spb/wp46_uqo

1[project]2name = "wp46"3version = "0.1.0"4description = "UQO Working Paper 46 - Four Decades of Conditional Volatility Modeling: a comprehensive empirical benchmark"5readme = "README.md"6requires-python = ">=3.12"7license = { text = "Research code: MIT. Data: FirstRate Data private license (not redistributed)." }8authors = [{ name = "Simon-Pierre Boucher", email = "simon-pierre.boucher@uqo.ca" }]9dependencies = [10  "numpy>=2.0", "scipy>=1.13", "pandas>=2.2", "pyarrow>=17", "polars>=1.0",11  "arch==8.0.0", "statsmodels>=0.14", "httpx>=0.27", "pyyaml>=6",12  "exchange-calendars>=4.5", "matplotlib>=3.9", "numba>=0.60",13]1415[project.optional-dependencies]16dev = ["pytest>=8", "pytest-cov", "ruff", "hypothesis>=6"]1718[build-system]19requires = ["setuptools>=68", "wheel"]20build-backend = "setuptools.build_meta"2122[tool.setuptools.packages.find]23where = ["src"]2425[tool.pytest.ini_options]26testpaths = ["tests"]27addopts = "-q"28markers = ["live: tests that call the live FinData API (skipped without WP46_LIVE=1)", "slow: long tests", "r: tests that need R + rugarch"]2930[tool.ruff]31line-length = 11032target-version = "py312"33