-
Notifications
You must be signed in to change notification settings - Fork 0
Expand file tree
/
Copy pathpyproject.toml
More file actions
110 lines (100 loc) · 3.28 KB
/
Copy pathpyproject.toml
File metadata and controls
110 lines (100 loc) · 3.28 KB
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
[project]
name = "titanium-alpha"
version = "1.0.0"
description = "Agentic multi-strategy hedge fund combining PatchTST, LangGraph multi-agent debate, financial RAG, CPCV-OOS backtesting, and HRP allocation"
readme = "README.md"
license = "MIT"
license-files = ["LICENSE"]
authors = [
{name = "Felipe Cockles", email = "cockles98@users.noreply.github.com"}
]
keywords = [
"quantitative-finance",
"algorithmic-trading",
"portfolio-optimization",
"machine-learning",
"langgraph",
"patchtst",
"hrp",
"cpcv",
"deflated-sharpe",
"rag",
]
classifiers = [
"Development Status :: 5 - Production/Stable",
"Intended Audience :: Financial and Insurance Industry",
"Intended Audience :: Science/Research",
"Operating System :: OS Independent",
"Programming Language :: Python :: 3",
"Programming Language :: Python :: 3.10",
"Programming Language :: Python :: 3.11",
"Programming Language :: Python :: 3.12",
"Topic :: Office/Business :: Financial :: Investment",
"Topic :: Scientific/Engineering :: Artificial Intelligence",
]
requires-python = ">=3.10"
dependencies = [
"polars>=1.0",
"yfinance>=0.2",
"sqlalchemy>=2.0",
"psycopg2-binary>=2.9",
"chromadb>=0.5",
"sentence-transformers>=3.0",
"langchain>=0.3",
"langgraph>=0.2",
"langchain-anthropic>=0.3",
"neuralforecast>=1.7",
"streamlit>=1.38",
"plotly>=5.22",
"loguru>=0.7",
"python-dotenv>=1.0",
"feedparser (>=6.0.12,<7.0.0)",
"matplotlib (>=3.10.8,<4.0.0)",
"seaborn (>=0.13.2,<0.14.0)",
"scipy>=1.11",
"numpy>=1.24",
"scikit-learn>=1.3",
"langchain-google-genai (>=2.0) ; python_version >= \"3.10\" and python_version < \"4.0\"",
]
[project.urls]
Homepage = "https://github.com/cockles98/titanium-alpha"
Repository = "https://github.com/cockles98/titanium-alpha"
Issues = "https://github.com/cockles98/titanium-alpha/issues"
Changelog = "https://github.com/cockles98/titanium-alpha/blob/master/CHANGELOG.md"
[tool.poetry]
package-mode = false
[tool.poetry.group.dev.dependencies]
pytest = ">=8.0"
pytest-mock = ">=3.14"
pytest-cov = ">=5.0"
ruff = ">=0.6"
mypy = ">=1.11"
[build-system]
requires = ["poetry-core>=2.0.0,<3.0.0"]
build-backend = "poetry.core.masonry.api"
[tool.ruff]
line-length = 120
target-version = "py310"
[tool.ruff.lint]
select = ["E", "F", "I", "N", "W", "UP"]
ignore = [
"N803", # non-lowercase argument — financial/ML code uses X, y, R, W matrices
"N806", # non-lowercase variable — same reason
"E741", # ambiguous variable names (l, I, O) — acceptable in math-heavy code
]
[tool.ruff.lint.per-file-ignores]
"tests/**" = ["F841"] # unused variables in tests are often intentional (fixtures / patch capture)
[tool.mypy]
python_version = "3.10"
ignore_missing_imports = true
warn_unused_configs = true
warn_redundant_casts = true
# strict = true intentionally disabled for v1.0.0 — the project uses heavy runtime
# introspection (Streamlit, Polars, Pydantic, LangGraph) where strict mypy produces
# noise without catching real bugs. Phased tightening tracked in CONTRIBUTING.md.
[[tool.mypy.overrides]]
module = "src.backtest.run_validation"
ignore_errors = true # auxiliary CLI script with known dynamic-typing patterns
[tool.pytest.ini_options]
testpaths = ["tests"]
pythonpath = ["."]