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pyproject.toml
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pyproject.toml
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[tool.poetry]
name = "volatility"
version = "0.1.0"
description = "Code for the paper Volatility is (mostly) path-dependent - Guyon, Lekeufack (2022)."
authors = ["Juraj Zelman <[email protected]>"]
packages = [{include = "<ml_finance>"}]
[tool.poetry.dependencies]
python = ">=3.11.0, <3.13"
matplotlib = "^3.8.0"
numpy = "^1.26.0"
scikit-learn = "^1.3.1"
yfinance = "^0.2.31"
pandas = "^2.1.1"
statsmodels = "^0.14.0"
seaborn = "^0.13.0"
[tool.poetry.group.dev.dependencies]
pre-commit = "^3.0.4"
mypy = "^1.0.0"
ipykernel = "^6.25.2"
[tool.poetry.group.test.dependencies]
pytest = "^7.2.1"
pytest-cov = "^4.0.0"
[build-system]
requires = ["poetry-core"]
build-backend = "poetry.core.masonry.api"
[tool.black]
line-length = 80
safe = true
[tool.isort]
profile = "black"
skip_gitignore = true
line_length = 80
[tool.coverage.report]
exclude_lines = ["pragma: no cover"]
[tool.bandit]
exclude_dirs = ["tests"]