AlphaFactory/pyproject.toml at main · ShellPayant/AlphaFactory · GitHub

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[project]
name = "alpha-factory"
version = "0.1.0"
description = "AlphaFactory — systematic algo trading research & execution lab (US equities, Nautilus-hybrid)"
authors = [{ name = "AlphaFactory" }]
readme = "README.md"
requires-python = ">=3.12,<3.13"

dependencies = [
    # --- Trading engine (handles backtest + live with code equivalence) ---
    "nautilus-trader>=1.196.0",

    # --- Data processing ---
    "polars>=1.10.0",
    "pandas>=2.2.0",
    "numpy>=1.26.0",
    "pyarrow>=17.0.0",
    "duckdb>=1.1.0",

    # --- Market data ---
    "polygon-api-client>=1.14.0",
    "alpaca-py>=0.30.0",

    # --- Macro overlay & data QA ---
    # `arch` — GARCH(1,1) for daily volatility regime (NOT for trading signals;
    # see memory/project_ml_dl_decision.md).
    # `scikit-learn` — IsolationForest for unsupervised bar-quality anomaly
    # detection (NOT for trading signals; data-QA only).
    "arch>=7.0.0",
    "scikit-learn>=1.5.0",

    # --- Service layer (dashboards, APIs) ---
    "fastapi>=0.115.0",
    "uvicorn>=0.32.0",
    "streamlit>=1.40.0",
    "plotly>=5.24.0",

    # --- Config / utility ---
    "pydantic>=2.9.0",
    "pydantic-settings>=2.6.0",
    "pyyaml>=6.0.0",
    "python-dotenv>=1.0.0",
    "loguru>=0.7.0",
    "httpx>=0.27.0",
    "click>=8.1.0",
]

[project.optional-dependencies]
dev = [
    "pytest>=8.3.0",
    "pytest-cov>=5.0.0",
    "pytest-asyncio>=0.24.0",
    "hypothesis>=6.115.0",
    "ruff>=0.7.0",
    "mypy>=1.13.0",
    "ipykernel>=6.29.0",
    "jupyterlab>=4.2.0",
]

[build-system]
requires = ["hatchling"]
build-backend = "hatchling.build"

[tool.hatch.build.targets.wheel]
packages = ["src"]

# ---------------- Tooling ----------------

[tool.ruff]
line-length = 100
target-version = "py312"
src = ["src", "tests"]

[tool.ruff.lint]
select = [
    "E", "F", "W",     # pycodestyle + pyflakes
    "I",                # isort
    "N",                # pep8-naming
    "UP",               # pyupgrade
    "B",                # bugbear
    "SIM",              # simplify
    "RUF",              # ruff-specific
    "PD",               # pandas-vet
]
ignore = [
    "E501",             # line length (handled by formatter)
    "PD901",            # df is fine
]

[tool.mypy]
python_version = "3.12"
strict = true
warn_unused_ignores = true
disallow_untyped_defs = true
no_implicit_optional = true
show_error_codes = true

[[tool.mypy.overrides]]
module = ["nautilus_trader.*", "polygon.*", "alpaca.*", "duckdb.*"]
ignore_missing_imports = true

[tool.pytest.ini_options]
testpaths = ["tests"]
addopts = "-ra --strict-markers --strict-config"
markers = [
    "slow: marks tests as slow",
    "integration: marks tests as integration tests",
    "live: marks tests that require live API keys (deselect with -m 'not live')",
]