hurst-pullback/pyproject.toml at main · blackswan-quants/hurst-pullback · GitHub

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
[project]
name = "hurst-regime-pullback"
version = "0.1.0"
description = "Reproducible Python implementation of the Hurst-Regime Pullback Strategy for index futures (ES, NQ, EMD, YM) — QuantConnect-ready research framework."
readme = "README.md"
authors = [
    { name = "BlackswanQuants", email = "blackswan.quants@gmail.com" }
]
license = "MIT"
requires-python = ">=3.12"

# === Core libraries ===
dependencies = [
    "ipykernel>=7.0.1",
    "matplotlib>=3.10.7",
    "numpy>=2.3.4",
    "pandas>=2.3.3",
    "scikit-learn>=1.7.2",
    "scipy>=1.16.2",
    "statsmodels>=0.14.5",
    "arch>=6.3.0", # For Hurst exponent and econometrics
    "pyyaml>=6.0.2", # For configs/base.yaml
    "gitpython>=3.1.45",
    "pytest>=8.4.2",
    "logging>=0.4.9.6",
]

[dependency-groups]
dev = [
    "black[jupyter]>=25.9.0",
    "nb-clean>=4.0.1",
    "pytest>=8.3.2",
    "ruff>=0.6.9",
]