roboquant/pyproject.toml at main · danielpcar9/roboquant · GitHub

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[build-system]
requires = ["setuptools>=61.0", "wheel"]
build-backend = "setuptools.build_meta"

[project]
name = "roboquant"
version = "1.0.0"
description = "A quantitative trading system using Donchian Breakout strategy with momentum filter"
readme = "README.md"
authors = [{name = "Daniel Palomo", email = "eldanypalomo@gmail.com"}]
license = {text = "MIT"}
classifiers = [
    "Development Status :: 4 - Beta",
    "Intended Audience :: Developers",
    "Intended Audience :: Financial and Insurance Industry",
    "License :: OSI Approved :: MIT License",
    "Operating System :: OS Independent",
    "Programming Language :: Python :: 3",
    "Programming Language :: Python :: 3.7",
    "Programming Language :: Python :: 3.8",
    "Programming Language :: Python :: 3.9",
    "Programming Language :: Python :: 3.10",
    "Programming Language :: Python :: 3.11",
    "Topic :: Office/Business :: Financial :: Investment",
    "Topic :: Software Development :: Libraries :: Python Modules",
]
requires-python = ">=3.11"
dependencies = [
    "metatrader5>=5.0.5509; sys_platform == 'win32'",
    "python-dotenv==1.0.0",
    "pandas>=2.2.0,<3.0.0",
    "numpy>=1.24.0,<2.0.0",
    "requests==2.31.0",
    "flask==3.0.0",
    "vectorbt>=0.28.0",
    "plotly==5.17.0",
    "xgboost==1.7.3",
    "keyring==24.2.0",
    "scikit-learn>=1.4.0",
    "joblib>=1.4.0",
    "ruff>=0.14.13",
    "ty>=0.0.12",
]

[project.urls]
Homepage = "https://github.com/danielpcar9/roboquant"
Repository = "https://github.com/danielpcar9/roboquant.git"

[project.scripts]
roboquant-donchian = "core.donchian_strategy:main"
roboquant-backtest = "scripts.backtest_apex_vectorbt:main"
roboquant-backtest-improved = "scripts.backtest_improved:main"
roboquant-export = "scripts.export_mt5_data:main"
roboquant-webhook = "services.webhook_receiver:main"

[tool.setuptools.packages.find]
where = ["."]
include = ["roboquant*", "analysis*", "brokers*", "config*", "core*", "risk*", "scripts*", "services*", "supabase*", "tests_integration*"]

[tool.setuptools.package-data]
"*" = ["*.bat", "*.md", ".env.example"]

[dependency-groups]
dev = [
    "pytest>=7.0.0",
    "pytest-cov>=4.0.0",
    "black>=23.0.0",
    "flake8>=6.0.0",
    "mypy>=1.0.0"
]

[tool.black]
line-length = 88
target-version = ['py311', 'py312', 'py313', 'py314']

[tool.pytest.ini_options]
testpaths = ["tests_integration"]
python_files = ["test_*.py"]
python_classes = ["Test*"]
python_functions = ["test_*"]
addopts = "-v --tb=short"

[tool.mypy]
python_version = "3.11"
warn_return_any = true
warn_unused_configs = true
disallow_untyped_defs = false

[tool.uv]
managed = true

[tool.ruff]
line-length = 88
target-version = "py311"

[tool.ruff.lint]
select = [
    "E",  # pycodestyle errors
    "W",  # pycodestyle warnings
    "F",  # pyflakes
    "I",  # isort
    "C",  # mccabe
    "B",  # bugbear
    "UP", # pyupgrade
]
extend-ignore = [
    "E501", # line too long
]

[tool.ruff.format]
quote-style = "double"
indent-style = "space"
skip-magic-trailing-comma = false
line-ending = "auto"