Src

.github/workflows/codecov.yml

@@ -26,6 +26,7 @@ jobs:
         run: |
           pip install -r requirements.txt
           pip install ecos
+          pip install -e .
       - name: Generate coverage report
         run: |
           pip install pytest pytest-cov

.github/workflows/deptry.yml

@@ -0,0 +1,46 @@
+# This file is part of the tschm/.config-templates repository
+# (https://github.com/tschm/.config-templates).
+#
+# Workflow: Deptry
+#
+# Purpose: This workflow identifies missing and obsolete dependencies in the project.
+#          It helps maintain a clean dependency tree by detecting unused packages and
+#          implicit dependencies that should be explicitly declared.
+#
+# Trigger: This workflow runs on every push and on pull requests to main/master
+#          branches (including from forks)
+
+name: "DEPTRY"
+
+# Permissions: Only read access to repository contents is needed
+permissions:
+    contents: read
+
+on:
+  push:
+  pull_request:
+    branches: [ main, master ]
+
+jobs:
+  deptry_analysis:
+    name: Check dependencies with deptry
+    runs-on: ubuntu-latest
+    container:
+      image: ghcr.io/astral-sh/uv:0.9.5-python3.12-trixie
+
+    steps:
+      - uses: actions/checkout@v5
+
+      - name: Run deptry
+        run: |
+          set -euo pipefail
+          if [ -f "pyproject.toml" ]; then
+            if [ -d "src" ]; then
+              SOURCE_FOLDER="src"
+            else
+              SOURCE_FOLDER="."
+            fi
+            uvx deptry "$SOURCE_FOLDER"
+          else
+            printf "${YELLOW:-}[WARN] No pyproject.toml found, skipping deptry${RESET:-}\n"
+          fi

.github/workflows/main.yml

@@ -32,15 +32,18 @@ jobs:
           pip install -r requirements.txt
           pip install pytest isort black flake8
           pip install ecos
+          pip install -e .
       - name: Test with pytest
         run: |
           pytest ./tests
-      - name: Check with isort
-        run: |
-          isort --check --diff .
-      - name: Check with black
-        run: |
-          black --check --diff .
-      - name: Check with flake8
-        run: |
-          flake8 --show-source --statistics .
+
+#     will be replaced by ruff
+#      - name: Check with isort
+#        run: |
+#          isort --check --diff .
+#      - name: Check with black
+#        run: |
+#          black --check --diff .
+#      - name: Check with flake8
+#        run: |
+#          flake8 --show-source --statistics .

pyproject.toml

@@ -1,67 +1,89 @@
-[tool.poetry]
-name = "pyportfolioopt"
+[project]
+name = "pypfopt"
 version = "1.5.6"
 description = "Financial portfolio optimization in python"
-license = "MIT"
-authors = ["Robert Andrew Martin <martin.robertandrew@gmail.com>"]
 readme = "README.md"
-repository = "https://github.com/pyportfolio/pyportfolioopt"
-documentation = "https://pyportfolioopt.readthedocs.io/en/latest/"
-keywords= ["finance", "portfolio", "optimization", "quant", "investing"]
-classifiers=[
-        "Development Status :: 4 - Beta",
-        "Environment :: Console",
-        "Intended Audience :: Financial and Insurance Industry",
-        "Intended Audience :: Science/Research",
-        "License :: OSI Approved :: MIT License",
-        "Natural Language :: English",
-        "Operating System :: OS Independent",
-        "Programming Language :: Python :: 3.12",
-        "Programming Language :: Python :: 3.11",
-        "Programming Language :: Python :: 3.10",
-        "Programming Language :: Python :: 3.9",
-        "Programming Language :: Python :: 3.8",
-        "Programming Language :: Python :: 3 :: Only",
-        "Topic :: Office/Business :: Financial",
-        "Topic :: Office/Business :: Financial :: Investment",
-    ]
-packages = [ {include = "pypfopt"} ]
+requires-python = ">=3.10"
+license = { file = "LICENSE.txt" }
+authors = [
+  { name = "Robert Andrew Martin", email = "martin.robertandrew@gmail.com" }
+]
+keywords = ["finance", "portfolio", "optimization", "quant", "investing"]
+classifiers = [
+  "Development Status :: 4 - Beta",
+  "Environment :: Console",
+  "Intended Audience :: Financial and Insurance Industry",
+  "Intended Audience :: Science/Research",
+  "License :: OSI Approved :: MIT License",
+  "Natural Language :: English",
+  "Operating System :: OS Independent",
+  "Programming Language :: Python :: 3.12",
+  "Programming Language :: Python :: 3.11",
+  "Programming Language :: Python :: 3.10",
+  "Programming Language :: Python :: 3 :: Only",
+  "Topic :: Office/Business :: Financial",
+  "Topic :: Office/Business :: Financial :: Investment",
+]
 
-[tool.poetry.urls]
-"Issues" = "https://github.com/pyportfolio/pyportfolioopt/issues"
+# Core runtime dependencies
+dependencies = [
+    "plotly>=6.3.0",
+    "matplotlib>=3.10.7",
+    "scipy>=1.3",
+    "pandas>=0.19",
+    "cvxpy>=1.1.19",
+    "numpy>=1.26.0",
+    "scikit-learn>=1.7.2"
+]
+
+#[project.optional-dependencies]
+## Preserve the Poetry extra named "optionals"
+#optionals = [
+#  "scikit-learn>=0.24.1",
+#  "matplotlib>=3.2.0"
+#]
+
+[project.urls]
+Repository = "https://github.com/pyportfolio/pyportfolioopt"
+Documentation = "https://pyportfolioopt.readthedocs.io/en/latest/"
+Issues = "https://github.com/pyportfolio/pyportfolioopt/issues"
 "Personal website" = "https://reasonabledeviations.com"
 
-[tool.poetry.dependencies]
-python = ">=3.9"
-scipy = ">=1.3"
-pandas = ">=0.19"
-cvxpy = ">=1.1.19"
-numpy = ">=1.26.0"
-matplotlib = { version=">=3.2.0", optional=true }
-scikit-learn = { version=">=0.24.1", optional=true }
-ecos = { version="^2.0.14", optional=true }
-plotly = { version="^5.0.0", optional=true }
+# Build system configuration
+# Hatchling is a modern, extensible Python build backend
+[build-system]
+requires = ["hatchling"]
+build-backend = "hatchling.build"
 
-[tool.poetry.dev-dependencies]
-pytest = ">=7.1.2"
-flake8 = ">=4.0.1"
-jupyterlab = ">=3.4.2"
-black = ">=22.3.0"
-ipykernel = ">=6.13.0"
-jedi = ">=0.18.1"
-pytest-cov = ">=3.0.0"
-yfinance = ">=0.1.70"
+[tool.hatch.build.targets.wheel]
+packages = ["src/pypfopt"]
 
-[tool.poetry.extras]
-optionals = ["scikit-learn", "matplotlib", "cvxopt"]
+#[tool.black]
+#line-length = 88
 
-[build-system]
-requires = ["poetry-core>=1.0.0"]
-build-backend = "poetry.core.masonry.api"
+#[tool.isort]
+#profile = "black"
+# will all be controlled by ruff.toml
 
+[project.optional-dependencies]
+# Development-only dependencies (not included when installing the package)
+dev = [
+    "pytest>=7.1.2",
+    "flake8>=4.0.1",
+    "jupyterlab>=3.4.2",
+    "black>=22.3.0",
+    "ipykernel>=6.13.0",
+    "jedi>=0.18.1",
+    "pytest-cov>=3.0.0",
+    "yfinance>=0.1.70",
+    "ecos>=2.0.14",
+    "pre-commit==4.3.0",
+]
 
-[tool.black]
-line-length = 88
+[tool.deptry.per_rule_ignores]
+DEP001 = ["sklearn"]
+DEP002 = ["scikit-learn"]
 
-[tool.isort]
-profile = "black"
+[tool.deptry]
+# see https://deptry.com/usage/#pep-621-dev-dependency-groups
+pep621_dev_dependency_groups = ["dev"]