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110 lines (99 loc) · 3.08 KB
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[project]
name = "vgi-quant"
version = "0.1.0"
description = "Option pricing + Greeks, bond pricing/yield, and day-count math for DuckDB via VGI (QuantLib)"
readme = "README.md"
keywords = [
"duckdb",
"apache-arrow",
"vgi",
"sql",
"quantitative-finance",
"quantlib",
"options",
"black-scholes",
"greeks",
"bonds",
"yield",
"duration",
"day-count",
]
license = { file = "LICENSE" }
authors = [{ name = "Query Farm LLC", email = "hello@query.farm" }]
classifiers = [
"License :: OSI Approved :: MIT License",
"Development Status :: 4 - Beta",
"Intended Audience :: Developers",
"Intended Audience :: Financial and Insurance Industry",
"Programming Language :: Python :: 3",
"Programming Language :: Python :: 3 :: Only",
"Topic :: Database",
"Topic :: Office/Business :: Financial",
"Topic :: Software Development :: Libraries :: Python Modules",
"Typing :: Typed",
]
requires-python = ">=3.13"
dependencies = [
# Floored at 0.15.0: this worker exposes a browsable Table
# (day_count_conventions), which is listed over the table-contents RPC.
# vgi-python 0.15.0 renamed that RPC field (required_field_filter_paths ->
# required_filters) and the released signed vgi community extension now
# expects the new name — ATTACH against 0.14.x hard-fails with an
# out-of-date Apache Arrow schema. 0.15.0 is required for the extension to
# attach.
"vgi-python>=0.15.0",
"QuantLib>=1.42",
"pyarrow",
]
[project.optional-dependencies]
# HTTP transport: the worker can serve over HTTP (`quant_worker.py --http`) in
# addition to stdio. That path needs vgi-python's `http` extra (waitress).
# CI's http transport leg installs this via `uv sync --extra http`.
http = [
# Kept in lockstep with the base dependency floor above (browsable-Table
# table-contents RPC schema requires vgi-python >= 0.15.0).
"vgi-python[http]>=0.15.0",
]
dev = [
"pytest>=8",
"ruff",
"mypy",
"pydoclint",
]
[build-system]
requires = ["hatchling"]
build-backend = "hatchling.build"
[tool.hatch.build.targets.wheel]
packages = ["vgi_quant"]
[tool.ruff]
line-length = 120
target-version = "py313"
[tool.ruff.lint]
select = ["E", "F", "I", "UP", "B", "SIM", "D"]
[tool.ruff.lint.per-file-ignores]
# Docstrings (D) are enforced on the worker package/script (product code), not tests.
"tests/**" = ["D"]
"conftest.py" = ["D"]
[tool.ruff.lint.pydocstyle]
convention = "google"
[tool.ruff.format]
quote-style = "double"
[tool.pydoclint]
# Docstring consistency gate (complements ruff's D rules: ruff checks docstring
# shape, pydoclint checks documented args/returns/attrs match the code).
style = "google"
arg_type_hints_in_docstring = false
check_return_types = false
check_yield_types = false
check_class_attributes = true
skip_checking_raises = true
allow_init_docstring = true
[tool.mypy]
python_version = "3.13"
strict = true
warn_return_any = true
warn_unused_ignores = true
[[tool.mypy.overrides]]
# Genuinely untyped third-party library (no stubs published).
module = ["QuantLib.*"]
ignore_missing_imports = true