robust-eventstudy/pyproject.toml at main · studiofarzulla/robust-eventstudy · GitHub

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

[project]
name = "robust-eventstudy"
version = "0.1.0"
description = "Dependence-robust inference toolkit for heavy-tailed cross-asset event studies"
readme = "README.md"
license = {text = "MIT"}
authors = [
    {name = "Murad Farzulla", email = "murad@farzulla.org"}
]
maintainers = [
    {name = "Murad Farzulla", email = "murad@farzulla.org"}
]
keywords = [
    "event-study",
    "bootstrap",
    "garch",
    "gjr-garch",
    "t-copula",
    "cross-sectional-correlation",
    "design-effect",
    "clustered-inference",
    "econometrics",
    "cryptocurrency",
    "finance",
]
classifiers = [
    "Development Status :: 4 - Beta",
    "Intended Audience :: Science/Research",
    "Intended Audience :: Financial and Insurance Industry",
    "License :: OSI Approved :: MIT License",
    "Operating System :: OS Independent",
    "Programming Language :: Python :: 3",
    "Programming Language :: Python :: 3.11",
    "Programming Language :: Python :: 3.12",
    "Programming Language :: Python :: 3.13",
    "Topic :: Scientific/Engineering :: Mathematics",
    "Topic :: Office/Business :: Financial :: Investment",
    "Typing :: Typed",
]
requires-python = ">=3.11"
dependencies = [
    "numpy>=1.24",
    "pandas>=2.0",
    "scipy>=1.10",
    "gjr-garch-x>=0.3.0",
]

[project.optional-dependencies]
speed = [
    "gjr-garch-x[speed]>=0.3.0",
]
dev = [
    "pytest>=7.0.0",
    "pytest-cov>=4.0.0",
    "ruff>=0.1.0",
    "mypy>=1.0.0",
    "pandas-stubs>=2.0.0",
]

[project.urls]
Homepage = "https://github.com/studiofarzulla/robust-eventstudy"
Documentation = "https://github.com/studiofarzulla/robust-eventstudy#readme"
Repository = "https://github.com/studiofarzulla/robust-eventstudy"
Issues = "https://github.com/studiofarzulla/robust-eventstudy/issues"
Changelog = "https://github.com/studiofarzulla/robust-eventstudy/blob/main/CHANGELOG.md"

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

[tool.hatch.build.targets.sdist]
include = [
    "/src",
    "/tests",
    "/README.md",
    "/CHANGELOG.md",
    "/LICENSE",
    "/CITATION.cff",
]

[tool.ruff]
line-length = 88
target-version = "py311"

[tool.ruff.lint]
select = ["E", "F", "I", "N", "W", "UP", "B", "C4", "SIM"]
ignore = ["E501"]  # Line length handled by formatter

[tool.mypy]
python_version = "3.11"
warn_return_any = true
warn_unused_configs = true
disallow_untyped_defs = true
packages = ["robust_eventstudy"]

[[tool.mypy.overrides]]
module = ["scipy", "scipy.*", "numpy", "numpy.*"]
ignore_missing_imports = true
follow_imports = "skip"
follow_imports_for_stubs = true

[[tool.mypy.overrides]]
module = ["pandas", "pandas.*"]
ignore_missing_imports = true

[tool.pytest.ini_options]
testpaths = ["tests"]
addopts = "-v"
markers = [
    "fullb: full-B bootstrap reproductions of the paper's committed results (minutes with numba, ~10x longer without; opt in with -m fullb)",
]