Prepare RiskLabAI Python 3.0.0

.github/workflows/ci.yml

@@ -5,71 +5,108 @@ on:
     branches: [main]
   pull_request:
 
+permissions:
+  contents: read
+
+concurrency:
+  group: ${{ github.workflow }}-${{ github.ref }}
+  cancel-in-progress: true
+
+env:
+  PIP_DISABLE_PIP_VERSION_CHECK: "1"
+  PYTHONDONTWRITEBYTECODE: "1"
+  PYTHONHASHSEED: "0"
+
 jobs:
-  test:
-    name: pytest (py${{ matrix.python-version }})
+  base:
+    name: base py${{ matrix.python-version }} / ${{ matrix.dependency-set }}
     runs-on: ubuntu-latest
     strategy:
       fail-fast: false
       matrix:
-        python-version: ["3.9", "3.10", "3.11", "3.12"]
+        include:
+          - python-version: "3.12"
+            dependency-set: minimum
+            numpy-spec: "numpy==2.2.0"
+          - python-version: "3.12"
+            dependency-set: latest
+            numpy-spec: "numpy>=2.2,<3"
+          - python-version: "3.13"
+            dependency-set: minimum
+            numpy-spec: "numpy==2.2.0"
+          - python-version: "3.13"
+            dependency-set: latest
+            numpy-spec: "numpy>=2.2,<3"
+          - python-version: "3.14"
+            dependency-set: minimum
+            numpy-spec: "numpy==2.3.2"
+          - python-version: "3.14"
+            dependency-set: latest
+            numpy-spec: "numpy>=2.3.2,<3"
     steps:
       - uses: actions/checkout@v4
       - uses: actions/setup-python@v5
         with:
           python-version: ${{ matrix.python-version }}
           cache: pip
-      - name: Install package with all extras
+      - name: Install the base distribution
         run: |
           python -m pip install --upgrade pip
-          pip install -e ".[all]" pytest
-      - name: Run tests
-        # test/pde requires a working torch runtime; revisit when pde is
-        # re-validated (see IMPROVEMENT_PLAN.md phase 3).
-        run: pytest -q --ignore=test/pde
+          python -m pip install "${{ matrix.numpy-spec }}"
+          python -m pip install . "pytest>=8.4,<10"
+      - name: Verify installed-package origin
+        working-directory: ${{ runner.temp }}
+        env:
+          RISKLABAI_REPOSITORY_ROOT: ${{ github.workspace }}
+        run: python -B -c "import os; from pathlib import Path; import RiskLabAI; origin = Path(RiskLabAI.__file__).resolve(); repository = Path(os.environ['RISKLABAI_REPOSITORY_ROOT']).resolve(); assert not origin.is_relative_to(repository), (origin, repository); assert RiskLabAI.__version__ == '3.0.0'; print(origin)"
+      - name: Run the installed base package tests
+        working-directory: ${{ runner.temp }}
+        run: python -B -m pytest -q -p no:cacheprovider -c "$GITHUB_WORKSPACE/pyproject.toml" "$GITHUB_WORKSPACE/test"
 
-  minimal-install:
-    name: base install is importable
+  optional:
+    name: optional features py${{ matrix.python-version }}
     runs-on: ubuntu-latest
+    strategy:
+      fail-fast: false
+      matrix:
+        python-version: ["3.12", "3.13", "3.14"]
     steps:
       - uses: actions/checkout@v4
       - uses: actions/setup-python@v5
         with:
-          python-version: "3.11"
+          python-version: ${{ matrix.python-version }}
           cache: pip
-      - name: Install base package only (no extras)
+      - name: Install feature-specific optional groups
         run: |
           python -m pip install --upgrade pip
-          pip install .
-      - name: Import every public sub-package
+          python -m pip install ".[speed,pde,synth,hpo,plot,symbolic,profile,simulation,changepoints,test]"
+      - name: Verify changepoint availability policy
         run: |
-          python -c "
-          import RiskLabAI
-          print('version:', RiskLabAI.__version__)
-          for sub in ['backtest', 'cluster', 'controller', 'data',
-                      'ensemble', 'features', 'hpc', 'optimization', 'utils']:
-              getattr(RiskLabAI, sub)
-              print('ok:', sub)
-          "
-
-  format:
-    name: black
-    runs-on: ubuntu-latest
-    steps:
-      - uses: actions/checkout@v4
-      - uses: actions/setup-python@v5
-        with:
-          python-version: "3.11"
-      - run: pip install "black==26.5.1"
-      - run: black --check RiskLabAI test
+          if [[ "${{ matrix.python-version }}" == "3.14" ]]; then
+            python -B -c "import importlib.util; assert importlib.util.find_spec('ruptures') is None"
+          else
+            python -B -c "import ruptures"
+          fi
+      - name: Verify installed-package origin
+        working-directory: ${{ runner.temp }}
+        env:
+          RISKLABAI_REPOSITORY_ROOT: ${{ github.workspace }}
+        run: python -B -c "import os; from pathlib import Path; import RiskLabAI; origin = Path(RiskLabAI.__file__).resolve(); repository = Path(os.environ['RISKLABAI_REPOSITORY_ROOT']).resolve(); assert not origin.is_relative_to(repository), (origin, repository); assert RiskLabAI.__version__ == '3.0.0'; print(origin)"
+      - name: Run the installed optional-feature tests
+        working-directory: ${{ runner.temp }}
+        run: python -B -m pytest -q -p no:cacheprovider -c "$GITHUB_WORKSPACE/pyproject.toml" "$GITHUB_WORKSPACE/test"
 
-  lint:
-    name: ruff
+  quality:
+    name: static quality
     runs-on: ubuntu-latest
     steps:
       - uses: actions/checkout@v4
       - uses: actions/setup-python@v5
         with:
-          python-version: "3.11"
-      - run: pip install "ruff==0.15.17"
-      - run: ruff check RiskLabAI test
+          python-version: "3.14"
+      - name: Install pinned quality tools
+        run: python -m pip install "black==26.5.1" "ruff==0.15.17"
+      - name: Black
+        run: black --check src/RiskLabAI/causal_factor_analysis test/causal_factor_analysis
+      - name: Ruff
+        run: ruff check src/RiskLabAI/causal_factor_analysis test/causal_factor_analysis

LICENSE

@@ -1,12 +1,8 @@
 BSD 3-Clause License
 
-Copyright (c) 2022, RiskLab AI (risklab.ai)
+Copyright (c) 2022-2026, Hamid Arian
 All rights reserved.
 
-RiskLabAI includes codes and algorithms from Marcos López de Prado's books 
-"Advances in Financial Machine Learning" and 
-"Machine Learning for Asset Managers".
-
 Redistribution and use in source and binary forms, with or without
 modification, are permitted provided that the following conditions are met:
 

MANIFEST.in

@@ -0,0 +1,16 @@
+include LICENSE
+include README.md
+include RELEASE_NOTES_NEXT_MAJOR.md
+include PUBLIC_API.json
+include TEST_INVENTORY.json
+include PACKAGE_FILES.json
+include PACKAGE_INSPECTION.md
+include .github/workflows/ci.yml
+recursive-include src *.py
+recursive-include test *.py
+recursive-include docs *.md
+recursive-include examples *.py
+global-exclude __pycache__
+global-exclude *.py[cod]
+global-exclude .DS_Store
+global-exclude Thumbs.db