mirror of
https://github.com/triqbit/mt5-ai-xauusd-trader.git
synced 2026-11-02 06:56:15 +00:00
73b83701f7
* feat: implement institutional-grade research reporting system - Implement structured report objects via Pydantic in src/research/reporting.py. - Add granular sections for Risk Audit, Data Quality, Regime Analysis, and Stress Testing. - Enhance reporting with metrics like Walk-Forward Efficiency (WFE) and Sharpe decay. - Create professional Jinja2 templates for Markdown and HTML exports. - Update research modules to populate new institutional-grade metrics. - Expand test suite to verify reporting integrity and formatting. - Ensure Python 3.10+ compatibility with timezone-aware timestamps. Co-authored-by: saysgrok <279469430+saysgrok@users.noreply.github.com> * feat: institutional research reporting system improvements - Implement structured report objects via Pydantic in src/research/reporting.py. - Add granular sections for Risk Audit, Data Quality, Regime Analysis, and Stress Testing. - Enhance reporting with metrics like Walk-Forward Efficiency (WFE) and Sharpe decay. - Create professional Jinja2 templates for Markdown and HTML exports. - Update research modules to populate new institutional-grade metrics. - Expand test suite to verify reporting integrity and formatting. - Ensure Python 3.10+ compatibility with timezone-aware timestamps. - Fix dependency conflict with python-socketio in pyproject.toml. - Resolve Ruff and Mypy violations in reporting modules. Co-authored-by: saysgrok <279469430+saysgrok@users.noreply.github.com> --------- Co-authored-by: google-labs-jules[bot] <161369871+google-labs-jules[bot]@users.noreply.github.com> Co-authored-by: saysgrok <279469430+saysgrok@users.noreply.github.com>
144 lines
3.9 KiB
TOML
144 lines
3.9 KiB
TOML
[build-system]
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requires = ["setuptools>=65.0"]
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build-backend = "setuptools.build_meta"
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[project]
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name = "mt5-ai-xauusd-trader"
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version = "1.1.0-rc7"
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description = "AI/ML Trading Bot for MetaTrader 5 - XAUUSD Gold Trading"
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authors = [{name = "triqbit"}]
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readme = "README.md"
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license = {text = "MIT"}
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requires-python = ">=3.10"
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classifiers = [
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"Programming Language :: Python :: 3",
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"License :: OSI Approved :: MIT License",
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]
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dependencies = [
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"torch==2.5.1",
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"stable-baselines3==2.8.0",
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"gymnasium==1.0.0",
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"numpy==1.26.4",
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"scipy==1.15.3",
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"scikit-learn==1.6.1",
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"pandas==2.2.3",
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"TA-Lib==0.6.4",
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"requests==2.33.1",
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"aiohttp==3.13.4",
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"httpx==0.28.1",
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"psycopg2-binary==2.9.10",
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"sqlalchemy==2.0.38",
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"alembic==1.14.1",
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"redis==7.4.0",
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"prometheus-client==0.21.1",
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"structlog==25.5.0",
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"rich==13.9.4",
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"tqdm==4.67.1",
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"jinja2==3.1.6",
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"fastapi==0.136.1",
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"uvicorn[standard]==0.34.0",
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"python-dotenv==1.2.2",
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"pydantic==2.13.4",
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"pydantic-settings==2.14.1",
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"tomli==2.2.1",
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"python-dateutil==2.9.0.post0",
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"nest-asyncio==1.6.0",
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"pytz==2026.2",
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"click==8.1.8",
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"tabulate==0.9.0",
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"joblib==1.4.2",
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"python-telegram-bot==21.10",
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"psutil==7.2.2",
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"optuna==4.8.0",
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"python-socketio<5.0.0",
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"MetaTrader5==5.0.5735; sys_platform == 'win32'",
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"metaapi-cloud-sdk==29.1.1",
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]
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[project.optional-dependencies]
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dev = [
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"pre-commit==4.1.0",
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"ruff==0.9.6",
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"mypy==1.15.0",
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"pip-audit",
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]
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test = [
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"pytest==9.0.3",
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"pytest-asyncio==1.3.0",
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"pytest-mock==3.15.1",
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"pytest-cov==7.1.0",
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"hypothesis==6.125.2",
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"types-redis==4.6.0.20241004",
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"types-requests==2.32.0.20241016",
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"types-python-dateutil==2.9.0.20260508",
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"types-setuptools==82.0.0.20260508",
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"types-PyYAML==6.0.12.20260510",
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]
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[tool.setuptools.packages.find]
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where = ["."]
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include = ["src*"]
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# ===========================================================
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# Ruff — single tool for lint + format + import sorting
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# Replaces: black, isort, flake8, pyupgrade
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# ===========================================================
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[tool.ruff]
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line-length = 100
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target-version = "py311"
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[tool.ruff.format]
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# ruff format is the black-compatible formatter
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quote-style = "double"
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indent-style = "space"
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skip-magic-trailing-comma = false
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line-ending = "auto"
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[tool.ruff.lint]
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# Rule sets enabled:
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# E/W = pycodestyle errors/warnings
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# F = pyflakes (undefined names, unused imports)
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# I = isort (import sorting — enforced)
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# B = flake8-bugbear (likely bugs and design issues)
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# C4 = flake8-comprehensions (simplify comprehensions)
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# SIM = flake8-simplify
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# RUF = ruff-specific rules
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#
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# NOTE: UP (pyupgrade) intentionally excluded until source files
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# are migrated from typing.Dict/List/Optional to built-in generics.
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# Track in: https://github.com/triqbit/mt5-ai-xauusd-trader/issues
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select = ["E", "W", "F", "I", "B", "C4", "SIM", "RUF"]
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ignore = [
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"E501", # line-length — handled by ruff format
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"B008", # function calls in default args (FastAPI Depends pattern)
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"RUF012", # mutable class attrs — false positives in pydantic models
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"SIM108", # ternary operator — sometimes less readable
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]
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[tool.ruff.lint.isort]
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known-first-party = ["src"]
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combine-as-imports = true
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force-single-line = false
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split-on-trailing-comma = true
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[tool.ruff.lint.per-file-ignores]
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"tests/**" = ["S101", "B011"] # assert + raise-without-from OK in tests
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# ===========================================================
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# mypy
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# ===========================================================
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[tool.mypy]
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python_version = "3.11"
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strict = true
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warn_return_any = true
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warn_unused_configs = true
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ignore_missing_imports = true
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# ===========================================================
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# pytest
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# ===========================================================
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[tool.pytest.ini_options]
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pythonpath = "."
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testpaths = ["tests"]
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addopts = "--strict-markers --verbose"
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