Bayesian-Deep-Learning-for-Probabilistic-Financial-Forecasting/pyproject.toml at main · mohansree14/Bayesian-Deep-Learning-for-Probabilistic-Financial-Forecasting · 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
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
[build-system]
requires = ["setuptools>=45", "wheel", "setuptools_scm>=6.2"]
build-backend = "setuptools.build_meta"

[project]
name = "financial-ts-forecasting"
version = "1.0.0"
description = "Financial Time Series Forecasting with Uncertainty Quantification"
readme = "README.md"
requires-python = ">=3.8"
license = {text = "MIT"}
authors = [
    {name = "Mohansree Vijayakumar", email = "mohansreesk14@gmail.com"}
]
keywords = [
    "financial",
    "time-series",
    "forecasting",
    "uncertainty-quantification",
    "deep-learning",
    "lstm",
    "transformer",
    "bayesian-neural-networks",
    "monte-carlo-dropout"
]
classifiers = [
    "Development Status :: 4 - Beta",
    "Intended Audience :: Science/Research",
    "Intended Audience :: Financial and Insurance Industry",
    "License :: OSI Approved :: MIT License",
    "Programming Language :: Python :: 3",
    "Programming Language :: Python :: 3.8",
    "Programming Language :: Python :: 3.9",
    "Programming Language :: Python :: 3.10",
    "Topic :: Scientific/Engineering :: Artificial Intelligence",
    "Topic :: Office/Business :: Financial :: Investment",
]

dependencies = [
    "torch>=1.9.0",
    "numpy>=1.19.0",
    "pandas>=1.3.0",
    "scikit-learn>=0.24.0",
    "matplotlib>=3.3.0",
    "seaborn>=0.11.0",
    "yfinance>=0.1.63",
    "streamlit>=1.0.0",
    "optuna>=2.10.0",
    "pyro-ppl>=1.7.0",
    "pyyaml>=5.4.0",
    "tqdm>=4.62.0",
]

[project.optional-dependencies]
dev = [
    "pytest>=6.2.0",
    "pytest-cov>=2.12.0",
    "black>=21.6b0",
    "flake8>=3.9.0",
    "mypy>=0.910",
    "isort>=5.9.0",
]

[project.urls]
Homepage = "https://github.com/yourusername/financial-ts-forecasting"
Repository = "https://github.com/yourusername/financial-ts-forecasting"
Documentation = "https://github.com/yourusername/financial-ts-forecasting/blob/main/README.md"

[project.scripts]
financial-ts-train = "train:main"
financial-ts-evaluate = "evaluate:main"
financial-ts-backtest = "backtest:main"
financial-ts-app = "run_project:main"

[tool.black]
line-length = 100
target-version = ['py38', 'py39', 'py310']
include = '\.pyi?$'
extend-exclude = '''
/(
  # directories
  \.eggs
  | \.git
  | \.hg
  | \.mypy_cache
  | \.tox
  | \.venv
  | build
  | dist
  | results
  | experiments
)/
'''

[tool.isort]
profile = "black"
line_length = 100
multi_line_output = 3
include_trailing_comma = true
force_grid_wrap = 0
use_parentheses = true
ensure_newline_before_comments = true

[tool.pytest.ini_options]
testpaths = ["tests"]
python_files = ["test_*.py"]
python_classes = ["Test*"]
python_functions = ["test_*"]
addopts = [
    "--verbose",
    "--cov=src",
    "--cov-report=html",
    "--cov-report=term-missing",
]

[tool.mypy]
python_version = "3.8"
warn_return_any = true
warn_unused_configs = true
disallow_untyped_defs = false
disallow_incomplete_defs = false
check_untyped_defs = true
no_implicit_optional = true
warn_redundant_casts = true
warn_unused_ignores = true
warn_no_return = true
warn_unreachable = true
strict_equality = true

[[tool.mypy.overrides]]
module = [
    "yfinance.*",
    "streamlit.*",
    "optuna.*",
    "pyro.*",
    "seaborn.*",
]
ignore_missing_imports = true

[tool.coverage.run]
source = ["src"]
omit = [
    "*/tests/*",
    "*/test_*.py",
    "*/__pycache__/*",
]

[tool.coverage.report]
exclude_lines = [
    "pragma: no cover",
    "def __repr__",
    "raise AssertionError",
    "raise NotImplementedError",
    "if __name__ == .__main__.:",
    "if TYPE_CHECKING:",
    "pass",
]