update package structure

convexfi · Mar 1, 2024 · 4fad2ea · 4fad2ea
1 parent e827cf4
commit 4fad2ea
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Showing 15 changed files with 34 additions and 16 deletions.
diff --git a/pyproject.toml b/pyproject.toml
@@ -0,0 +1,22 @@
+[build-system]
+requires = [
+  "setuptools>=40.6.0",
+  "wheel",
+  "setuptools_scm",
+  "oldest-supported-numpy",
+  "pybind11>=2.4",
+]
+build-backend = "setuptools.build_meta"
+
+[tool.black]
+line-length = 79
+
+[tool.isort]
+line_length = 79
+multi_line_output = 3
+include_trailing_comma = true
+force_grid_wrap = 0
+use_parentheses = true
+
+[tool.pytest.ini_options]
+addopts = "-v"
diff --git a/requirements.txt b/requirements.txt
diff --git a/setup.cfg b/setup.cfg
diff --git a/setup.py b/setup.py
@@ -33,7 +33,7 @@ def __str__(self):
 ext_modules = [
     Extension(
         "riskparityportfolio.vanilla",
-        ["riskparityportfolio/vanilla.cpp"],
+        ["src/riskparityportfolio/vanilla.cpp"],
         include_dirs=[
             # Path to pybind11 headers
             get_pybind_include(),
@@ -69,7 +69,10 @@ def cpp_flag(compiler):
     if sys.platform == "darwin":
         flags = ["-std=c++14", "-std=c++11"]
     else:
-        flags = ["-std=c++17", "-std=c++14", "-std=c++11"]
+        flags = ["-std=c++20",
+                 "-std=c++17",
+                 "-std=c++14",
+                 "-std=c++11"]
 
     for flag in flags:
         if has_flag(compiler, flag):
@@ -129,12 +132,16 @@ def build_extensions(self):
     url="https://github.com/dppalomar/riskparity.py",
     description="Blazingly fast design of risk parity portfolios",
     license="MIT",
-    package_dir={"riskparityportfolio": "riskparityportfolio"},
+    package_dir={"riskparityportfolio": "src/riskparityportfolio"},
     packages=["riskparityportfolio"],
     long_description="",
     ext_modules=ext_modules,
-    install_requires=["pybind11>=2.4", "numpy", "jaxlib", "jax", "quadprog", "tqdm"],
-    setup_requires=["pybind11>=2.4", "numpy", "jaxlib", "jax", "quadprog", "tqdm"],
+    setup_requires=["pybind11>=2.4",
+                    "numpy",
+                    "jaxlib",
+                    "jax",
+                    "quadprog>=0.1.12",
+                    "tqdm"],
     cmdclass={"build_ext": BuildExt},
     classifiers=[
         "Development Status :: 3 - Alpha",

diff --git a/riskparityportfolio/__init__.py → src/riskparityportfolio/__init__.py b/riskparityportfolio/__init__.py → src/riskparityportfolio/__init__.py
diff --git a/riskparityportfolio/examples/main.cpp → src/riskparityportfolio/examples/main.cpp b/riskparityportfolio/examples/main.cpp → src/riskparityportfolio/examples/main.cpp
diff --git a/riskparityportfolio/riskfunctions.py → src/riskparityportfolio/riskfunctions.py b/riskparityportfolio/riskfunctions.py → src/riskparityportfolio/riskfunctions.py
diff --git a/riskparityportfolio/rpp.py → src/riskparityportfolio/rpp.py b/riskparityportfolio/rpp.py → src/riskparityportfolio/rpp.py
diff --git a/riskparityportfolio/sca.py → src/riskparityportfolio/sca.py b/riskparityportfolio/sca.py → src/riskparityportfolio/sca.py
diff --git a/riskparityportfolio/tests/__init__.py → src/riskparityportfolio/tests/__init__.py b/riskparityportfolio/tests/__init__.py → src/riskparityportfolio/tests/__init__.py
diff --git a/riskparityportfolio/tests/test_modern_rpp.py → ...kparityportfolio/tests/test_modern_rpp.py b/riskparityportfolio/tests/test_modern_rpp.py → ...kparityportfolio/tests/test_modern_rpp.py
diff --git a/...parityportfolio/tests/test_vanilla_rpp.py → ...parityportfolio/tests/test_vanilla_rpp.py b/...parityportfolio/tests/test_vanilla_rpp.py → ...parityportfolio/tests/test_vanilla_rpp.py
diff --git a/riskparityportfolio/vanilla.cpp → src/riskparityportfolio/vanilla.cpp b/riskparityportfolio/vanilla.cpp → src/riskparityportfolio/vanilla.cpp
diff --git a/riskparityportfolio/vanilla.h → src/riskparityportfolio/vanilla.h b/riskparityportfolio/vanilla.h → src/riskparityportfolio/vanilla.h
diff --git a/riskparityportfolio/version.py → src/riskparityportfolio/version.py b/riskparityportfolio/version.py → src/riskparityportfolio/version.py