[MNT] move packaging to pyproject.toml

.github/workflows/codecov.yml

@@ -15,21 +15,25 @@ jobs:
       matrix:
         os: [ubuntu-latest, macos-latest, windows-latest]
         python-version: ["3.12"]
+
     steps:
-      - uses: actions/checkout@v3
+      - uses: actions/checkout@v5
+
       - name: Set up Python ${{ matrix.python-version }}
-        uses: actions/setup-python@v4
+        uses: actions/setup-python@v6
         with:
           python-version: ${{ matrix.python-version }}
           cache: "pip"
+
       - name: Install dependencies
         run: |
-          pip install -r requirements.txt
-          pip install ecos
+          pip install ".[dev,all_extras]"
+
       - name: Generate coverage report
         run: |
           pip install pytest pytest-cov
           pytest --cov=./ --cov-report=xml
+
       - name: Upload coverage to Codecov
         # if false in order to skip for now
         if: false

.github/workflows/main.yml

@@ -27,25 +27,29 @@ jobs:
 
     steps:
       - uses: actions/checkout@v5
+
       - name: Set up Python ${{ matrix.python-version }}
         uses: actions/setup-python@v6
         with:
           python-version: ${{ matrix.python-version }}
           cache: "pip"
+
       - name: Install dependencies
         run: |
-          pip install -r requirements.txt
-          pip install pytest isort black flake8
-          pip install ecos
+          pip install ".[dev,all_extras]"
+
       - 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 .

pyproject.toml

@@ -1,63 +1,89 @@
-[tool.poetry]
+[project]
 name = "pyportfolioopt"
 version = "1.5.6"
 description = "Financial portfolio optimization in python"
-license = "MIT"
-authors = ["Robert Andrew Martin <martin.robertandrew@gmail.com>"]
+license = { file = "LICENSE" }
+maintainers = [
+    { name = "Robert Andrew Martin", email = "martin.robertandrew@gmail.com" },
+]
+authors = [
+    { name = "Robert Andrew Martin", email = "martin.robertandrew@gmail.com" },
+]
 readme = "README.md"
-repository = "https://github.com/pyportfolio/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 :: 3.14",
-        "Programming Language :: Python :: 3.13",
-        "Programming Language :: Python :: 3.12",
-        "Programming Language :: Python :: 3.11",
-        "Programming Language :: Python :: 3.10",
-        "Programming Language :: Python :: 3 :: Only",
-        "Topic :: Office/Business :: Financial",
-        "Topic :: Office/Business :: Financial :: Investment",
-    ]
-packages = [ {include = "pypfopt"} ]
+    "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 :: 3.14",
+    "Programming Language :: Python :: 3.13",
+    "Programming Language :: Python :: 3.12",
+    "Programming Language :: Python :: 3.11",
+    "Programming Language :: Python :: 3.10",
+    "Programming Language :: Python :: 3 :: Only",
+    "Topic :: Office/Business :: Financial",
+    "Topic :: Office/Business :: Financial :: Investment",
+]
 
-[tool.poetry.urls]
-"Issues" = "https://github.com/pyportfolio/pyportfolioopt/issues"
-"Personal website" = "https://reasonabledeviations.com"
+# core dependencies of pyportfolioopt
+# this set should be kept minimal!
+dependencies = [
+    "cvxpy>=1.1.19",
+    "numpy>=1.26.0",
+    "pandas>=0.19",
+    "scikit-learn>=0.24.1",
+    "scipy>=1.3.0",
+]
+
+[project.optional-dependencies]
+# there are the following dependency sets:
+# - all_extras - all soft dependencies
+# - dev - the developer dependency set, for contributors
+#
+# soft dependencies are not required for the core functionality of pyportfolioopt
 
-[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 }
+# all soft dependencies
+#
+# users can install via "pip install pyportfolioopt[all_extras]"
+#
+all_extras = [
+    "matplotlib>=3.2.0",
+    "plotly>=5.0.0,<6",
+    "scikit-learn>=0.24.1",
+    "ecos>=2.0.14,<2.1",
+    "plotly>=5.0.0,<6",
+    "cvxopt; python_version < '3.14'",
+]
 
-[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"
+# dev - the developer dependency set, for contributors and CI
+dev = [
+    "pytest>=7.1.2",
+    "flake8>=4.0.1",
+    "black>=22.3.0",
+    "pytest-cov>=3.0.0",
+    "yfinance>=0.1.70",
+    "isort",
+]
 
-[tool.poetry.extras]
-optionals = ["scikit-learn", "matplotlib", "cvxopt"]
+[project.urls]
+Documentation = "https://pyportfolioopt.readthedocs.io/en/latest/"
+Download = "https://pypi.org/project/pyportfolioopt/#files"
+Homepage = "https://pyportfolioopt.readthedocs.io/en/latest/"
+Repository = "https://github.com/pyportfolio/pyportfolioopt"
+"Personal website" = "https://reasonabledeviations.com"
 
 [build-system]
-requires = ["poetry-core>=1.0.0"]
-build-backend = "poetry.core.masonry.api"
+build-backend = "setuptools.build_meta"
+requires = [
+  "setuptools>=78.1.1",
+]
+
+[tool.setuptools.packages.find]
+exclude = ["example", "example.*", "tests", "tests.*"]
 
 [tool.black]
 line-length = 88