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spb/wp40_uqo

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1[build-system]2requires = ["scikit-build-core>=0.10", "nanobind>=2.0"]3build-backend = "scikit_build_core.build"45[project]6name = "raid-hf"7version = "0.1.0"8description = "RAID — Research Architecture for Intraday Data: Metal-accelerated C++20 high-frequency financial econometrics (UQO WP 40)"9readme = "README.md"10requires-python = ">=3.11"11license = { text = "MIT (code). Market data: FirstRate Data private license, not redistributed." }12authors = [{ name = "Simon-Pierre Boucher", email = "simon-pierre.boucher@uqo.ca" }]13dependencies = ["numpy>=1.26", "pyarrow>=17", "httpx>=0.27"]1415[project.optional-dependencies]16dev = ["pytest>=8", "hypothesis>=6", "ruff", "statsmodels>=0.14", "arch>=7", "scipy>=1.13", "polars>=1.0", "duckdb>=1.0", "pandas>=2.2", "exchange-calendars>=4.5", "matplotlib>=3.9", "pyyaml>=6"]1718[tool.scikit-build]19cmake.version = ">=3.28"20cmake.build-type = "Release"21cmake.args = ["-DRAID_BUILD_PYTHON=ON", "-DRAID_BUILD_TESTS=OFF", "-DRAID_BUILD_BENCH=OFF", "-DRAID_BUILD_CLI=OFF", "-DRAID_NATIVE_ARCH=OFF", "-DCMAKE_PREFIX_PATH=/opt/homebrew"]22wheel.packages = ["python/raid"]23wheel.py-api = "cp312"24sdist.exclude = ["datasets/cache", "experiments/results", "build", "paper/*.pdf"]2526[tool.pytest.ini_options]27testpaths = ["python/tests"]28addopts = "-q"29markers = ["live: calls the live FinData API (skipped unless RAID_LIVE=1)"]3031[tool.ruff]32line-length = 12033target-version = "py312"34
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