Merge pull request #206 from timkpaine/tkp/pkg

Update package for 2023, move to ruff for formatting, remove seaborn import styling side effect fixes #205

MANIFEST.in

@@ -1,10 +1,11 @@
 graft ffn
 include LICENSE.txt
 include README.rst
-
-include setup.cfg
 include pyproject.toml
 
+exclude setup.cfg
+prune tests
+
 # Patterns to exclude from any directory
 global-exclude *~
 global-exclude *.pyc

Makefile

@@ -9,26 +9,27 @@ test:
 	python -m pytest -vvv tests --cov=ffn --junitxml=python_junit.xml --cov-report=xml --cov-branch --cov-report term
 
 lint:
-	python -m flake8 ffn setup.py docs/source/conf.py
+	python -m ruff ffn setup.py docs/source/conf.py
 
 fix:
-	python -m black ffn setup.py docs/source/conf.py
+	python -m ruff format ffn setup.py docs/source/conf.py
 
 clean:
 	- rm -rf dist
 	- rm -rf ffn.egg-info
 
 dist:
-	python setup.py sdist
+	python -m build
+	twine check dist/*
 
 upload: clean dist
 	twine upload dist/*
 
-docs: 
+docs:
 	$(MAKE) -C docs/ clean
 	$(MAKE) -C docs/ html
 
-pages: 
+pages:
 	rm -rf $(TMPREPO)
 	git clone -b gh-pages [email protected]:pmorissette/ffn.git $(TMPREPO)
 	rm -rf $(TMPREPO)/*
@@ -38,7 +39,7 @@ pages:
 	git commit -a -m 'auto-updating docs';\
 	git push;\
 
-serve: 
+serve:
 	cd docs/build/html; \
 	python -m http.server 9087
 

README.md

@@ -0,0 +1,53 @@
+![](http://pmorissette.github.io/ffn/_static/logo.png)
+
+[![Build Status](https://github.com/pmorissette/ffn/workflows/Build%20Status/badge.svg)](https://github.com/pmorissette/ffn/actions/)
+[![Codecov](https://codecov.io/gh/pmorissette/ffn/branch/master/graph/badge.svg)](https://codecov.io/pmorissette/ffn)
+[![PyPI Version](https://img.shields.io/pypi/v/ffn)](https://pypi.org/project/ffn/)
+[![PyPI License](https://img.shields.io/pypi/l/ffn)](https://pypi.org/project/ffn/)
+
+# ffn - Financial Functions for Python
+
+Alpha release - please let me know if you find any bugs!
+
+If you are looking for a full backtesting framework, please check out [bt](https://github.com/pmorissette/bt).
+bt is built atop ffn and makes it easy and fast to backtest quantitative strategies.
+
+## Overview
+
+ffn is a library that contains many useful functions for those who work in **quantitative
+finance**. It stands on the shoulders of giants (Pandas, Numpy, Scipy, etc.) and provides
+a vast array of utilities, from performance measurement and evaluation to
+graphing and common data transformations.
+
+```python
+import ffn
+returns = ffn.get('aapl,msft,c,gs,ge', start='2010-01-01').to_returns().dropna()
+returns.calc_mean_var_weights().as_format('.2%')
+    aapl    62.54%
+    c       -0.00%
+    ge      36.19%
+    gs      -0.00%
+    msft     1.26%
+    dtype: object
+```
+
+
+## Installation
+
+The easiest way to install `ffn` is from the [Python Package Index](https://pypi.python.org/pypi/ffn/)
+using `pip`.
+
+```bash
+pip install ffn
+```
+
+Since ffn has many dependencies, we strongly recommend installing the [Anaconda Scientific Python Distribution](https://store.continuum.io/cshop/anaconda/). This distribution comes with many of the required packages pre-installed, including pip. Once Anaconda is installed, the above command should complete the installation.
+
+ffn should be compatible with Python 2.7 and Python 3.
+
+## Documentation
+
+Read the docs at http://pmorissette.github.io/ffn
+
+- [Quickstart](http://pmorissette.github.io/ffn/quick.html)
+- [Full API](http://pmorissette.github.io/ffn/ffn.html)