Quant-Kernel/pyproject.toml at main · yluoc/Quant-Kernel · GitHub

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[build-system]
requires = ["scikit-build-core==0.10.7"]
build-backend = "scikit_build_core.build"

[project]
name = "quant-kernel"
version = "2.9.3"
description = "High-performance derivative pricing engine with 40+ algorithms"
readme = "README.md"
license = { file = "LICENSE" }
requires-python = ">=3.11"
authors = [{ name = "QuantKernel Contributors" }]
dependencies = ["numpy>=1.24"]
keywords = ["quant", "options", "pricing", "derivatives", "finance", "hpc"]
classifiers = [
  "Development Status :: 4 - Beta",
  "Intended Audience :: Financial and Insurance Industry",
  "Intended Audience :: Science/Research",
  "Operating System :: MacOS",
  "Operating System :: POSIX :: Linux",
  "Programming Language :: C++",
  "Programming Language :: Python :: 3",
  "Programming Language :: Python :: 3.11",
  "Programming Language :: Python :: 3.12",
  "Programming Language :: Python :: 3.13",
  "Topic :: Office/Business :: Financial",
  "Topic :: Scientific/Engineering :: Mathematics",
]

[project.urls]
Homepage = "https://github.com/yluoc/Quant-Kernel"
Repository = "https://github.com/yluoc/Quant-Kernel"
Issues = "https://github.com/yluoc/Quant-Kernel/issues"

[project.optional-dependencies]
dev = ["build>=1.2.2", "cibuildwheel>=2.23.0", "pytest>=8.0"]
gpu = ["cupy>=12.0"]

[tool.scikit-build]
cmake.version = ">=3.20,<4.0"
cmake.build-type = "Release"
cmake.define.QK_BUILD_TESTS = "OFF"
cmake.define.QK_BUILD_BENCHMARKS = "OFF"
wheel.install-dir = "."
sdist.include = ["python/quantkernel/**", "cpp/**", "CMakeLists.txt", "README.md", "LICENSE"]

[tool.cibuildwheel]
build = ["cp311-*", "cp312-*", "cp313-*"]
skip = ["*-musllinux_*", "pp*"]
archs = ["auto64"]
build-verbosity = 1
test-command = "python -c \"import numpy as np; from quantkernel import QuantKernel,QK_CALL,QK_PUT; qk=QuantKernel(); bsm=qk.black_scholes_merton_price(100.0,100.0,1.0,0.2,0.03,0.01,QK_CALL); am=qk.crr_price(100.0,100.0,1.0,0.2,0.03,0.01,QK_PUT,200,1); h=qk.heston_price_cf(100.0,100.0,1.0,0.03,0.01,0.04,2.0,0.04,0.5,-0.7,QK_CALL,512,100.0); out=qk.black_scholes_merton_price_batch(np.array([100.0,101.0]),np.array([100.0,100.0]),np.array([1.0,1.0]),np.array([0.2,0.2]),np.array([0.03,0.03]),np.array([0.01,0.01]),np.array([QK_CALL,QK_PUT],dtype=np.int32)); assert bsm>0 and am>0 and h>0 and out.shape==(2,)\""

[tool.cibuildwheel.linux]
environment = { CMAKE_BUILD_PARALLEL_LEVEL = "2" }

[tool.cibuildwheel.macos]
environment = { CMAKE_BUILD_PARALLEL_LEVEL = "2", MACOSX_DEPLOYMENT_TARGET = "11.0" }

[tool.pytest.ini_options]
testpaths = ["python/tests"]