pyproject.toml

[project]
name = "cvxportfolio"
version = "1.4.0"
description = "Portfolio optimization and back-testing."
readme = "README.rst"
license = {text = "GPLv3"}
authors = [{name = "Enzo Busseti"}, {name = "Stephen Boyd"},
    {name = "Steven Diamond"}, {name = "BlackRock Inc."}]
maintainers = [{name = "Enzo Busseti", email = "enzo.busseti@gmail.com"}]

# Note on dependencies (lack of) pinning. We are testing in Github CI against
# various combinations of dependency versions, back to versions that were
# current in ~2021. Most probably older ones work too, if they install.
# If we aren't able to test some old dependency it's in most cases because we
# aren't able to install them from wheel or source, since that code tends to
# break more easily over time, especially across different platforms. Important
# dependencies are only Pandas and Cvxpy, and we're not using any particularly
# new feature nor any part of their APIs that is not very well documented. Of
# course if you try very old versions, like before 1.0, things may break. We
# recommend to users to either install Cvxportfolio in a fresh environment,
# with recent versions of the dependencies, or, if they install in a
# pre-existing environment, to run `python -m cvxportfolio.tests` to check that
# their versions of dependencies work correctly. Please do report bugs coming
# from some combination of dependency versions that break Cvxportfolio code.

dependencies = ["pandas",
    # October 2024, Numpy 2 causes issues with CVXPY on Python 3.13
    "numpy; python_version<'3.13'",
    "numpy<2.0.0; python_version>='3.13'",
    "matplotlib", "requests", "cvxpy",
    # "multiprocess", # robustifies usage w/ 3rd party modules, used if installed
    "scs" # it's hardcoded as fallback solver if numerical errors
    ]

[project.optional-dependencies]
docs = ["sphinx", "pydata_sphinx_theme", "sphinx-github-style"]
dev = ["build", "twine", "diff_cover", "pylint", "isort",
    "autopep8", "docformatter", "beautifulsoup4", "rstcheck"]
examples = ['beautifulsoup4', 'lxml', 'clarabel', 'ecos']
test = ['osqp', 'ecos', 'coverage[toml]']

[project.urls]
Homepage = "https://www.cvxportfolio.com"
Repository = "https://github.com/cvxgrp/cvxportfolio"

[build-system]
requires = ["setuptools"]
build-backend = "setuptools.build_meta"

[tool.setuptools]
packages = ["cvxportfolio", "cvxportfolio.data", "cvxportfolio.constraints",
    "cvxportfolio.tests"]

[tool.setuptools.package-data]
"cvxportfolio.tests" = ["*.csv"]

[tool.pylint.main]
fail-under = 9.75
jobs = 0 # multiprocessing pylint
max-line-length = 79 # PEP8 default
load-plugins =["pylint.extensions.docparams", "pylint.extensions.docstyle"]

[tool.pylint.basic]
# These variable names are defined in the paper.
good-names = ["t", "u", "v", "w", "h", "z", "F", "d", "Sigma"]
disable = [
    'fixme', # We are using TODOs in code comments
    'too-many-positional-arguments' # added in pylint 3.3, unclear use
    ]

[tool.pylint.variables]
# These are sometimes ignored, we might instead use dataclasses for
# sharing data between elements of a policy's DAG
ignored-argument-names = "args|kwargs"

[tool.pylint.parameter_documentation]
# we require docstrings of public methods to document everything
accept-no-param-doc = false
accept-no-raise-doc = false
accept-no-return-doc = false
accept-no-yields-doc = false

[tool.pylint.'MESSAGE CONTROL'] # check updates for the spelling of this
enable=["useless-suppression"] # flag useless pylint pragmas

[tool.coverage.report]
fail_under = 99

[tool.coverage.run]
omit = ["*/site-packages/*", "*/dist-packages/*"]

[tool.diff_cover]
# this will be superflous once we push coverage to 100
compare_branch = "origin/master"
fail_under = 99

[tool.diff_quality]
# this will be superflous once we push pylint score to 10
compare_branch = "origin/master"
fail_under = 99

[tool.autopep8]
# these have been selected by hand, whitespaces and empty lines
select = ["W291","W292","W293","W391","E231","E225","E303"]

[tool.docformatter]
# tweaked to remove whitespaces and other simple fixes 
wrap-summaries = 0
wrap-descriptions = 0
tab-width = 4