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setup.py
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131 lines (126 loc) · 3.92 KB
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"""
Setup script for DiffML package.
This file is used for backward compatibility with older pip versions.
The main configuration is in pyproject.toml.
"""
from setuptools import setup, find_packages
import os
from pathlib import Path
# Read the long description from README
this_directory = Path(__file__).parent
long_description = (this_directory / "README.md").read_text()
# Read version from __init__.py
version = {}
with open(os.path.join("src", "diffml", "__init__.py")) as f:
for line in f:
if line.startswith("__version__"):
exec(line, version)
break
setup(
name="diffml",
version=version.get("__version__", "0.1.0"),
author="DiogoRibeiro7",
author_email="diogo.ribeiro@example.com",
description="Differential Machine Learning for Quantitative Finance - 5-10x faster convergence for option pricing",
long_description=long_description,
long_description_content_type="text/markdown",
url="https://github.com/DiogoRibeiro7/diffml",
project_urls={
"Documentation": "https://diffml.readthedocs.io",
"Bug Tracker": "https://github.com/DiogoRibeiro7/diffml/issues",
"Source Code": "https://github.com/DiogoRibeiro7/diffml",
},
package_dir={"": "src"},
packages=find_packages(where="src"),
classifiers=[
"Development Status :: 4 - Beta",
"Intended Audience :: Developers",
"Intended Audience :: Financial and Insurance Industry",
"Intended Audience :: Science/Research",
"Topic :: Scientific/Engineering :: Artificial Intelligence",
"Topic :: Office/Business :: Financial",
"Topic :: Office/Business :: Financial :: Investment",
"License :: OSI Approved :: MIT License",
"Programming Language :: Python :: 3",
"Programming Language :: Python :: 3.9",
"Programming Language :: Python :: 3.10",
"Programming Language :: Python :: 3.11",
"Operating System :: OS Independent",
"Framework :: Jupyter",
],
python_requires=">=3.9",
install_requires=[
"torch>=2.0.0",
"numpy>=1.21.0",
"scipy>=1.7.0",
"pandas>=1.3.0",
"matplotlib>=3.3.0",
"tqdm>=4.62.0",
"pydantic>=2.0.0",
"toml>=0.10.2",
"scikit-learn>=1.0.0",
],
extras_require={
"dev": [
"pytest>=7.0.0",
"pytest-cov>=3.0.0",
"black>=22.0.0",
"isort>=5.10.0",
"ruff>=0.0.261",
"mypy>=0.991",
"pre-commit>=2.20.0",
],
"dashboard": [
"streamlit>=1.20.0",
"plotly>=5.0.0",
],
"notebooks": [
"jupyter>=1.0.0",
"jupyterlab>=3.0.0",
"ipywidgets>=8.0.0",
],
"docs": [
"sphinx>=4.0.0",
"sphinx-rtd-theme>=1.0.0",
"sphinx-autodoc-typehints>=1.12.0",
],
"all": [
# Combines all extras
"pytest>=7.0.0",
"pytest-cov>=3.0.0",
"black>=22.0.0",
"isort>=5.10.0",
"ruff>=0.0.261",
"mypy>=0.991",
"pre-commit>=2.20.0",
"streamlit>=1.20.0",
"plotly>=5.0.0",
"jupyter>=1.0.0",
"jupyterlab>=3.0.0",
"ipywidgets>=8.0.0",
"sphinx>=4.0.0",
"sphinx-rtd-theme>=1.0.0",
"sphinx-autodoc-typehints>=1.12.0",
],
},
entry_points={
"console_scripts": [
"diffml=diffml.cli:main",
"diffml-dashboard=diffml.dashboard_cli:main",
],
},
include_package_data=True,
zip_safe=False,
keywords=[
"differential-machine-learning",
"quantitative-finance",
"option-pricing",
"deep-learning",
"automatic-differentiation",
"greeks",
"risk-management",
"derivatives",
"neural-networks",
"pytorch",
],
)