategies"
readme = "README.md"
license = "MIT"
license-files = ["LICENSE"]
authors = [{name = "Thomas Schmelzer", email = "thomas.schmelzer@gmail.com"}]
requires-python = ">=3.11"
classifiers = [
    "Programming Language :: Python :: 3.11",
    "Programming Language :: Python :: 3.12",
    "Programming Language :: Python :: 3.13",
    "Programming Language :: Python :: 3.14",
]
dependencies = [
    "cvx-linalg>=0.9.0",
    "numpy>=2.0.0",
    # >=1.43.0: ewm_std yields null (not 0.0) for a single observation, which fixes
    # vol_adj's first log return and makes the engine's warmup length determinate.
    "polars>=1.43.0",
    "pydantic>=2.13.3",
]

[project.optional-dependencies]
# Hyperparameter-optimisation and notebook-experiment layer (tinycta.hyper).
# Install with: pip install tinycta[hyper]
hyper = [
    "jquantstats>=0.9.6",
    "loguru>=0.7.3",
    "optuna>=4.8.0",
    "pyyaml>=6.0.3",
]

[project.urls]
Homepage = "https://github.com/tschm/tinycta"
Repository = "https://github.com/tschm/tinycta"

[dependency-groups]
dev = [
    "pre-commit==4.6.2",
    "marimo==0.24.2",
    "pandas>=2.2.3",
    "pandas-stubs>=2.2",
    "types-PyYAML>=6.0",
]
# Mirrors the [project.optional-dependencies] hyper extra. The dev/CI environment
# needs it so the tinycta.hyper test suite can be collected and run; it is wired
# into the default sync via [tool.uv] default-groups below rather than an inline
# {include-group = ...} entry, which the legacy TOML parser used by mutmut cannot
# parse when mixed with string requirements in the same array.
hyper = [
    "jquantstats>=0.9.6",
    "loguru>=0.7.3",
    "optuna>=4.8.0",
    "pyyaml>=6.0.3",
]
test = [
    "pytest>=9.1.0",
    "pytest-cov>=6.0",
    "pytest-html>=4.0",
    "pytest-mock>=3.0",
    "pytest-xdist>=3.0",
    "pytest-timeout>=2.0",
    "hypothesis>=6.155.3",
    "pytest-benchmark>=5.2.3",
]

[tool.uv]
# Install both dev tooling and the hyper extra by default so `uv sync` provides
# everything needed to collect and run the full test suite (including tinycta.hyper).
default-groups = ["dev", "hyper"]

[build-system]
requires = ["hatchling", "hatch-vcs"]
build-backend = "hatchling.build"

[tool.hatch.build.targets.wheel]
packages = ["src/tinycta"]

[tool.hatch.version]
# Resolves [project].dynamic = ["version"] from `git describe`. Tags are vX.Y.Z and
# hatch-vcs strips the leading "v" by default, so v0.14.0 builds 0.14.0; a commit off
# the tag builds a PEP 440 dev version (0.14.1.dev42+g<sha>).
#
# This makes the build history-dependent: a shallow clone that cannot see the tag does
# not fail, it silently builds 0.1.dev1+g<sha>. rhiza_release.yml is the only workflow
# that checks out in this repo (the rest are stubs delegating to jebel-quant/rhiza) and
# each of its checkouts uses fetch-depth: 0. The backstop is its "Verify built
# distribution version" step, which parses the filename in dist/ and fails the release
# unless it carries the tag -- nothing earlier can catch a wrong derived version.
source = "vcs"

[tool.rhiza-task]
# Settings recovered from the make layer that rhiza v1.4.0 retired (.rhiza/rhiza.mk,
# .rhiza/make.d/*.mk, .rhiza/.env). They have nowhere else to live now, and each one
# below differs from the rhiza-task default — leaving it out silently weakens a gate.

# make: `TYPECHECKER ?= both` (python.mk). CLI default: "ty" alone.
# Without this the `typecheck` gate drops `mypy --strict src` and runs ty only.
# Note it also gets stricter than the make layer was: the old shell `case` let mypy's
# status decide, so a ty failure could pass. Both must now be green.
typechecker = "both"

# make: `RHIZA_CHECKS_VERSION ?= 0.2.1` (quality.mk). CLI default: the v0.2.0 git ref.
# Without this the rhiza-test gate silently downgrades to the older check set.
#
# Raised 0.2.1 -> 0.6.0 when [project].version became dynamic. Every release up to and
# including 0.5.0 reads `project["version"]` unconditionally, so a derived version fails
# test_version_follows_semver (empty string against the semver regex) and the git-tag
# comparison (InvalidVersion on ""). 0.6.0 is the first release that asks whether the
# version is dynamic and skips those two assertions; there is no older version to pin.
pytest-rhiza = "pytest-rhiza==0.6.0"

# make: `MKDOCS_EXTRA_PACKAGES = --with 'mkdocstrings[python]' --with-editable '.[hyper]'`
# (Makefile). CLI default: ["mkdocstrings[python]"] only. Each entry becomes one `--with`,
# and naming the setting REPLACES the default list — so mkdocstrings is repeated here
# deliberately rather than inherited. Without ".[hyper]" the isolated uvx env that builds
# the book cannot import tinycta and `book` dies with
# "ModuleNotFoundError: No module named 'tinycta'"; the hyper extra is required because
# mkdocstrings/griffe imports tinycta.hyper, and tinycta.linalg pulls in cvx-linalg.
mkdocs-extra-packages = ["mkdocstrings[python]", ".[hyper]"]

# Not set, on purpose — the make layer's value already equals the rhiza-task default,
# so pinning it here would only create a second place to drift:
#   source-folder ("src"), tests-folder ("tests"), marimo-folder ("docs/notebooks"),
#   coverage-fail-under (90 — and [tool.coverage.report] sets no fail-under to outrank it),
#   book-output ("_book"), zensical-version (">=0.0.36"),
#   uv-sync-args ("--all-extras --all-groups"), license-fail-on ("GPL;LGPL;AGPL").
# ci-os-matrix is deliberately NOT set: .rhiza/.env carried a comment explaining that
#   rhiza_ci.yml exports the matrix per caller, and pinning it here defeats that.
# license-ignore-packages stays empty: the make layer's only entry was `+= docutils` from
#   the template's own marimo.mk, and rhiza-task appends docutils itself when marimo is
#   in the task registry.
# rhiza-checks stays unset: the make layer accumulated five checks via `RHIZA_CHECKS +=`
#   across python.mk/quality.mk/test.mk, and rhiza-task derives exactly those five from
#   the layer set. Verified identical.
# layers stays unset: it is detected from the manifests present, and resolves to "python".

[tool.deptry.package_module_name_map]
cvx-linalg = "cvx"
loguru = "loguru"
numpy = "numpy"
optuna = "optuna"
pandas-stubs = []
polars = "polars"
pre-commit = "pre_commit"
marimo = "marimo"
pydantic = "pydantic"
pyyaml = "yaml"
types-pyyaml = []

[tool.bumpversion]
# Lives here, not in .rhiza/.cfg.toml: bump-my-version only auto-discovers
# .bumpversion.toml, .bumpversion.cfg, setup.cfg and pyproject.toml. From a
# path it never reads, it silently falls back to `git describe` and can cut a
# release at a version that already exists.
#
# No current_version and no [[tool.bumpversion.files]] entry for the version:
# there is no longer a version written anywhere to rewrite. [project].version is
# dynamic (see [tool.hatch.version]), so the tag alone decides what gets built and
# a release is a tag, not an edit. The table stays because bump-my-version still
# has to *discover* a config -- from a path it never reads it falls back to
# `git describe` -- and because the two settings below still bind if it is run.
allow_dirty = false
# /rhiza:release commits and tags itself so the changelog lands in the bump
# commit; a bare `bump-my-version bump` would add a second commit and a
# duplicate tag.
commit = false
tag = false

[tool.check_test_layout]
# Enforced by scripts/check_test_layout.py (wired into .pre-commit-config.yaml)
# rather than by the strict upstream gate. That variant keeps the forward rule
# intact — every source module needs a mirrored test file, every source class a
# matching Test* class — and relaxes only the reverse orphan-class rule, because
# tests here are grouped into behavioural classes (TestRiskPosition,
# TestOutputPathConfinement) that describe a scenario around a source *function*.
# Meta-tests, property suites and three named auxiliary suites are
# allowlisted. Per-module coverage is guaranteed independently by the full
# statement-and-branch coverage gate.
enforce = false
# No "%" anywhere in this value: radon reads every [tool.*] table in this file
# through configparser, whose interpolation treats "%" as a sigil and raises
# "invalid interpolation syntax" before radon can run at all.
reason = "Enforced by scripts/check_test_layout.py (pre-commit): strict forward mirroring plus a documented allowlist for meta/property/auxiliary suites; per-module coverage guaranteed by the full statement-and-branch coverage gate."

[tool.coverage.run]
branch = true