Add doctest + pre-commit hooks🐍 (#4)

* Clean up configuration

* Clean up configuration

* fix call to codecov

* Simplify gh action

* Add ruff + basic implementation of ClassicalClassifier

* Add basic mkdocs

* Remove circleci

* fix typo in gh action

* minor changes to docs

* Add doctest + pre-commit hooks

.github/.dependabot.yaml

@@ -15,4 +15,4 @@ updates:
   - package-ecosystem: "github-actions"
     directory: "/"
     schedule:
-      interval: "daily"
+      interval: "daily"

.github/workflows/tests.yaml

@@ -21,4 +21,4 @@ jobs:
     - name: Test with pytest
       run: pytest -v --cov=src tests/
     - name: Upload Coverage to Codecov
-      uses: codecov/codecov-action@v3
+      uses: codecov/codecov-action@v3

.pre-commit-config.yaml

@@ -1,9 +1,8 @@
----
 # See https://pre-commit.com for more information
 # See https://pre-commit.com/hooks.html for more hooks
 repos:
   - repo: https://github.com/pre-commit/pre-commit-hooks
-    rev: v4.4.0
+    rev: v4.5.0
     hooks:
       - id: trailing-whitespace
       - id: check-added-large-files
@@ -13,57 +12,23 @@ repos:
       - id: check-symlinks
       - id: check-toml
       - id: check-yaml
+        args: ['--unsafe']
       - id: debug-statements
       - id: end-of-file-fixer
       - id: mixed-line-ending
-  - repo: https://github.com/python-poetry/poetry
-    rev: '1.5.1'
-    hooks:
-      - id: poetry-check
-      - id: poetry-lock
-      - id: poetry-export
-        args: ["-f", "requirements.txt", "-o", "requirements.txt"]
-  - repo: https://github.com/PyCQA/autoflake
-    rev: v1.7.7
-    hooks:
-      - id: autoflake
-        args:
-          - "--ignore-init-module-imports"
-          - "--remove-all-unused-imports"
-          - "--remove-unused-variables"
-  - repo: https://github.com/PyCQA/isort
-    rev: 5.12.0
-    hooks:
-      - id: isort
-        name: isort (python)
+      - id: trailing-whitespace
   - repo: https://github.com/pre-commit/mirrors-mypy
-    rev: v1.4.1
+    rev: v1.7.0
     hooks:
       - id: mypy
         # yaml requires additional stubs.
         # Similar to: https://stackoverflow.com/a/73603491/5755604
         additional_dependencies: ['types-PyYAML']
-  - repo: https://github.com/pre-commit/pygrep-hooks
-    rev: v1.10.0
-    hooks:
-      - id: python-use-type-annotations
-  - repo: https://github.com/psf/black.git
-    rev: 23.7.0
-    hooks:
-      - id: black
-        language_version: python3
-        exclude: ^(tests\/hooks-abort-render\/hooks|docs)
-  - repo: https://github.com/pycqa/flake8
-    rev: 6.0.0
-    hooks:
-      - id: flake8
-        additional_dependencies:
-          - flake8-absolute-import
-          - flake8-black
-          - flake8-docstrings
-          - flake8-bugbear
-  - repo: https://github.com/asottile/pyupgrade
-    rev: v3.9.0
-    hooks:
-      - id: pyupgrade
-exclude: "^(doc)"
+  - repo: https://github.com/astral-sh/ruff-pre-commit
+    rev: v0.1.6
+    hooks:
+    - id: ruff
+      args:
+      - --fix
+    - id: ruff-format
+exclude: "^(references|reports)"

.vscode/settings.json

@@ -1,3 +1,3 @@
 {
     "esbonio.sphinx.confDir": ""
-}
+}

README.md

@@ -34,4 +34,4 @@ Documentation is available [here](https://KarelZe.github.io/tclf/).
   <span class="Z3988" title="url_ver=Z39.88-2004&amp;ctx_ver=Z39.88-2004&amp;rfr_id=info%3Asid%2Fzotero.org%3A2&amp;rft_id=info%3Adoi%2F10.1111%2Fj.1540-6261.2009.01469.x&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&amp;rft.genre=article&amp;rft.atitle=Trading%20costs%20and%20returns%20for%20U.s.%20Equities%3A%20estimating%20effective%20costs%20from%20daily%20data&amp;rft.jtitle=The%20Journal%20of%20Finance&amp;rft.volume=64&amp;rft.issue=3&amp;rft.aufirst=Joel&amp;rft.aulast=Hasbrouck&amp;rft.au=Joel%20Hasbrouck&amp;rft.date=2009&amp;rft.pages=1445%E2%80%931477&amp;rft.spage=1445&amp;rft.epage=1477"></span>
   <div class="csl-entry">Lee, C., &amp; Ready, M. J. (1991). Inferring trade direction from intraday data. <i>The Journal of Finance</i>, <i>46</i>(2), 733–746. <a href="https://doi.org/10.1111/j.1540-6261.1991.tb02683.x">https://doi.org/10.1111/j.1540-6261.1991.tb02683.x</a></div>
   <span class="Z3988" title="url_ver=Z39.88-2004&amp;ctx_ver=Z39.88-2004&amp;rfr_id=info%3Asid%2Fzotero.org%3A2&amp;rft_id=info%3Adoi%2F10.1111%2Fj.1540-6261.1991.tb02683.x&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&amp;rft.genre=article&amp;rft.atitle=Inferring%20trade%20direction%20from%20intraday%20data&amp;rft.jtitle=The%20Journal%20of%20Finance&amp;rft.volume=46&amp;rft.issue=2&amp;rft.aufirst=Charles&amp;rft.aulast=Lee&amp;rft.au=Charles%20Lee&amp;rft.au=Mark%20J.%20Ready&amp;rft.date=1991&amp;rft.pages=733%E2%80%93746&amp;rft.spage=733&amp;rft.epage=746"></span>
-</div>
+</div>

docs/index.md

@@ -27,4 +27,4 @@
   <span class="Z3988" title="url_ver=Z39.88-2004&amp;ctx_ver=Z39.88-2004&amp;rfr_id=info%3Asid%2Fzotero.org%3A2&amp;rft_id=info%3Adoi%2F10.1111%2Fj.1540-6261.2009.01469.x&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&amp;rft.genre=article&amp;rft.atitle=Trading%20costs%20and%20returns%20for%20U.s.%20Equities%3A%20estimating%20effective%20costs%20from%20daily%20data&amp;rft.jtitle=The%20Journal%20of%20Finance&amp;rft.volume=64&amp;rft.issue=3&amp;rft.aufirst=Joel&amp;rft.aulast=Hasbrouck&amp;rft.au=Joel%20Hasbrouck&amp;rft.date=2009&amp;rft.pages=1445%E2%80%931477&amp;rft.spage=1445&amp;rft.epage=1477"></span>
   <div class="csl-entry">Lee, C., &amp; Ready, M. J. (1991). Inferring trade direction from intraday data. <i>The Journal of Finance</i>, <i>46</i>(2), 733–746. <a href="https://doi.org/10.1111/j.1540-6261.1991.tb02683.x">https://doi.org/10.1111/j.1540-6261.1991.tb02683.x</a></div>
   <span class="Z3988" title="url_ver=Z39.88-2004&amp;ctx_ver=Z39.88-2004&amp;rfr_id=info%3Asid%2Fzotero.org%3A2&amp;rft_id=info%3Adoi%2F10.1111%2Fj.1540-6261.1991.tb02683.x&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&amp;rft.genre=article&amp;rft.atitle=Inferring%20trade%20direction%20from%20intraday%20data&amp;rft.jtitle=The%20Journal%20of%20Finance&amp;rft.volume=46&amp;rft.issue=2&amp;rft.aufirst=Charles&amp;rft.aulast=Lee&amp;rft.au=Charles%20Lee&amp;rft.au=Mark%20J.%20Ready&amp;rft.date=1991&amp;rft.pages=733%E2%80%93746&amp;rft.spage=733&amp;rft.epage=746"></span>
-</div>
+</div>

docs/reference.md

@@ -1,4 +1,4 @@
 Welcome to the reference.
 
 
-::: tclf.classical_classifier.ClassicalClassifier
+::: tclf.classical_classifier.ClassicalClassifier

mkdocs.yml

@@ -52,4 +52,4 @@ extra:
       link: https://www.linkedin.com/in/markus-bilz/
 
 extra_javascript:
-  - https://unpkg.com/[email protected]/dist/mermaid.min.js
+  - https://unpkg.com/[email protected]/dist/mermaid.min.js

pyproject.toml

@@ -129,4 +129,4 @@ section-order = ["future", "standard-library", "third-party", "first-party", "lo
 "__init__.py" = ["D104", "F401"]  # disable missing docstrings in __init__, unused imports
 
 [tool.ruff.pydocstyle]
-convention = "google"
+convention = "google"

src/tclf/classical_classifier.py

@@ -71,6 +71,12 @@ def __init__(
     ):
         """Initialize a ClassicalClassifier.
 
+        Examples:
+            >>> clf = ClassicalClassifier(layers=[("lr", "all")], strategy="const")
+
+            Or equivalent:
+            >>> clf = ClassicalClassifier(layers=[("quote", "all"), ("tick", "all")], strategy="const")
+
         Args:
             layers (List[ tuple[ str, str, ] ]): Layers of classical rule.
             features (List[str] | None, optional): List of feature names in order of columns. Required to match columns in feature matrix with label. Can be `None`, if `pd.DataFrame` is passed. Defaults to None.
@@ -477,7 +483,7 @@ def predict(self, X: npt.NDArray | pd.DataFrame) -> npt.NDArray:
             func = self.func_mapping_[func_str]
             pred = np.where(
                 np.isnan(pred),
-                func(subset),
+                func(subset),  # type: ignore [operator]
                 pred,
             )