994bb59641
- pytest-xdist added to dev deps; addopts='-n auto' runs the ~1940-test suite across all cores (~6-9min -> ~1.5min); registered a 'slow' marker for a serial '-m "not slow"' loop. - equity_backtest_runner liquidity fixture: trimmed the 3000-bar (8yr) LIVELONG/ILLIQUID histories to 800 bars (still >> min_history=300, multi-year for peak-yearly ranking) — the peak-yearly aggregation over 8yr was the cost: 50s/30s/19s tests -> ~5.8s each, assertions unchanged. - paper_sim perf guards: made them parallel-robust (the wall-clock <1.6s bound flaked under -n auto CPU contention). full-history guard relaxed to <10s (it targets an O(D²) blowup = orders of magnitude, not a constant factor); cheap-reapply made RELATIVE (< full/10, ratio is contention-invariant). Both marked slow. Full suite 1940 passed. Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
85 lines
3.0 KiB
TOML
85 lines
3.0 KiB
TOML
[project]
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name = "fxhnt"
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version = "0.1.0"
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description = "Agentic strategy-research & multi-strategy execution platform — discover, backtest, OOS-validate at scale"
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requires-python = ">=3.11"
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dependencies = [
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"numpy>=1.26",
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"pydantic>=2.6",
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"pydantic-settings>=2.2",
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"sqlalchemy>=2.0",
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"duckdb>=1.0",
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"typer>=0.12",
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"scikit-learn>=1.4",
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# Pin protobuf < 6: protobuf 6's runtime-version validator rejects grpcio-health-checking 1.82's stubs
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# (VersionError), which crashes the dagster webserver + daemon on code-location load. Keep the 5.x line
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# that dagster 1.12 / grpcio were built against. (Transitive dep; pinned directly to hold it back.)
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"protobuf<6",
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]
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[project.optional-dependencies]
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dev = ["pytest>=8.0", "pytest-xdist>=3.6", "hypothesis>=6.100", "ruff>=0.5", "mypy>=1.10"]
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crypto = ["ccxt>=4.4"]
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ibkr = ["ib-async>=2.0"]
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agent = ["langgraph>=0.2", "langchain-core>=0.3", "langchain-ollama>=0.2"]
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data = ["databento>=0.50"]
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web = ["fastapi>=0.110", "uvicorn[standard]>=0.29", "jinja2>=3.1", "httpx>=0.27"]
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pg = ["psycopg[binary]>=3.1"]
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factory = ["scipy>=1.11"]
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orchestration = ["dagster>=1.12,<1.13", "dagster-webserver>=1.12,<1.13", "dagster-postgres>=0.28,<0.29"]
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# Surfer PoC paper-track (vendored crypto XS-momentum + VRP). torch is a faithful-port requirement
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# (signal_sweep.sharpe_t/validate + surfer_poc.backtest use it) — CPU wheel only (no GPU in the cockpit pod).
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poc = ["torch>=2.2"]
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[tool.uv.sources]
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torch = { index = "pytorch-cpu" }
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[[tool.uv.index]]
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name = "pytorch-cpu"
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url = "https://download.pytorch.org/whl/cpu"
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explicit = true
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[project.scripts]
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fxhnt = "fxhnt.cli:app"
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[build-system]
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requires = ["setuptools>=68"]
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build-backend = "setuptools.build_meta"
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[tool.setuptools.packages.find]
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where = ["src"]
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# Ship the cockpit web assets (Jinja2 templates + logo/htmx static) inside the wheel — without this,
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# `pip install .` omits non-Python files and `fxhnt serve` crashes on a missing static/ dir in the image.
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[tool.setuptools.package-data]
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"fxhnt.adapters.web" = ["templates/*.html", "static/*"]
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[tool.ruff]
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line-length = 120
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target-version = "py311"
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[tool.ruff.lint]
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select = ["E", "F", "I", "UP", "B", "SIM"]
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[tool.mypy]
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python_version = "3.11"
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strict = true
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ignore_missing_imports = true
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# Vendored third-party code (faithful verbatim copies, only import/path edits) is intentionally untyped —
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# annotating it would diverge from upstream. Exclude it from strict checking; callers treat it as Any.
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exclude = '^src/fxhnt/vendor/'
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[[tool.mypy.overrides]]
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module = "fxhnt.vendor.*"
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ignore_errors = true
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follow_imports = "skip"
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[tool.pytest.ini_options]
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pythonpath = ["src"]
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testpaths = ["tests"]
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# Parallel by default: the suite is sqlite-per-test / tmp_path isolated, so it fans out cleanly across
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# cores (~7min serial -> ~1min on 16 cores). Override with `-n0` to force serial for debugging.
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addopts = "-n auto"
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markers = [
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"slow: heavy real-compute/DB tests (4-sleeve walk-forwards, gauntlet DSR, forward-engine recompute). Skip the fast inner loop with `-m 'not slow'`.",
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]
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