Merge pull request #117 from hudson-and-thames/develop

Release 1.0.0

.bumpversion.cfg

@@ -1,9 +1,13 @@
 [bumpversion]
-current_version = 0.9.1
+current_version = 1.0.0
 commit = False
 tag = False
 tag_name = {new_version}
 
-[bumpversion:file:setup.cfg]
+[bumpversion:file:pyproject.toml]
+search = version = "{current_version}"
+replace = version = "{new_version}"
 
 [bumpversion:file:docs/source/conf.py]
+search = release = "{current_version}"
+replace = release = "{new_version}"

.coveragerc

@@ -3,6 +3,7 @@ directory = build/coverage/html
 
 [run]
 branch = True
+parallel = True
 omit =
      *__init__*
      arbitragelab/network/imports.py

.github/workflows/publish-final-dist.yaml

@@ -0,0 +1,36 @@
+name: Publish Distribution to PyPI
+
+on:
+  push:
+    tags:
+      - '[0-9]+.[0-9]+.[0-9]'
+
+jobs:
+  build-and-publish-final-dist:
+    runs-on: ubuntu-latest
+    steps:
+      - name: Check out code
+        uses: actions/checkout@v4
+
+      - name: Set up Python
+        uses: actions/setup-python@v5
+        with:
+          python-version: '3.8'
+
+      - name: Install Poetry
+        run: |
+          pip install poetry
+
+      - name: Install dependencies
+        run: |
+          poetry install --without docs,tests
+
+      - name: Build the package
+        run: |
+          poetry build
+
+      - name: Publish to TestPyPI
+        env:
+          POETRY_PYPI_TOKEN_PYPI: ${{ secrets.PYPI_API_TOKEN }}
+        run: |
+          poetry publish 

.github/workflows/publish-test-dist.yaml

@@ -0,0 +1,37 @@
+name: Publish Distribution to TestPyPI
+
+on:
+  push:
+    tags:
+      - '[0-9]+.[0-9]+.[0-9]+-dev'
+
+jobs:
+  build-and-publish-test-dist:
+    runs-on: ubuntu-latest
+    steps:
+      - name: Check out code
+        uses: actions/checkout@v4
+
+      - name: Set up Python
+        uses: actions/setup-python@v4
+        with:
+          python-version: '3.8'
+
+      - name: Install Poetry
+        run: |
+          pip install poetry
+
+      - name: Install dependencies
+        run: |
+          poetry install --without docs,tests
+
+      - name: Build the package
+        run: |
+          poetry build
+
+      - name: Publish to TestPyPI
+        env:
+          POETRY_PYPI_TOKEN_TESTPYPI: ${{ secrets.TEST_PYPI_API_TOKEN }}
+        run: |
+          poetry config repositories.testpypi https://test.pypi.org/legacy/
+          poetry publish -r testpypi

.github/workflows/python-tests.yaml

@@ -0,0 +1,126 @@
+name: Test code and documentation
+
+on:
+  push:
+    branches:
+      - develop
+  pull_request:
+    branches:
+      - develop
+
+jobs:
+  test-code-style:
+    runs-on: ubuntu-latest
+    strategy:
+      matrix:
+        python-version: ['3.8', '3.9', '3.10', '3.11', '3.12']
+
+    steps:
+      - name: Checkout code
+        uses: actions/checkout@v4
+
+      - name: Set up Python
+        uses: actions/setup-python@v5
+        with:
+          python-version: ${{ matrix.python-version }}
+
+      - name: Install Poetry
+        run: |
+          pip install --upgrade pip
+          pip install poetry
+
+
+      - name: Install dependencies
+        run: |
+          poetry install --without docs
+
+      - name: Run Pylint
+        run: |
+          poetry run pylint arbitragelab tests --rcfile=.pylintrc --output-format=text --output=pylint-report.txt
+
+      - name: Upload test results
+        uses: actions/upload-artifact@v4
+        with:
+          name: pylint-report-${{ matrix.python-version }}
+          path: pylint-report.txt
+
+
+  test-coverage:
+    runs-on: ubuntu-latest
+    strategy:
+      matrix:
+        python-version: ['3.8', '3.9', '3.10', '3.11', '3.12']
+
+    steps:
+      - name: Checkout code
+        uses: actions/checkout@v4
+
+      - name: Set up Python
+        uses: actions/setup-python@v5
+        with:
+          python-version: ${{ matrix.python-version }}
+
+      - name: Install Poetry
+        run: |
+          pip install --upgrade pip
+          pip install poetry
+
+      - name: Install dependencies
+        run: |
+          poetry install --without docs
+
+      - name: Run tests with coverage
+        run: |
+          poetry run pytest tests/ --cov=arbitragelab --cov-report=term --cov-branch --cov-config=.coveragerc
+
+      - name: Generate coverage HTML report
+        run: poetry run coverage html
+
+      - name: Upload Coverage HTML Report as Artifact
+        uses: actions/upload-artifact@v4
+        with:
+          name: coverage-html-${{ matrix.python-version }}
+          path: build/coverage/html/index.html
+
+      - name: Check coverage
+        run: poetry run coverage report --fail-under=100
+
+  test-docs:
+    runs-on: ubuntu-latest
+    strategy:
+      matrix:
+        python-version: [3.8]
+
+    steps:
+      - name: Checkout code
+        uses: actions/checkout@v4
+
+      - name: Set up Python
+        uses: actions/setup-python@v5
+        with:
+          python-version: ${{ matrix.python-version }}
+
+      - name: Install Poetry
+        run: |
+          pip install poetry
+
+      - name: Install requirements
+        run: |
+          poetry install --without tests
+
+      - name: Build documentation
+        run: |
+          cd docs
+          poetry run make html
+
+      - name: Run doctests
+        run: |
+          cd docs
+          poetry run make doctest
+
+      - name: Upload doctest results as an artifact
+        uses: actions/upload-artifact@v4
+        with:
+          name: doctest-results
+          path: docs/build/doctest/output.txt
+

.pylintrc

@@ -41,11 +41,11 @@ load-plugins=
 # Reference: http://pylint-messages.wikidot.com/all-codes
 disable=I,
         maybe-no-member,
-        star-args,
-        abstract-class-not-used,
+#        star-args,
+#        abstract-class-not-used,
         duplicate-code,
         superfluous-parens,
-        abstract-class-little-used,
+#        abstract-class-little-used,
         too-few-public-methods,
         RP0401,
         RP0801,
@@ -70,7 +70,7 @@ output-format=text
 # Put messages in a separate file for each module / package specified on the
 # command line instead of printing them on stdout. Reports (if any) will be
 # written in a file name "pylint_global.[txt|html]".
-files-output=no
+#files-output=no
 
 # Tells whether to display a full report or only the messages
 reports=yes
@@ -91,7 +91,7 @@ msg-template={C}:{line:3d},{column:2d}: [{obj}] {msg} ({msg_id} - {symbol})
 [BASIC]
 
 # List of builtins function names that should not be used, separated by a comma
-bad-functions=map,filter,apply,input
+#bad-functions=map,filter,apply,input
 
 # Regular expression which should only match correct module names
 module-rgx=(([a-z_][a-z0-9_]*)|([A-Z][a-zA-Z0-9]+))$
@@ -275,4 +275,4 @@ int-import-graph=
 
 # Exceptions that will emit a warning when being caught. Defaults to
 # "Exception"
-overgeneral-exceptions=Exception
+overgeneral-exceptions=builtins.Exception

.readthedocs.yml

@@ -1,24 +1,20 @@
 # .readthedocs.yml
 # Read the Docs configuration file
-# See https://docs.readthedocs.io/en/stable/config-file/v2.html for details
 
-# Required
 version: 2
 
 build:
-  os: ubuntu-22.04
+  os: "ubuntu-22.04"
   tools:
     python: "3.8"
+  jobs:
+    post_create_environment:
+      # Install poetry
+      - pip install poetry
+    post_install:
+      # Install dependencies
+      - VIRTUAL_ENV=$READTHEDOCS_VIRTUALENV_PATH poetry install --only docs
 
-# Build documentation in the docs/ directory with Sphinx
 sphinx:
-   configuration: docs/source/conf.py
-
-# Optionally build your docs in additional formats such as PDF
-formats: []
-
-# Optionally set the version of Python and requirements required to build your docs
-python:
-   install:
-      - requirements: docs/source/requirements.txt
+  configuration: docs/source/conf.py
 

arbitragelab/__init__.py

@@ -2,6 +2,7 @@
 ArbitrageLab helps portfolio managers and traders who want to leverage the power of Statistical Arbitrage by providing
 reproducible, interpretable, and easy to use tools.
 """
+# pylint: disable=consider-using-from-import
 
 import arbitragelab.codependence as codependence
 import arbitragelab.cointegration_approach as cointegration_approach

arbitragelab/codependence/codependence_matrix.py

@@ -13,7 +13,7 @@
 from arbitragelab.codependence.optimal_transport import optimal_transport_dependence
 
 
-# pylint: disable=invalid-name
+# pylint: disable=invalid-name, unnecessary-lambda-assignment
 def get_dependence_matrix(df: pd.DataFrame, dependence_method: str, theta: float = 0.5,
                           n_bins: int = None, normalize: bool = True,
                           estimator: str = 'standard', target_dependence: str = 'comonotonicity',

arbitragelab/codependence/optimal_transport.py

@@ -2,6 +2,7 @@
 Implementations of Optimal Copula Transport dependence measure proposed by Marti et al.: https://arxiv.org/abs/1610.09659
 And implemented in the blog post by Marti: https://gmarti.gitlab.io/qfin/2020/06/25/copula-optimal-transport-dependence.html
 """
+# pylint: disable=broad-exception-raised
 
 import warnings
 import numpy as np

arbitragelab/cointegration_approach/coint_sim.py

@@ -2,6 +2,7 @@
 """
 This module allows simulation of cointegrated time series pairs.
 """
+# pylint: disable=consider-using-f-string
 
 from typing import Tuple, Optional