ThotDjehuty
d780ed81d7
Adds 9 new top-level / sub-modules to the Rust API only (no Python
bindings yet), with at least one analytic unit test per module.
New Rust modules:
- optimal_control::matrix_riccati (RK4 backward solver)
- timeseries_utils::nonsync_covariance (Hayashi-Yoshida)
- timeseries_utils::wavelet (Haar / Daubechies DWT and MODWT)
- risk_measures (VaR, CVaR, projected sub-gradient CVaR minimisation)
- graph::laplacian + graph::spectral_clustering (Jacobi + k-means++)
- topology (Vietoris-Rips persistent homology, bottleneck distance)
- volterra (Caputo Adams, Markovian lift, second-kind Volterra,
Fourier inversion of characteristic functions)
- signatures (truncated tensor signature, log-sig, random reservoir,
Salvi-Cass-Lyons signature kernel, shuffle product)
All previously stable APIs untouched; abi3-py38 ABI preserved.
New module tests: 29/29 passing. Pre-existing 5 unrelated failures
unchanged.
79 lines
1.9 KiB
TOML
79 lines
1.9 KiB
TOML
[build-system]
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requires = ["maturin>=1.0,<2.0"]
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build-backend = "maturin"
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[project]
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name = "optimiz-rs"
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version = "1.1.0"
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description = "High-performance optimization algorithms in Rust with Python bindings"
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authors = [
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{name = "HFThot Research Lab", email = "contact@hfthot-lab.eu"}
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]
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readme = "README.md"
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license = {text = "MIT"}
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requires-python = ">=3.8"
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classifiers = [
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"Development Status :: 4 - Beta",
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"Intended Audience :: Developers",
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"Intended Audience :: Science/Research",
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"License :: OSI Approved :: MIT License",
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"Programming Language :: Python :: 3",
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"Programming Language :: Python :: 3.8",
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"Programming Language :: Python :: 3.9",
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"Programming Language :: Python :: 3.10",
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"Programming Language :: Python :: 3.11",
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"Programming Language :: Python :: 3.12",
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"Programming Language :: Rust",
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"Topic :: Scientific/Engineering",
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"Topic :: Scientific/Engineering :: Mathematics",
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"Topic :: Software Development :: Libraries :: Python Modules",
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]
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dependencies = [
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"numpy>=1.20.0",
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]
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[project.optional-dependencies]
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dev = [
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"pytest>=7.0",
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"pytest-cov>=4.0",
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"black>=23.0",
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"ruff>=0.1.0",
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"mypy>=1.0",
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]
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scipy = [
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"scipy>=1.7.0",
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]
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all = [
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"optimizr[dev,scipy]",
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]
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[project.urls]
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Homepage = "https://hfthot-lab.eu"
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Documentation = "https://optimiz-r.readthedocs.io"
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Repository = "https://github.com/ThotDjehuty/optimiz-r"
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Issues = "https://github.com/ThotDjehuty/optimiz-r/issues"
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[tool.maturin]
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python-source = "python"
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module-name = "optimizr._core"
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features = ["python-bindings"]
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[tool.pytest.ini_options]
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testpaths = ["tests"]
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python_files = "test_*.py"
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python_functions = "test_*"
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[tool.black]
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line-length = 100
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target-version = ['py38', 'py39', 'py310', 'py311', 'py312']
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[tool.ruff]
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line-length = 100
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target-version = "py38"
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[tool.mypy]
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python_version = "3.8"
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warn_return_any = true
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warn_unused_configs = true
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disallow_untyped_defs = true
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