Datasets:
Tasks:
Tabular Classification
Formats:
parquet
Languages:
English
Size:
< 1K
Tags:
economics
quantitative-finance
causal-inference
macroeconomics
housing-economics
market-microstructure
License:
File size: 1,351 Bytes
ebcde1f | 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 | [build-system]
requires = ["hatchling>=1.27"]
build-backend = "hatchling.build"
[project]
name = "event-driven-microstructure"
version = "0.1.0"
description = "Research-only event-driven order-flow and price-impact platform"
readme = "README.md"
requires-python = ">=3.12"
license = { text = "MIT" }
authors = [{ name = "Microstructure Research Project" }]
dependencies = [
"duckdb>=1.1,<2",
"numpy>=2,<3",
"polars>=1.20,<2",
"pyarrow>=18,<24",
"requests>=2.32,<3",
"scikit-learn>=1.5,<2",
"streamlit>=1.40,<2",
"websockets>=14,<17",
]
[project.optional-dependencies]
dev = [
"mypy>=1.13,<2",
"pytest>=8.3,<10",
"pytest-cov>=6,<8",
"ruff>=0.8,<1",
"types-requests>=2.32,<3",
]
[project.scripts]
microstructure = "microstructure.cli:main"
[tool.hatch.build.targets.wheel]
packages = ["src/microstructure"]
[tool.pytest.ini_options]
addopts = "-ra --strict-markers --strict-config"
testpaths = ["tests"]
markers = [
"integration: exercises more than one package boundary",
]
[tool.ruff]
target-version = "py312"
line-length = 100
src = ["src", "tests", "dashboard"]
[tool.ruff.lint]
select = ["E", "F", "I", "B", "UP", "SIM", "RUF"]
ignore = ["E501"]
[tool.ruff.lint.per-file-ignores]
"tests/**/*.py" = ["S101"]
[tool.mypy]
python_version = "3.12"
strict = true
packages = ["microstructure"]
warn_unreachable = true
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