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move to uv
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‎.github/workflows/codecov.yml‎

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run: |
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pip install pytest pytest-cov
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pytest --cov=./ --cov-report=xml
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- name: Upload coverage to Codecov
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uses: codecov/codecov-action@v3
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with:
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files: ./coverage.xml
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fail_ci_if_error: true
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# - name: Upload coverage to Codecov
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# uses: codecov/codecov-action@v3
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# with:
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# files: ./coverage.xml
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# fail_ci_if_error: true

‎.github/workflows/main.yml‎

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- name: Install dependencies
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run: |
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pip install -r requirements.txt
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pip install pytest isort black flake8
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pip install ecos
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pip install pytest ecos
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# isort black flake8
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# pip install ecos
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- name: Test with pytest
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run: |
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pytest ./tests
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- name: Check with isort
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run: |
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isort --check --diff .
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- name: Check with black
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run: |
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black --check --diff .
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- name: Check with flake8
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run: |
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flake8 --show-source --statistics .
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#- name: Check with isort
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# run: |
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# isort --check --diff .
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#- name: Check with black
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# run: |
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# black --check --diff .
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#- name: Check with flake8
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# run: |
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# flake8 --show-source --statistics .

‎.python-version‎

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3.12

‎Makefile‎

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.DEFAULT_GOAL := help
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SHELL=/bin/bash
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UNAME=$(shell uname -s)
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.PHONY: install
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install: ## Install a virtual environment with all extras
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@curl -LsSf https://astral.sh/uv/install.sh | sh
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@uv venv
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@uv sync -vv --all-extras
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@echo "Virtual environment created with all extras. Activate with:"
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@echo "source .venv/bin/activate"
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.PHONY: fmt
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fmt: ## Run autoformatting and linting
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@uv pip install pre-commit
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@uv run pre-commit install
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@uv run pre-commit run --all-files
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.PHONY: test
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test: install ## Run tests
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@uv run pytest
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.PHONY: clean
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clean: ## Clean up caches and build artifacts
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@git clean -X -d -f
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.PHONY: coverage
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coverage: install ## test and coverage
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@uv run coverage run --source=cvx/. -m pytest
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@uv run coverage report -m
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@uv run coverage html
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@if [ ${UNAME} == "Darwin" ]; then \
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open htmlcov/index.html; \
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elif [ ${UNAME} == "linux" ]; then \
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xdg-open htmlcov/index.html 2> /dev/null; \
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fi
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.PHONY: help
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help: ## Display this help screen
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@echo -e "\033[1mAvailable commands:\033[0m"
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@grep -E '^[a-z.A-Z_-]+:.*?## .*$$' $(MAKEFILE_LIST) | awk 'BEGIN {FS = ":.*?## "}; {printf " \033[36m%-18s\033[0m %s\n", $$1, $$2}' | sort

‎poetry.lock‎

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This file was deleted.

‎pyproject.toml‎

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[tool.poetry]
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[project]
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name = "pyportfolioopt"
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version = "1.5.6"
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version = "0.0.0"
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description = "Financial portfolio optimization in python"
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license = "MIT"
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authors = ["Robert Andrew Martin <[email protected]>"]
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authors = [{name="Robert Andrew Martin", email="[email protected]"}]
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readme = "README.md"
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repository = "https://github.com/robertmartin8/PyPortfolioOpt"
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documentation = "https://pyportfolioopt.readthedocs.io/en/latest/"
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keywords= ["finance", "portfolio", "optimization", "quant", "investing"]
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requires-python = ">=3.10"
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classifiers=[
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"Development Status :: 4 - Beta",
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"Environment :: Console",
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"Topic :: Office/Business :: Financial",
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"Topic :: Office/Business :: Financial :: Investment",
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]
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packages = [ {include = "pypfopt"} ]
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dependencies = [
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"scipy",
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"pandas",
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"cvxpy",
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"numpy"
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]
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[tool.poetry.urls]
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"Issues" = "https://github.com/robertmartin8/PyPortfolioOpt/issues"
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"Personal website" = "https://reasonabledeviations.com"
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#[tool.poetry.urls]
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#"Issues" = "https://github.com/robertmartin8/PyPortfolioOpt/issues"
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#"Personal website" = "https://reasonabledeviations.com"
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[tool.poetry.dependencies]
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python = ">=3.9"
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scipy = ">=1.3"
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pandas = ">=0.19"
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cvxpy = ">=1.1.19"
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numpy = ">=1.26.0"
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matplotlib = { version=">=3.2.0", optional=true }
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scikit-learn = { version=">=0.24.1", optional=true }
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ecos = { version="^2.0.14", optional=true }
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plotly = { version="^5.0.0", optional=true }
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[project.optional-dependencies]
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plot = [
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"matplotlib",
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"plotly",
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"scikit-learn",
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"ecos"
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]
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[tool.poetry.dev-dependencies]
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pytest = ">=7.1.2"
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flake8 = ">=4.0.1"
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jupyterlab = ">=3.4.2"
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black = ">=22.3.0"
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ipykernel = ">=6.13.0"
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jedi = ">=0.18.1"
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pytest-cov = ">=3.0.0"
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yfinance = ">=0.1.70"
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[dependency-groups]
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dev = [
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"pytest-cov>=6.0.0",
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"pytest>=8.3.3",
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"pre-commit>=4.0.1",
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"jedi",
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"yfinance",
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"ecos"
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]
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[tool.poetry.extras]
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optionals = ["scikit-learn", "matplotlib", "cvxopt"]
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#excel = [
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# "odfpy>=1.4.1",
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# "openpyxl>=3.1.0",
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# "python-calamine>=0.1.7",
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# "pyxlsb>=1.0.10",
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# "xlrd>=2.0.1",
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# "xlsxwriter>=3.0.5"
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#]
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#[tool.poetry.dependencies]
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#python = ">=3.9"
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#scipy = ">=1.3"
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#pandas = ">=0.19"
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#cvxpy = ">=1.1.19"
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#numpy = ">=1.26.0"
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#matplotlib = { version=">=3.2.0", optional=true }
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#scikit-learn = { version=">=0.24.1", optional=true }
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#ecos = { version="^2.0.14", optional=true }
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#plotly = { version="^5.0.0", optional=true }
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#[tool.poetry.dev-dependencies]
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#pytest = ">=7.1.2"
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#flake8 = ">=4.0.1"
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#jupyterlab = ">=3.4.2"
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#black = ">=22.3.0"
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#ipykernel = ">=6.13.0"
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#jedi = ">=0.18.1"
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#pytest-cov = ">=3.0.0"
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#yfinance = ">=0.1.70"
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#[tool.poetry.extras]
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#optionals = ["scikit-learn", "matplotlib", "cvxopt"]
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[tool.ruff]
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select = ["E", "F", "I"]
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line-length = 120
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target-version = "py310"
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exclude = [
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"*__init__.py", "tests/test_imports.py"
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]
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[build-system]
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requires = ["poetry-core>=1.0.0"]
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build-backend = "poetry.core.masonry.api"
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requires = ["hatchling"]
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build-backend = "hatchling.build"
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[tool.hatch.build.targets.wheel]
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packages = ["pypfopt"]
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#[build-system]
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#requires = ["poetry-core>=1.0.0"]
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#build-backend = "poetry.core.masonry.api"
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[tool.black]
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line-length = 88
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#[tool.black]
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#line-length = 88
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[tool.isort]
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profile = "black"
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#[tool.isort]
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#profile = "black"

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