danielmjrr
160ed2f948
Memory-mapped tickstores, a nogil numba replay kernel validated trade-for-trade against an independent reference implementation, purged walk-forward CV, an append-only FDR registry, tick-exact labels, and online changepoint detection. 129 tests, 4 runnable examples on synthetic data, CI for linux/macos.
39 lines
1014 B
TOML
39 lines
1014 B
TOML
[build-system]
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requires = ["hatchling"]
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build-backend = "hatchling.build"
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[project]
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name = "tickreplay"
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version = "0.1.0"
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description = "Tick-accurate backtesting for MT5 data: memory-mapped tickstores, a JIT replay kernel, and research tools that guard against overfitting"
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readme = "README.md"
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license = { file = "LICENSE" }
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authors = [{ name = "danielmjrr" }]
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requires-python = ">=3.11"
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dependencies = [
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"numpy>=1.26",
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"pandas>=2.2",
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"numba>=0.59",
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"pyarrow>=15.0",
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"scipy>=1.11",
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]
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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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"Operating System :: OS Independent",
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"Intended Audience :: Financial and Insurance Industry",
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"Topic :: Office/Business :: Financial :: Investment",
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]
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[project.urls]
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Homepage = "https://github.com/danielmjrr/tickreplay"
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[project.optional-dependencies]
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dev = ["pytest>=8.0"]
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[tool.hatch.build.targets.wheel]
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packages = ["src/tickreplay"]
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[tool.pytest.ini_options]
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testpaths = ["tests"]
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