Merge pull request #110 from ben9809/feature/poetry-setup

Setup Poetry and Bumpversion

.bumpversion.cfg

@@ -4,6 +4,10 @@ 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}"

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

@@ -0,0 +1,36 @@
+name: Publish Distribution to PyPI
+
+on:
+  pull_request:
+    branches:
+      - master
+
+jobs:
+  build-and-publish-final-dist:
+    runs-on: ubuntu-latest
+    steps:
+      - name: Check out code
+        uses: actions/checkout@v2
+
+      - name: Set up Python
+        uses: actions/setup-python@v2
+        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 +1,39 @@
+name: Publish Distribution to TestPyPI
+
+on:
+  pull_request:
+    branches:
+      - develop
+    paths:
+      - 'release/*'
+
+jobs:
+  build-and-publish-test-dist:
+    runs-on: ubuntu-latest
+    steps:
+      - name: Check out code
+        uses: actions/checkout@v2
+
+      - name: Set up Python
+        uses: actions/setup-python@v2
+        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

@@ -17,10 +17,10 @@ jobs:
 
     steps:
       - name: Checkout code
-        uses: actions/checkout@v3
+        uses: actions/checkout@v4
 
       - name: Set up Python
-        uses: actions/setup-python@v4
+        uses: actions/setup-python@v5
         with:
           python-version: ${{ matrix.python-version }}
 
@@ -32,14 +32,14 @@ jobs:
 
       - name: Install dependencies
         run: |
-          poetry install
+          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@v3
+        uses: actions/upload-artifact@v4
         with:
           name: pylint-report-${{ matrix.python-version }}
           path: pylint-report.txt
@@ -53,10 +53,10 @@ jobs:
 
     steps:
       - name: Checkout code
-        uses: actions/checkout@v3
+        uses: actions/checkout@v4
 
       - name: Set up Python
-        uses: actions/setup-python@v4
+        uses: actions/setup-python@v5
         with:
           python-version: ${{ matrix.python-version }}
 
@@ -67,7 +67,7 @@ jobs:
 
       - name: Install dependencies
         run: |
-          poetry install
+          poetry install --without docs
 
       - name: Run tests with coverage
         run: |
@@ -77,7 +77,7 @@ jobs:
         run: poetry run coverage html
 
       - name: Upload Coverage XML Report as Artifact
-        uses: actions/upload-artifact@v2
+        uses: actions/upload-artifact@v4
         with:
           name: coverage-html
           path: coverage.html
@@ -93,10 +93,10 @@ jobs:
 
     steps:
       - name: Checkout code
-        uses: actions/checkout@v3
+        uses: actions/checkout@v4
 
       - name: Set up Python
-        uses: actions/setup-python@v4
+        uses: actions/setup-python@v5
         with:
           python-version: ${{ matrix.python-version }}
 
@@ -106,7 +106,7 @@ jobs:
 
       - name: Install requirements
         run: |
-          poetry install
+          poetry install --without tests
 
       - name: Build documentation
         run: |
@@ -119,7 +119,7 @@ jobs:
           poetry run make doctest
 
       - name: Upload doctest results as an artifact
-        uses: actions/upload-artifact@v2
+        uses: actions/upload-artifact@v4
         with:
           name: doctest-results
           path: docs/build/doctest/output.txt

.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

@@ -2,18 +2,19 @@
 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
 
-from arbitragelab import codependence
-from arbitragelab import cointegration_approach
-from arbitragelab import copula_approach
-from arbitragelab import distance_approach
-from arbitragelab import hedge_ratios
-from arbitragelab import ml_approach
-from arbitragelab import optimal_mean_reversion
-from arbitragelab import other_approaches
-from arbitragelab import spread_selection
-from arbitragelab import stochastic_control_approach
-from arbitragelab import tearsheet
-from arbitragelab import time_series_approach
-from arbitragelab import trading
-from arbitragelab import util
+import arbitragelab.codependence as codependence
+import arbitragelab.cointegration_approach as cointegration_approach
+import arbitragelab.copula_approach as copula_approach
+import arbitragelab.distance_approach as distance_approach
+import arbitragelab.hedge_ratios as hedge_ratios
+import arbitragelab.ml_approach as ml_approach
+import arbitragelab.optimal_mean_reversion as optimal_mean_reversion
+import arbitragelab.other_approaches as other_approaches
+import arbitragelab.spread_selection as spread_selection
+import arbitragelab.stochastic_control_approach as stochastic_control_approach
+import arbitragelab.tearsheet as tearsheet
+import arbitragelab.time_series_approach as time_series_approach
+import arbitragelab.trading as trading
+import arbitragelab.util as util

docs/source/conf.py

@@ -21,7 +21,7 @@
 author = 'Hudson & Thames Quantitative Research'
 
 # The full version, including alpha/beta/rc tags
-release = '0.9.1'
+release = "0.9.1"
 
 
 # -- General configuration ---------------------------------------------------

docs/source/visualization/tearsheet.rst

@@ -88,11 +88,14 @@ Implementation
 **************
 
 .. automodule:: arbitragelab.tearsheet.tearsheet
+   :noindex:
 
 .. autoclass:: TearSheet
+   :noindex:
    :members: __init__
 
 .. automethod:: TearSheet.cointegration_tearsheet
+    :noindex:
 
 Code Example
 ************
@@ -172,6 +175,7 @@ Implementation
 **************
 
 .. automethod:: TearSheet.ou_tearsheet
+    :noindex:
 
 Code Example
 ************

pyproject.toml

@@ -109,24 +109,25 @@ requires = ["poetry-core>=1.0"]
 build-backend = "poetry.core.masonry.api"
 
 
-[tool.poetry.group.dev.dependencies]
+[tool.poetry.group.tests.dependencies]
 coverage = "7.2.7"
 pylint = "3.1.0"
 pytest = "7.3.1"
-releases = "1.6.3"
 pyarmor = "8.5.2"
 pytest-cov = "3.0.0"
 
-[tool.poetry.group.doc.dependencies]
+[tool.poetry.group.docs.dependencies]
+releases = "1.6.3"
 jinja2 = "<3.1"
 docutils = "0.18.1"
 hudsonthames-sphinx-theme = "0.1.5"
-myst-parser = "2.0.0"
-sphinx-rtd-theme = "1.2.0"
-sphinx-tabs = "3.4.1"
+myst-parser = "2.0.0" #3.0.0
+sphinx-rtd-theme = "2.0.0" #2.0.0
+sphinx-tabs = "3.4.1" #3.4.5
 sphinx = "6.2.1"
 sphinx-autoapi = "3.0.0"
 sphinx-copybutton = "0.5.2"
+six = "*"
 
 [tool.poetry.extras]
 docs = ["sphinx", "sphinx-rtd-theme", "sphinx-tabs", "sphinx-autoapi", "sphinx-copybutton", "myst-parser", "hudsonthames-sphinx-theme", "docutils", "jinja2", "releases"]