Merge pull request #8 from westonplatter/features/cicd

setup github action for running tests

.github/workflows/ci.yml

@@ -0,0 +1,28 @@
+name: Tests
+
+on: [push, pull_request]
+
+jobs:
+  ci:
+    runs-on: ubuntu-20.04
+    strategy:
+      fail-fast: false
+      matrix:
+        python-version: ["3.7", "3.8", "3.9", "3.10", "3.11", "3.12"]
+
+    steps:
+      - uses: actions/checkout@v3
+
+      - name: Set up Python ${{ matrix.python-version }}
+        uses: actions/setup-python@v4
+        with:
+          python-version: ${{ matrix.python-version }}
+          cache: pip # doesn't work with pyproject.toml?
+      - name: Install dependencies
+        run: |
+          python -m pip install --upgrade pip
+          pip install -e '.[test]'
+      - name: Test with unittest
+        run: |
+          python tests/test_runner.py
+

.gitignore

@@ -4,3 +4,168 @@
 *.pyc
 *.idea
 *.cache
+
+# Byte-compiled / optimized / DLL files
+__pycache__/
+*.py[cod]
+*$py.class
+
+# C extensions
+*.so
+
+# Distribution / packaging
+.Python
+build/
+develop-eggs/
+dist/
+downloads/
+eggs/
+.eggs/
+lib/
+lib64/
+parts/
+sdist/
+var/
+wheels/
+share/python-wheels/
+*.egg-info/
+.installed.cfg
+*.egg
+MANIFEST
+
+# PyInstaller
+#  Usually these files are written by a python script from a template
+#  before PyInstaller builds the exe, so as to inject date/other infos into it.
+*.manifest
+*.spec
+
+# Installer logs
+pip-log.txt
+pip-delete-this-directory.txt
+
+# Unit test / coverage reports
+htmlcov/
+.tox/
+.nox/
+.coverage
+.coverage.*
+.cache
+nosetests.xml
+coverage.xml
+*.cover
+*.py,cover
+.hypothesis/
+.pytest_cache/
+cover/
+
+# Translations
+*.mo
+*.pot
+
+# Django stuff:
+*.log
+local_settings.py
+db.sqlite3
+db.sqlite3-journal
+
+# Flask stuff:
+instance/
+.webassets-cache
+
+# Scrapy stuff:
+.scrapy
+
+# Sphinx documentation
+docs/_build/
+
+# PyBuilder
+.pybuilder/
+target/
+
+# Jupyter Notebook
+.ipynb_checkpoints
+
+# IPython
+profile_default/
+ipython_config.py
+
+# pyenv
+#   For a library or package, you might want to ignore these files since the code is
+#   intended to run in multiple environments; otherwise, check them in:
+# .python-version
+
+# pipenv
+#   According to pypa/pipenv#598, it is recommended to include Pipfile.lock in version control.
+#   However, in case of collaboration, if having platform-specific dependencies or dependencies
+#   having no cross-platform support, pipenv may install dependencies that don't work, or not
+#   install all needed dependencies.
+#Pipfile.lock
+
+# poetry
+#   Similar to Pipfile.lock, it is generally recommended to include poetry.lock in version control.
+#   This is especially recommended for binary packages to ensure reproducibility, and is more
+#   commonly ignored for libraries.
+#   https://python-poetry.org/docs/basic-usage/#commit-your-poetrylock-file-to-version-control
+#poetry.lock
+
+# pdm
+#   Similar to Pipfile.lock, it is generally recommended to include pdm.lock in version control.
+#pdm.lock
+#   pdm stores project-wide configurations in .pdm.toml, but it is recommended to not include it
+#   in version control.
+#   https://pdm.fming.dev/#use-with-ide
+.pdm.toml
+
+# PEP 582; used by e.g. github.com/David-OConnor/pyflow and github.com/pdm-project/pdm
+__pypackages__/
+
+# Celery stuff
+celerybeat-schedule
+celerybeat.pid
+
+# SageMath parsed files
+*.sage.py
+
+# Environments
+.env
+.venv
+env/
+venv/
+ENV/
+env.bak/
+venv.bak/
+
+# Spyder project settings
+.spyderproject
+.spyproject
+
+# Rope project settings
+.ropeproject
+
+# mkdocs documentation
+/site
+
+# mypy
+.mypy_cache/
+.dmypy.json
+dmypy.json
+
+# Pyre type checker
+.pyre/
+
+# pytype static type analyzer
+.pytype/
+
+# Cython debug symbols
+cython_debug/
+
+# --- custom stuff ---
+
+# don't save jupyter notebook checkpoints
+.ipynb_checkpoints/*
+
+# let each dev decide on their conventions
+.python-version
+
+# ignore the vscode settings
+.vscode

README.md

@@ -61,7 +61,7 @@ You can check the latest sources with the command
 
 You can run the full test suite with this command,
 
-    python -m unittest discover -s test -p '*_test.py'
+    python tests/test_runner.py
 
 
 

setup.py

@@ -1,27 +1,41 @@
 from setuptools import setup, find_packages
 
-
-
-setup(name='fypy',
-      version='0.0.1',
-      description='Financial Quant model calibration and option pricing',
-      long_description='Financial Quant model calibration and option pricing',
-      classifiers=[
-        'Development Status :: 3 - Alpha',
-        'License :: OSI Approved :: MIT License',
-        'Programming Language :: Python :: 3.7',
-        'Topic :: Scientific/Engineering ',
-        "Operating System :: OS Independent",
-      ],
-      keywords='quant option-pricing calibration fit levy stochastic-volatility',
-      url='https://github.com/jkirkby3/fypy',
-      author='Justin Lars Kirkby',
-      author_email='[email protected]',
-      license='MIT',
-      packages=find_packages(where="fypy"),
-      python_requires=">=3.7",
-      install_requires=[
-          'numpy',
-      ],
-      include_package_data=True,
-      zip_safe=False)
+setup(
+  name='fypy',
+  version='0.0.1',
+  description='Financial Quant model calibration and option pricing',
+  long_description='Financial Quant model calibration and option pricing',
+  classifiers=[
+    'Development Status :: 3 - Alpha',
+    'License :: OSI Approved :: MIT License',
+    'Programming Language :: Python :: 3.7',
+    'Programming Language :: Python :: 3.8',
+    'Programming Language :: Python :: 3.9',
+    'Programming Language :: Python :: 3.10',
+    'Programming Language :: Python :: 3.11',
+    'Topic :: Scientific/Engineering ',
+    "Operating System :: OS Independent",
+  ],
+  keywords='quant option-pricing calibration fit levy stochastic-volatility',
+  url='https://github.com/jkirkby3/fypy',
+  author='Justin Lars Kirkby',
+  author_email='[email protected]',
+  license='MIT',
+  packages=find_packages(),
+  python_requires=">=3.7",
+  install_requires=[
+    "matplotlib",
+    "numpy",
+    "python-dateutil",
+    "scipy",
+    "py_lets_be_rational>=1.0.1",
+    "pandas",
+    "requests-cache",
+    "yfinance",
+  ],
+  extras_require={
+    "test": []
+  },
+  include_package_data=True,
+  zip_safe=False,
+)