pyproject.toml

[tool.poetry]
name = "PyPortfolioOpt"
version = "1.2.7"
description = "Financial portfolio optimisation in python"
license = "MIT"
authors = ["Robert Andrew Martin <martin.robertandrew@gmail.com>"]
readme = "README.md"
repository = "https://github.com/robertmartin8/PyPortfolioOpt"
documentation = "https://pyportfolioopt.readthedocs.io/en/latest/"
keywords= ["finance", "portfolio", "optimization", "quant", "investing"]
classifiers=[
        "Development Status :: 4 - Beta",
        "Environment :: Console",
        "Intended Audience :: Financial and Insurance Industry",
        "Intended Audience :: Science/Research",
        "License :: OSI Approved :: MIT License",
        "Natural Language :: English",
        "Operating System :: OS Independent",
        "Programming Language :: Python :: 3.8",
        "Programming Language :: Python :: 3.7",
        "Programming Language :: Python :: 3.6",
        "Programming Language :: Python :: 3 :: Only",
        "Topic :: Office/Business :: Financial",
        "Topic :: Office/Business :: Financial :: Investment",
        "Topic :: Scientific/Engineering :: Mathematics",
    ]
packages = [ {include = "pypfopt"} ]

[tool.poetry.urls]
"Issues" = "https://github.com/robertmartin8/PyPortfolioOpt/issues"
"Personal website" = "https://reasonabledeviations.com"

[tool.poetry.dependencies]
python = "^3.5"
numpy = "^1.12"
scipy = "^1.3"
pandas = ">=0.19"
cvxpy = "^1.0"
cvxopt = "^1.2"

[tool.poetry.dev-dependencies]
pytest = "^4.6"
flake8 = "^3.7"
black = {version = "^18.9b0", python = "^3.6"}
rope = "^0.14.0"
# ipython = "^7.13.0"
jupyter = "^1.0.0"

[tool.poetry.extras]
scikit-learn = ["^0.19"]
matplotlib = ["^3.2.0"]

[build-system]
requires = ["poetry>=0.12"]
build-backend = "poetry.masonry.api"