move to uv

.github/workflows/codecov.yml

@@ -30,8 +30,9 @@ jobs:
         run: |
           pip install pytest pytest-cov
           pytest --cov=./ --cov-report=xml
-      - name: Upload coverage to Codecov
-        uses: codecov/codecov-action@v3
-        with:
-          files: ./coverage.xml
-          fail_ci_if_error: true
+
+#      - name: Upload coverage to Codecov
+#        uses: codecov/codecov-action@v3
+#        with:
+#          files: ./coverage.xml
+#          fail_ci_if_error: true

.github/workflows/main.yml

@@ -30,17 +30,18 @@ jobs:
       - name: Install dependencies
         run: |
           pip install -r requirements.txt
-          pip install pytest isort black flake8
-          pip install ecos
+          pip install pytest ecos
+          # isort black flake8
+          # pip install ecos
       - name: Test with pytest
         run: |
           pytest ./tests
-      - name: Check with isort
-        run: |
-          isort --check --diff .
-      - name: Check with black
-        run: |
-          black --check --diff .
-      - name: Check with flake8
-        run: |
-          flake8 --show-source --statistics .
+      #- name: Check with isort
+      #  run: |
+      #    isort --check --diff .
+      #- name: Check with black
+      #  run: |
+      #    black --check --diff .
+      #- name: Check with flake8
+      #  run: |
+      #    flake8 --show-source --statistics .

.python-version

@@ -0,0 +1 @@
+3.12

Makefile

@@ -0,0 +1,48 @@
+.DEFAULT_GOAL := help
+
+SHELL=/bin/bash
+
+UNAME=$(shell uname -s)
+
+.PHONY: install
+install:  ## Install a virtual environment with all extras
+	@curl -LsSf https://astral.sh/uv/install.sh | sh
+	@uv venv
+	@uv sync -vv --all-extras
+	@echo "Virtual environment created with all extras. Activate with:"
+	@echo "source .venv/bin/activate"
+
+.PHONY: fmt
+fmt:  ## Run autoformatting and linting
+	@uv pip install pre-commit
+	@uv run pre-commit install
+	@uv run pre-commit run --all-files
+
+
+.PHONY: test
+test: install ## Run tests
+	@uv run pytest
+
+
+.PHONY: clean
+clean:  ## Clean up caches and build artifacts
+	@git clean -X -d -f
+
+
+.PHONY: coverage
+coverage: install ## test and coverage
+	@uv run coverage run --source=cvx/. -m pytest
+	@uv run coverage report -m
+	@uv run coverage html
+
+	@if [ ${UNAME} == "Darwin" ]; then \
+		open htmlcov/index.html; \
+	elif [ ${UNAME} == "linux" ]; then \
+		xdg-open htmlcov/index.html 2> /dev/null; \
+	fi
+
+
+.PHONY: help
+help:  ## Display this help screen
+	@echo -e "\033[1mAvailable commands:\033[0m"
+	@grep -E '^[a-z.A-Z_-]+:.*?## .*$$' $(MAKEFILE_LIST) | awk 'BEGIN {FS = ":.*?## "}; {printf "  \033[36m%-18s\033[0m %s\n", $$1, $$2}' | sort

pyproject.toml

@@ -1,13 +1,14 @@
-[tool.poetry]
+[project]
 name = "pyportfolioopt"
-version = "1.5.6"
+version = "0.0.0"
 description = "Financial portfolio optimization in python"
 license = "MIT"
-authors = ["Robert Andrew Martin <[email protected]>"]
+authors = [{name="Robert Andrew Martin", email="[email protected]"}]
 readme = "README.md"
 repository = "https://github.com/robertmartin8/PyPortfolioOpt"
 documentation = "https://pyportfolioopt.readthedocs.io/en/latest/"
 keywords= ["finance", "portfolio", "optimization", "quant", "investing"]
+requires-python = ">=3.10"
 classifiers=[
         "Development Status :: 4 - Beta",
         "Environment :: Console",
@@ -25,43 +26,90 @@ classifiers=[
         "Topic :: Office/Business :: Financial",
         "Topic :: Office/Business :: Financial :: Investment",
     ]
-packages = [ {include = "pypfopt"} ]
+dependencies = [
+        "scipy",
+        "pandas",
+        "cvxpy",
+        "numpy"
+]
 
-[tool.poetry.urls]
-"Issues" = "https://github.com/robertmartin8/PyPortfolioOpt/issues"
-"Personal website" = "https://reasonabledeviations.com"
+#[tool.poetry.urls]
+#"Issues" = "https://github.com/robertmartin8/PyPortfolioOpt/issues"
+#"Personal website" = "https://reasonabledeviations.com"
 
-[tool.poetry.dependencies]
-python = ">=3.9"
-scipy = ">=1.3"
-pandas = ">=0.19"
-cvxpy = ">=1.1.19"
-numpy = ">=1.26.0"
-matplotlib = { version=">=3.2.0", optional=true }
-scikit-learn = { version=">=0.24.1", optional=true }
-ecos = { version="^2.0.14", optional=true }
-plotly = { version="^5.0.0", optional=true }
+[project.optional-dependencies]
+plot = [
+        "matplotlib",
+        "plotly",
+        "scikit-learn",
+        "ecos"
+]
 
-[tool.poetry.dev-dependencies]
-pytest = ">=7.1.2"
-flake8 = ">=4.0.1"
-jupyterlab = ">=3.4.2"
-black = ">=22.3.0"
-ipykernel = ">=6.13.0"
-jedi = ">=0.18.1"
-pytest-cov = ">=3.0.0"
-yfinance = ">=0.1.70"
+[dependency-groups]
+dev = [
+        "pytest-cov>=6.0.0",
+        "pytest>=8.3.3",
+        "pre-commit>=4.0.1",
+        "jedi",
+        "yfinance",
+        "ecos"
+]
 
-[tool.poetry.extras]
-optionals = ["scikit-learn", "matplotlib", "cvxopt"]
+#excel = [
+#  "odfpy>=1.4.1",
+#  "openpyxl>=3.1.0",
+#  "python-calamine>=0.1.7",
+#  "pyxlsb>=1.0.10",
+#  "xlrd>=2.0.1",
+#  "xlsxwriter>=3.0.5"
+#]
+
+#[tool.poetry.dependencies]
+#python = ">=3.9"
+#scipy = ">=1.3"
+#pandas = ">=0.19"
+#cvxpy = ">=1.1.19"
+#numpy = ">=1.26.0"
+#matplotlib = { version=">=3.2.0", optional=true }
+#scikit-learn = { version=">=0.24.1", optional=true }
+#ecos = { version="^2.0.14", optional=true }
+#plotly = { version="^5.0.0", optional=true }
+
+#[tool.poetry.dev-dependencies]
+#pytest = ">=7.1.2"
+#flake8 = ">=4.0.1"
+#jupyterlab = ">=3.4.2"
+#black = ">=22.3.0"
+#ipykernel = ">=6.13.0"
+#jedi = ">=0.18.1"
+#pytest-cov = ">=3.0.0"
+#yfinance = ">=0.1.70"
+
+#[tool.poetry.extras]
+#optionals = ["scikit-learn", "matplotlib", "cvxopt"]
+
+[tool.ruff]
+select = ["E", "F", "I"]
+line-length = 120
+target-version = "py310"
+exclude = [
+    "*__init__.py", "tests/test_imports.py"
+]
 
 [build-system]
-requires = ["poetry-core>=1.0.0"]
-build-backend = "poetry.core.masonry.api"
+requires = ["hatchling"]
+build-backend = "hatchling.build"
+
+[tool.hatch.build.targets.wheel]
+packages = ["pypfopt"]
+
+#[build-system]
+#requires = ["poetry-core>=1.0.0"]
+#build-backend = "poetry.core.masonry.api"
 
 
-[tool.black]
-line-length = 88
+#[tool.black]
+#line-length = 88
 
-[tool.isort]
-profile = "black"
+#[tool.isort]
+#profile = "black"