Datasets:
Tasks:
Tabular Classification
Formats:
parquet
Languages:
English
Size:
< 1K
Tags:
economics
quantitative-finance
causal-inference
macroeconomics
housing-economics
market-microstructure
License:
| [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 | |