TeX 53.6%
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1[project]2name = "intraday-fragility"3version = "0.1.0"4description = "Faster, Wider, More Fragile? The Evolution of Intraday Shock Propagation in U.S. Equity Markets"5readme = "README.md"6requires-python = ">=3.11"7license = { text = "MIT" }8authors = [{ name = "Simon-Pierre Boucher" }]9dependencies = [10 "huggingface_hub>=0.30",11 "pyarrow>=17",12 "polars>=1.10",13 "duckdb>=1.1",14 "pandas>=2.2",15 "numpy>=1.26",16 "pyyaml>=6",17 "exchange-calendars>=4.5",18 "matplotlib>=3.9",19 "scipy>=1.13",20 "statsmodels>=0.14",21 "networkx>=3.3",22 "tqdm>=4.66",23]2425[project.optional-dependencies]26ml = ["scikit-learn>=1.5", "lightgbm>=4.3"]27dev = ["pytest>=8", "ruff>=0.6"]2829[project.scripts]30ifrag = "intraday_fragility.cli:main"3132[build-system]33requires = ["hatchling"]34build-backend = "hatchling.build"3536[tool.hatch.build.targets.wheel]37packages = ["src/intraday_fragility"]3839[tool.ruff]40line-length = 10041target-version = "py311"4243[tool.pytest.ini_options]44testpaths = ["tests"]45