Move to uv

.github/workflows/ci.yml

@@ -0,0 +1,27 @@
+name: "ci"
+
+on:
+  push:
+    branches: ["master"]
+  pull_request:
+    branches: ["master"]
+
+
+jobs:
+  test:
+    # The type of runner that the job will run on
+    runs-on: ${{ matrix.os }}
+    env:
+      MPLBACKEND: Agg # https://github.com/orgs/community/discussions/26434
+
+    strategy:
+      matrix:
+        os: [ ubuntu-latest, windows-latest, macos-latest ]
+        python-version: [ '3.8', '3.9', '3.10', '3.11', '3.12', '3.13' ]
+
+    # Steps represent a sequence of tasks that will be executed as part of the job
+    steps:
+      - uses: actions/checkout@v4
+      - uses: cvxgrp/.github/actions/uv/test@main
+        with:
+          python-version: ${{ matrix.python-version }}

.github/workflows/codecov.yml

@@ -16,9 +16,9 @@ jobs:
         os: [ubuntu-latest, macos-latest, windows-latest]
         python-version: ["3.12"]
     steps:
-      - uses: actions/checkout@v3
+      - uses: actions/checkout@v4
       - name: Set up Python ${{ matrix.python-version }}
-        uses: actions/setup-python@v4
+        uses: actions/setup-python@v5
         with:
           python-version: ${{ matrix.python-version }}
           cache: "pip"
@@ -30,8 +30,9 @@ jobs:
         run: |
           pip install pytest pytest-cov
           pytest --cov=./ --cov-report=xml
-      - name: Upload coverage to Codecov
-        uses: codecov/codecov-action@v3
-        with:
-          files: ./coverage.xml
-          fail_ci_if_error: true
+
+#      - name: Upload coverage to Codecov
+#        uses: codecov/codecov-action@v3
+#        with:
+#          files: ./coverage.xml
+#          fail_ci_if_error: true

.github/workflows/pre-commit.yml

@@ -0,0 +1,34 @@
+name: pre-commit
+
+on:
+  push:
+    branches: ["master"]
+  pull_request:
+    branches: ["master"]
+
+jobs:
+  #pre-commit:
+  #  runs-on: ubuntu-latest
+  #  steps:
+  #  - uses: actions/checkout@v4
+  #  - uses: pre-commit/[email protected]
+  #    with:
+  #      extra_args: '--verbose --all-files'
+
+  test:
+    runs-on: ubuntu-latest
+    steps:
+      - uses: actions/checkout@v4
+      - uses: cvxgrp/.github/actions/uv/coverage@main
+        with:
+          source-folder: 'pypfopt'
+
+
+
+  deptry:
+    runs-on: ubuntu-latest
+    steps:
+      - uses: actions/checkout@v4
+      - uses: cvxgrp/.github/actions/uv/deptry@main
+        with:
+          source-folder: 'pypfopt'

.gitignore

@@ -47,4 +47,3 @@ dist
 .eggs
 
 artifacts
-

.pre-commit-config.yaml

@@ -0,0 +1,53 @@
+repos:
+  - repo: https://github.com/pre-commit/pre-commit-hooks
+    rev: v5.0.0
+    hooks:
+      - id: check-yaml
+      - id: check-toml
+      - id: end-of-file-fixer
+      - id: trailing-whitespace
+
+  #- repo: https://github.com/psf/black
+  #  rev: 24.10.0
+  #  hooks:
+  #    - id: black
+
+  - repo: https://github.com/astral-sh/ruff-pre-commit
+    rev: 'v0.8.4'
+    hooks:
+      - id: ruff
+        args: [ --fix, --exit-non-zero-on-fix ]
+
+      # this will result in massive changes, let's delay
+      ## Run the formatter
+      #- id: ruff-format
+
+
+  - repo: https://github.com/asottile/pyupgrade
+    rev: v3.19.1
+    hooks:
+      - id: pyupgrade
+
+  - repo: https://github.com/python-jsonschema/check-jsonschema
+    rev: 0.30.0
+    hooks:
+      - id: check-github-workflows
+        args: ["--verbose"]
+
+  - repo: https://github.com/rhysd/actionlint
+    rev: v1.7.5
+    hooks:
+      - id: actionlint
+        args: [-ignore, SC]
+
+  - repo: https://github.com/abravalheri/validate-pyproject
+    rev: v0.23
+    hooks:
+      - id: validate-pyproject
+
+  # some work is needed to align the Markdown files with the "standard"
+  #- repo: https://github.com/igorshubovych/markdownlint-cli
+  #  rev: v0.43.0
+  #  hooks:
+  #    - id: markdownlint-fix
+  #      args: [ "--ignore", "book/**/*.md" ]

.python-version

@@ -0,0 +1 @@
+3.12

Makefile

@@ -0,0 +1,59 @@
+.DEFAULT_GOAL := help
+
+SHELL=/bin/bash
+
+UNAME=$(shell uname -s)
+
+.PHONY: install
+install:  ## Install a virtual environment with all extras
+	@curl -LsSf https://astral.sh/uv/install.sh | sh
+	@uv venv
+	@uv sync -vv --all-extras
+
+
+.PHONY: fmt
+fmt:  install ## Run autoformatting and linting
+	@uv pip install pre-commit
+	@uv run pre-commit install
+	@uv run pre-commit run --all-files
+
+
+.PHONY: test
+test: install ## Run tests
+	@uv run pytest
+
+
+.PHONY: clean
+clean:  ## Clean up caches and build artifacts
+	@git clean -X -d -f
+
+
+.PHONY: coverage
+coverage: install ## test and coverage
+	@uv run coverage run --source=cvx/. -m pytest
+	@uv run coverage report -m
+	@uv run coverage html
+
+	@if [ ${UNAME} == "Darwin" ]; then \
+		open htmlcov/index.html; \
+	elif [ ${UNAME} == "linux" ]; then \
+		xdg-open htmlcov/index.html 2> /dev/null; \
+	fi
+
+
+.PHONY: help
+help:  ## Display this help screen
+	@echo -e "\033[1mAvailable commands:\033[0m"
+	@grep -E '^[a-z.A-Z_-]+:.*?## .*$$' $(MAKEFILE_LIST) | awk 'BEGIN {FS = ":.*?## "}; {printf "  \033[36m%-18s\033[0m %s\n", $$1, $$2}' | sort
+
+
+.PHONY: deptry
+deptry: install ## run deptry
+	@uv pip install deptry
+	@uv run deptry -vv pypfopt
+
+
+.PHONY: jupyter
+jupyter: install ## Run jupyter lab in the cookbook folder
+	@uv pip install jupyterlab nodejs
+	@uv run jupyter lab

README.md

@@ -79,7 +79,7 @@ while to set up, but it lets you try out the cookbook recipes without having to
 
 _Note: macOS users will need to install [Command Line Tools](https://osxdaily.com/2014/02/12/install-command-line-tools-mac-os-x/)._
 
-_Note: if you are on windows, you first need to installl C++. ([download](https://visualstudio.microsoft.com/thank-you-downloading-visual-studio/?sku=BuildTools&rel=16), [install instructions](https://drive.google.com/file/d/0B4GsMXCRaSSIOWpYQkstajlYZ0tPVkNQSElmTWh1dXFaYkJr/view))_
+_Note: if you are on windows, you first need to install C++. ([download](https://visualstudio.microsoft.com/thank-you-downloading-visual-studio/?sku=BuildTools&rel=16), [install instructions](https://drive.google.com/file/d/0B4GsMXCRaSSIOWpYQkstajlYZ0tPVkNQSElmTWh1dXFaYkJr/view))_
 
 This project is available on PyPI, meaning that you can just:
 
@@ -211,7 +211,7 @@ Discrete allocation: {'GOOG': 1, 'AAPL': 4, 'FB': 12, 'BABA': 4, 'BBY': 2,
 Funds remaining: $11.89
 ```
 
-_Disclaimer: nothing about this project constitues investment advice, and the author bears no responsibiltiy for your subsequent investment decisions. Please refer to the [license](https://github.com/robertmartin8/PyPortfolioOpt/blob/master/LICENSE.txt) for more information._
+_Disclaimer: nothing about this project constitutes investment advice, and the author bears no responsibiltiy for your subsequent investment decisions. Please refer to the [license](https://github.com/robertmartin8/PyPortfolioOpt/blob/master/LICENSE.txt) for more information._
 
 ## An overview of classical portfolio optimization methods
 

.dockerignore → docker/Dockerfile.dockerignore

@@ -1,11 +1,11 @@
 # Environments
 .env
-.venv
+../.venv
 env/
 venv/
 ENV/
 env.bak/
 venv.bak/
 
 */__pycache__
-*/*.pyc
+*/*.pyc

docs/About.rst

@@ -16,6 +16,3 @@ lie in the implementation. At the same time, I realised that existing open-sourc
 for several reasons, and that people 'out there' might benefit from a
 well-documented and intuitive API. This is what motivated the development of
 PyPortfolioOpt.
-
-
-