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pyproject.toml
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[tool.poetry]
name = "nautilus_trader"
version = "1.157.0"
description = "A high-performance algorithmic trading platform and event-driven backtester"
authors = ["Nautech Systems <[email protected]>"]
license = "LGPL-3.0-or-later"
readme = "README.md"
homepage = "https://nautilustrader.io"
repository = "https://github.com/nautechsystems/nautilus_trader"
classifiers = [
"License :: OSI Approved :: GNU Lesser General Public License v3 or later (LGPLv3+)",
"Operating System :: OS Independent",
"Development Status :: 4 - Beta",
"Programming Language :: Python :: 3.9",
"Programming Language :: Python :: 3.10",
"Topic :: Software Development :: Libraries",
"Topic :: Software Development :: Libraries :: Python Modules",
"Topic :: Scientific/Engineering",
"Topic :: Office/Business :: Financial",
"Topic :: Office/Business :: Financial :: Investment",
"Intended Audience :: Developers",
"Intended Audience :: Financial and Insurance Industry",
"Intended Audience :: Science/Research",
]
include = [
# Rust source must be included in the source distributions
{ path = "nautilus_core/*", format = "sdist" },
{ path = "nautilus_core/*[!target]*/*", format = "sdist" },
# Compiled extensions must be included in the wheel distributions
{ path = "nautilus_trader/**/*.so", format = "wheel" },
{ path = "nautilus_trader/**/*.pyd", format = "wheel" },
]
[build-system]
requires = [
"setuptools",
"poetry-core>=1.3.2",
"numpy>=1.23.4",
"Cython==3.0.0a9",
]
build-backend = "poetry.core.masonry.api"
[tool.poetry.build]
script = "build.py"
generate-setup-file = false
[tool.poetry.dependencies]
python = ">=3.9,<3.11"
cython = "3.0.0a9" # Pinned at 3.0.0a9
aiodns = "^3.0.0"
aiohttp = "^3.8.3"
click = "^8.1.3"
cloudpickle = "^2.2.0"
frozendict = "^2.3.2"
fsspec = "^2022.10.0"
msgspec = "^0.9.0"
numpy = "^1.23.3"
pandas = "^1.5.1"
psutil = "^5.9.3"
pyarrow = "^8.0.0"
pydantic = "^1.10.2"
pytz = "^2022.2.5"
tabulate = "^0.9.0"
toml = "^0.10.2"
tqdm = "^4.64.1"
uvloop = { version = "^0.17.0", markers = "sys_platform != 'win32'" }
hiredis = { version = "^2.0.0", optional = true }
ib_insync = { version = "^0.9.70", optional = true }
redis = { version = "^4.3.4", optional = true }
# Removed due to 3.10 windows build issue - https://github.com/docker/docker-py/issues/2902
# docker = {version = "^5.0.3", optional = true }
[tool.poetry.dev-dependencies]
black = "^22.10.0"
coverage = "^6.5.0"
isort = "^5.10.1"
nox = "^2022.8.7"
numpydoc = "^1.5.0"
mypy = "^0.982"
pre-commit = "^2.20.0"
pytest = "^7.1.3"
pytest-asyncio = "^0.18.3" # Pinned at 0.18.x due breaking changes for 0.19.x
pytest-benchmark = "^3.4.1"
pytest-cov = "4.0.0"
pytest-mock = "^3.10.0"
pytest-xdist = { version = "^2.5.0", extras = ["psutil"] }
linkify-it-py = "^2.0.0"
myst-parser = "^0.18.1"
sphinx_comments = "^0.0.3"
sphinx_copybutton = "^0.5.0"
sphinx-external-toc = "^0.3.0"
sphinx-material = "^0.0.35"
sphinx_togglebutton = "^0.3.0"
types-pytz = "^2022.5.0"
types-redis = "^4.3.21"
types-requests = "^2.28.11"
types-toml = "^0.10.8"
[tool.poetry.extras]
ib = ["ib_insync"]
redis = ["hiredis", "redis"]
##########################################################
# Formatter configs
##########################################################
[tool.isort]
py_version = "39"
skip_glob = ["**/rust/*"]
combine_as_imports = true
line_length = 100
ensure_newline_before_comments = true
force_single_line = true
single_line_exclusions = ["typing"]
include_trailing_comma = true
multi_line_output = 3
lines_after_imports = 2
use_parentheses = true
filter_files = true
[tool.black]
target_version = ["py39", "py310", "py311"]
line_length = 100
##########################################################
# Static analysis configs #
##########################################################
[tool.mypy]
python_version = "3.9"
# disallow_incomplete_defs = true
explicit_package_bases = true
ignore_missing_imports = true
namespace_packages = true
no_strict_optional = true
warn_no_return = true
warn_unused_configs = true
warn_unused_ignores = true
##########################################################
# Test configs #
##########################################################
[tool.pytest.ini_options]
testpaths = ["tests"]
addopts = "-ra --new-first --failed-first --doctest-modules --doctest-glob=\"*.pyx\""
filterwarnings = [
"ignore::UserWarning",
"ignore::DeprecationWarning",
]
[tool.coverage.run]
plugins = ["Cython.Coverage"]
source = ["nautilus_trader"]
omit = [
"nautilus_trader/adapters/binance*",
"nautilus_trader/adapters/deribit*",
"nautilus_trader/adapters/ftx*",
"nautilus_trader/adapters/ib*",
"nautilus_trader/examples*",
"nautilus_trader/persistence/migrations/*",
]
[tool.coverage.report]
fail_under = 0
show_missing = true