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pyproject.toml
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pyproject.toml
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[tool.poetry]
name = "pfhedge"
version = "0.23.0"
description = "Deep Hedging in PyTorch"
authors = ["Shota Imaki <[email protected]>", "Masanori Hirano <[email protected]>"]
license = "MIT"
repository = "https://github.com/pfnet-research/pfhedge"
[tool.poetry.dependencies]
python = "^3.8.1"
torch = ">=1.9.0,<3.0.0"
tqdm = "^4.62.3"
numpy = [{version = "^1.26", python = ">=3.9"}, {version = "<1.25", python = "=3.8"}]
[tool.poetry.dev-dependencies]
pytest = "^6.2.5"
black = "21.9b0"
isort = "5.9.3"
pytest-cov = "^3.0.0"
Sphinx = "^4.2.0"
sphinx-autobuild = "^2021.3.14"
sphinx-copybutton = "^0.4.0"
furo = "^2021.9.22"
codecov = "^2.1.12"
click = "8.0.4"
flake8 = "4.0.1"
scipy = [{ version = "^1.10.1", markers = "python_version < '3.9'" }, { version = "^1.12.0", markers = "python_version >= '3.9'" }]
mypy = "^1.11.1"
pyproject-flake8 = "4.0.1"
[build-system]
requires = ["poetry-core>=1.0.0"]
build-backend = "poetry.core.masonry.api"
[tool.pytest.ini_options]
markers = ["gpu: tests using gpu"]
[tool.black]
line-length = 88
exclude = '/(__pycache__|__init__\.py|\.git|\.cache|\.mypy_cache|docs|build|dist|\.venv)/'
[tool.isort]
profile = 'black'
ensure_newline_before_comments = true
force_grid_wrap = 0
force_single_line = true
include_trailing_comma = true
known_first_party = ["pfhedge"]
skip = [
".cache",
".git",
"__pycache__",
"docs",
"build",
"dist",
".venv"]
line_length = 88
multi_line_output = 3
use_parentheses = true
[tool.mypy]
disallow_untyped_defs = true
ignore_missing_imports = true
exclude = [
".cache",
".git",
"__pycache__",
"docs",
"build",
"dist",
".venv"]
[tool.flake8]
ignore = "E203,E231,E501,W503"
max-line-length = 88
exclude = [
".cache",
".git",
"__pycache__",
"docs",
"build",
"dist",
".venv",
"__init__.py",
"qfeval",
]
select = "B,B950,C,E,F,W"