From ca0d36b190abb254b828daa333ca4f51d39c175c Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Sat, 11 Jul 2026 18:27:54 +0000 Subject: [PATCH 1/2] deps: bump the python-dependencies group with 23 updates Bumps the python-dependencies group with 23 updates: | Package | From | To | | --- | --- | --- | | [polars](https://github.com/pola-rs/polars) | `1.36.1` | `1.42.1` | | [pandas](https://github.com/pandas-dev/pandas) | `2.3.3` | `3.0.3` | | [pyarrow](https://github.com/apache/arrow) | `22.0.0` | `25.0.0` | | [scipy](https://github.com/scipy/scipy) | `1.16.3` | `1.18.0` | | [scikit-learn](https://github.com/scikit-learn/scikit-learn) | `1.8.0` | `1.9.0` | | [numba](https://github.com/numba/numba) | `0.63.1` | `0.66.0` | | [pydantic](https://github.com/pydantic/pydantic) | `2.12.5` | `2.13.4` | | [structlog](https://github.com/hynek/structlog) | `25.5.0` | `26.1.0` | | [matplotlib](https://github.com/matplotlib/matplotlib) | `3.10.8` | `3.11.0` | | [ta-lib](https://github.com/ta-lib/ta-lib-python) | `0.6.8` | `0.7.0` | | [duckdb](https://github.com/duckdb/duckdb-python) | `1.4.3` | `1.5.4` | | [pandas-market-calendars](https://github.com/rsheftel/pandas_market_calendars) | `5.2.4` | `5.4.0` | | [plotly](https://github.com/plotly/plotly.py) | `6.5.0` | `6.9.0` | | [shap](https://github.com/shap/shap) | `0.49.1` | `0.52.0` | | [pytest](https://github.com/pytest-dev/pytest) | `9.0.2` | `9.1.1` | | [pytest-cov](https://github.com/pytest-dev/pytest-cov) | `7.0.0` | `7.1.0` | | [hypothesis](https://github.com/HypothesisWorks/hypothesis) | `6.150.0` | `6.156.6` | | [ruff](https://github.com/astral-sh/ruff) | `0.14.10` | `0.15.21` | | [ipython](https://github.com/ipython/ipython) | `9.9.0` | `9.15.0` | | [pre-commit](https://github.com/pre-commit/pre-commit) | `4.5.1` | `4.6.0` | | [yfinance](https://github.com/ranaroussi/yfinance) | `1.0` | `1.5.1` | | [mkdocs-material](https://github.com/squidfunk/mkdocs-material) | `9.7.3` | `9.7.6` | | [ty](https://github.com/astral-sh/ty) | `0.0.18` | `0.0.58` | Updates `polars` from 1.36.1 to 1.42.1 - [Release notes](https://github.com/pola-rs/polars/releases) - [Commits](https://github.com/pola-rs/polars/compare/py-1.36.1...py-1.42.1) Updates `pandas` from 2.3.3 to 3.0.3 - [Release notes](https://github.com/pandas-dev/pandas/releases) - [Commits](https://github.com/pandas-dev/pandas/compare/v2.3.3...v3.0.3) Updates `pyarrow` from 22.0.0 to 25.0.0 - [Release notes](https://github.com/apache/arrow/releases) - [Commits](https://github.com/apache/arrow/compare/apache-arrow-22.0.0...apache-arrow-25.0.0) Updates `scipy` from 1.16.3 to 1.18.0 - [Release notes](https://github.com/scipy/scipy/releases) - [Commits](https://github.com/scipy/scipy/compare/v1.16.3...v1.18.0) Updates `scikit-learn` from 1.8.0 to 1.9.0 - [Release notes](https://github.com/scikit-learn/scikit-learn/releases) - [Commits](https://github.com/scikit-learn/scikit-learn/compare/1.8.0...1.9.0) Updates `numba` from 0.63.1 to 0.66.0 - [Release notes](https://github.com/numba/numba/releases) - [Commits](https://github.com/numba/numba/compare/0.63.1...0.66.0) Updates `pydantic` from 2.12.5 to 2.13.4 - [Release notes](https://github.com/pydantic/pydantic/releases) - [Changelog](https://github.com/pydantic/pydantic/blob/main/HISTORY.md) - [Commits](https://github.com/pydantic/pydantic/compare/v2.12.5...v2.13.4) Updates `structlog` from 25.5.0 to 26.1.0 - [Release notes](https://github.com/hynek/structlog/releases) - [Changelog](https://github.com/hynek/structlog/blob/main/CHANGELOG.md) - [Commits](https://github.com/hynek/structlog/compare/25.5.0...26.1.0) Updates `matplotlib` from 3.10.8 to 3.11.0 - [Release notes](https://github.com/matplotlib/matplotlib/releases) - [Commits](https://github.com/matplotlib/matplotlib/compare/v3.10.8...v3.11.0) Updates `ta-lib` from 0.6.8 to 0.7.0 - [Release notes](https://github.com/ta-lib/ta-lib-python/releases) - [Changelog](https://github.com/TA-Lib/ta-lib-python/blob/master/CHANGELOG) - [Commits](https://github.com/ta-lib/ta-lib-python/compare/v0.6.8...v0.7.0) Updates `duckdb` from 1.4.3 to 1.5.4 - [Release notes](https://github.com/duckdb/duckdb-python/releases) - [Commits](https://github.com/duckdb/duckdb-python/compare/v1.4.3...v1.5.4) Updates `pandas-market-calendars` from 5.2.4 to 5.4.0 - [Release notes](https://github.com/rsheftel/pandas_market_calendars/releases) - [Commits](https://github.com/rsheftel/pandas_market_calendars/compare/v5.2.4...v5.4.0) Updates `plotly` from 6.5.0 to 6.9.0 - [Release notes](https://github.com/plotly/plotly.py/releases) - [Changelog](https://github.com/plotly/plotly.py/blob/main/CHANGELOG.md) - [Commits](https://github.com/plotly/plotly.py/compare/v6.5.0...v6.9.0) Updates `shap` from 0.49.1 to 0.52.0 - [Release notes](https://github.com/shap/shap/releases) - [Changelog](https://github.com/shap/shap/blob/master/docs/release_notes.rst) - [Commits](https://github.com/shap/shap/compare/v0.49.1...v0.52.0) Updates `pytest` from 9.0.2 to 9.1.1 - [Release notes](https://github.com/pytest-dev/pytest/releases) - [Changelog](https://github.com/pytest-dev/pytest/blob/main/CHANGELOG.rst) - [Commits](https://github.com/pytest-dev/pytest/compare/9.0.2...9.1.1) Updates `pytest-cov` from 7.0.0 to 7.1.0 - [Changelog](https://github.com/pytest-dev/pytest-cov/blob/master/CHANGELOG.rst) - [Commits](https://github.com/pytest-dev/pytest-cov/compare/v7.0.0...v7.1.0) Updates `hypothesis` from 6.150.0 to 6.156.6 - [Release notes](https://github.com/HypothesisWorks/hypothesis/releases) - [Commits](https://github.com/HypothesisWorks/hypothesis/compare/hypothesis-python-6.150.0...v6.156.6) Updates `ruff` from 0.14.10 to 0.15.21 - [Release notes](https://github.com/astral-sh/ruff/releases) - [Changelog](https://github.com/astral-sh/ruff/blob/main/CHANGELOG.md) - [Commits](https://github.com/astral-sh/ruff/compare/0.14.10...0.15.21) Updates `ipython` from 9.9.0 to 9.15.0 - [Release notes](https://github.com/ipython/ipython/releases) - [Commits](https://github.com/ipython/ipython/compare/9.9.0...9.15.0) Updates `pre-commit` from 4.5.1 to 4.6.0 - [Release notes](https://github.com/pre-commit/pre-commit/releases) - [Changelog](https://github.com/pre-commit/pre-commit/blob/main/CHANGELOG.md) - [Commits](https://github.com/pre-commit/pre-commit/compare/v4.5.1...v4.6.0) Updates `yfinance` from 1.0 to 1.5.1 - [Release notes](https://github.com/ranaroussi/yfinance/releases) - [Changelog](https://github.com/ranaroussi/yfinance/blob/main/CHANGELOG.rst) - [Commits](https://github.com/ranaroussi/yfinance/compare/1.0...1.5.1) Updates `mkdocs-material` from 9.7.3 to 9.7.6 - [Release notes](https://github.com/squidfunk/mkdocs-material/releases) - [Changelog](https://github.com/squidfunk/mkdocs-material/blob/master/CHANGELOG) - [Commits](https://github.com/squidfunk/mkdocs-material/compare/9.7.3...9.7.6) Updates `ty` from 0.0.18 to 0.0.58 - [Release notes](https://github.com/astral-sh/ty/releases) - [Changelog](https://github.com/astral-sh/ty/blob/main/CHANGELOG.md) - [Commits](https://github.com/astral-sh/ty/compare/0.0.18...0.0.58) --- updated-dependencies: - dependency-name: polars dependency-version: 1.42.1 dependency-type: direct:production update-type: version-update:semver-minor dependency-group: python-dependencies - dependency-name: pandas dependency-version: 3.0.3 dependency-type: direct:production update-type: version-update:semver-major dependency-group: python-dependencies - dependency-name: pyarrow dependency-version: 25.0.0 dependency-type: direct:production update-type: version-update:semver-major dependency-group: python-dependencies - dependency-name: scipy dependency-version: 1.18.0 dependency-type: direct:production update-type: version-update:semver-minor dependency-group: python-dependencies - dependency-name: scikit-learn dependency-version: 1.9.0 dependency-type: direct:production update-type: version-update:semver-minor dependency-group: python-dependencies - dependency-name: numba dependency-version: 0.66.0 dependency-type: direct:production update-type: version-update:semver-minor dependency-group: python-dependencies - dependency-name: pydantic dependency-version: 2.13.4 dependency-type: direct:production update-type: version-update:semver-minor dependency-group: python-dependencies - dependency-name: structlog dependency-version: 26.1.0 dependency-type: direct:production update-type: version-update:semver-major dependency-group: python-dependencies - dependency-name: matplotlib dependency-version: 3.11.0 dependency-type: direct:production update-type: version-update:semver-minor dependency-group: python-dependencies - dependency-name: ta-lib dependency-version: 0.7.0 dependency-type: direct:production update-type: version-update:semver-minor dependency-group: python-dependencies - dependency-name: duckdb dependency-version: 1.5.4 dependency-type: direct:production update-type: version-update:semver-minor dependency-group: python-dependencies - dependency-name: pandas-market-calendars dependency-version: 5.4.0 dependency-type: direct:development update-type: version-update:semver-minor dependency-group: python-dependencies - dependency-name: plotly dependency-version: 6.9.0 dependency-type: direct:production update-type: version-update:semver-minor dependency-group: python-dependencies - dependency-name: shap dependency-version: 0.52.0 dependency-type: direct:production update-type: version-update:semver-minor dependency-group: python-dependencies - dependency-name: pytest dependency-version: 9.1.1 dependency-type: direct:production update-type: version-update:semver-minor dependency-group: python-dependencies - dependency-name: pytest-cov dependency-version: 7.1.0 dependency-type: direct:development update-type: version-update:semver-minor dependency-group: python-dependencies - dependency-name: hypothesis dependency-version: 6.156.6 dependency-type: direct:development update-type: version-update:semver-minor dependency-group: python-dependencies - dependency-name: ruff dependency-version: 0.15.21 dependency-type: direct:development update-type: version-update:semver-minor dependency-group: python-dependencies - dependency-name: ipython dependency-version: 9.15.0 dependency-type: direct:production update-type: version-update:semver-minor dependency-group: python-dependencies - dependency-name: pre-commit dependency-version: 4.6.0 dependency-type: direct:development update-type: version-update:semver-minor dependency-group: python-dependencies - dependency-name: yfinance dependency-version: 1.5.1 dependency-type: direct:production update-type: version-update:semver-minor dependency-group: python-dependencies - dependency-name: mkdocs-material dependency-version: 9.7.6 dependency-type: direct:production update-type: version-update:semver-patch dependency-group: python-dependencies - dependency-name: ty dependency-version: 0.0.58 dependency-type: direct:development update-type: version-update:semver-patch dependency-group: python-dependencies ... Signed-off-by: dependabot[bot] --- uv.lock | 1477 +++++++++++++++++++++++++------------------------------ 1 file changed, 663 insertions(+), 814 deletions(-) diff --git a/uv.lock b/uv.lock index b04cf12..7ce9958 100644 --- a/uv.lock +++ b/uv.lock @@ -4,8 +4,12 @@ requires-python = ">=3.12" resolution-markers = [ "python_full_version >= '3.14' and sys_platform == 'win32'", "python_full_version >= '3.14' and sys_platform == 'emscripten'", - "python_full_version >= '3.14' and sys_platform != 'emscripten' and sys_platform != 'win32'", - "python_full_version < '3.14'", + "python_full_version >= '3.14' and platform_machine == 'x86_64' and sys_platform == 'darwin'", + "(python_full_version >= '3.14' and platform_machine != 'x86_64' and sys_platform == 'darwin') or (python_full_version >= '3.14' and sys_platform != 'darwin' and sys_platform != 'emscripten' and sys_platform != 'win32')", + "python_full_version < '3.14' and sys_platform == 'win32'", + "python_full_version < '3.14' and sys_platform == 'emscripten'", + "python_full_version < '3.14' and platform_machine == 'x86_64' and sys_platform == 'darwin'", + "(python_full_version < '3.14' and platform_machine != 'x86_64' and sys_platform == 'darwin') or (python_full_version < '3.14' and sys_platform != 'darwin' and sys_platform != 'emscripten' and sys_platform != 'win32')", ] [[package]] @@ -22,13 +26,12 @@ name = "arch" version = "8.0.0" source = { registry = "https://pypi.org/simple" } dependencies = [ - { name = "numpy", version = "2.2.6", source = { registry = "https://pypi.org/simple" }, marker = "python_full_version < '3.14'" }, - { name = "numpy", version = "2.4.4", source = { registry = "https://pypi.org/simple" }, marker = "python_full_version >= '3.14'" }, + { name = "numpy", version = "2.2.6", source = { registry = "https://pypi.org/simple" }, marker = "(python_full_version < '3.14' and platform_machine != 'x86_64') or (python_full_version < '3.14' and sys_platform != 'darwin') or (platform_machine == 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"sha256:5a2b8ad7bbcb4bd01a97480aff07b8851e361307702b568141b613b30da5c72e", size = 127146, upload-time = "2025-12-22T18:16:19.658Z" }, + { url = "https://files.pythonhosted.org/packages/2b/53/ba0f45c93c45cafe010c9fe2f509c70d1ad0f96ae7b6ca93369db0c17942/yfinance-1.5.1-py2.py3-none-any.whl", hash = "sha256:a5c9cfc1b9c990f217b643e4fb92444e023cc02b2bacdea9c1fb472509fdfe22", size = 144223, upload-time = "2026-06-28T18:13:58.349Z" }, ] From f51ecb00673f0e938abbab6b9bf48b7ce192f98b Mon Sep 17 00:00:00 2001 From: Stefan Jansen Date: Sat, 11 Jul 2026 14:34:58 -0400 Subject: [PATCH 2/2] chore: fix dependency update compatibility --- src/ml4t/engineer/config/base.py | 5 +++-- src/ml4t/engineer/dataset.py | 7 ++++--- .../features/ml/percentile_rank_features.py | 8 +++++--- src/ml4t/engineer/features/utils/ma_types.py | 18 ++++++++---------- .../volatility/volatility_percentile_rank.py | 8 +++++--- src/ml4t/engineer/preprocessing.py | 6 +++--- 6 files changed, 28 insertions(+), 24 deletions(-) diff --git a/src/ml4t/engineer/config/base.py b/src/ml4t/engineer/config/base.py index 52a55bf..2f2afb5 100644 --- a/src/ml4t/engineer/config/base.py +++ b/src/ml4t/engineer/config/base.py @@ -190,9 +190,10 @@ def validate_fully(self) -> list[str]: return [] except Exception as e: # Parse validation errors from Pydantic - if hasattr(e, "errors") and callable(getattr(e, "errors", None)): + errors_method = getattr(e, "errors", None) + if callable(errors_method): errors = [] - for error in e.errors(): # type: ignore[operator] + for error in errors_method(): loc = ".".join(str(x) for x in error["loc"]) msg = error["msg"] errors.append(f"{loc}: {msg}") diff --git a/src/ml4t/engineer/dataset.py b/src/ml4t/engineer/dataset.py index 2e87e39..9fb7b65 100644 --- a/src/ml4t/engineer/dataset.py +++ b/src/ml4t/engineer/dataset.py @@ -47,7 +47,7 @@ from collections.abc import Generator, Iterator from dataclasses import dataclass, field -from typing import TYPE_CHECKING, Any, Protocol +from typing import TYPE_CHECKING, Any, Protocol, cast import numpy as np import polars as pl @@ -274,8 +274,9 @@ def set_scaler(self, scaler: BaseScaler | PreprocessingConfig | None) -> MLDatas >>> builder.set_scaler(PreprocessingConfig.robust()) """ # Handle PreprocessingConfig by creating the scaler - if hasattr(scaler, "create_scaler"): - self._scaler = scaler.create_scaler() # type: ignore[union-attr] + create_scaler = getattr(scaler, "create_scaler", None) + if callable(create_scaler): + self._scaler = cast("BaseScaler | None", create_scaler()) else: self._scaler = scaler return self diff --git a/src/ml4t/engineer/features/ml/percentile_rank_features.py b/src/ml4t/engineer/features/ml/percentile_rank_features.py index 856c1a3..90064bf 100644 --- a/src/ml4t/engineer/features/ml/percentile_rank_features.py +++ b/src/ml4t/engineer/features/ml/percentile_rank_features.py @@ -72,9 +72,11 @@ def percentile_rank_features( # Count how many close in the window are less than or equal to current value # This properly calculates percentile rank within each rolling window rank = feature.rolling_map( - lambda x: ((x[-1] > x[:-1]).sum() + 0.5 * (x[-1] == x[:-1]).sum()) / len(x) * 100 - if len(x) > 0 - else None, + lambda x: ( + ((x[-1] > x[:-1]).sum() + 0.5 * (x[-1] == x[:-1]).sum()) / len(x) * 100 + if len(x) > 0 + else None + ), window_size=window, ) ranks[f"rank_{window}"] = rank diff --git a/src/ml4t/engineer/features/utils/ma_types.py b/src/ml4t/engineer/features/utils/ma_types.py index 38a078f..5397e5d 100644 --- a/src/ml4t/engineer/features/utils/ma_types.py +++ b/src/ml4t/engineer/features/utils/ma_types.py @@ -4,8 +4,6 @@ Maps TA-Lib MA type codes to ml4t.engineer implementations. """ -from typing import cast - import numpy as np import numpy.typing as npt @@ -64,19 +62,19 @@ def apply_ma( beyond period. Use KAMA (matype=6) as an adaptive alternative. """ if matype == 0: - return cast(NDArrayFloat, sma_numba(close, period)) + return sma_numba(close, period) elif matype == 1: - return cast(NDArrayFloat, ema_numba(close, period)) + return ema_numba(close, period) elif matype == 2: - return cast(NDArrayFloat, wma_numba(close, period)) + return wma_numba(close, period) elif matype == 3: - return cast(NDArrayFloat, dema_numba(close, period)) + return dema_numba(close, period) elif matype == 4: - return cast(NDArrayFloat, tema_numba(close, period)) + return tema_numba(close, period) elif matype == 5: - return cast(NDArrayFloat, trima_numba(close, period)) + return trima_numba(close, period) elif matype == 6: - return cast(NDArrayFloat, kama_numba(close, timeperiod=period)) + return kama_numba(close, timeperiod=period) elif matype == 7: raise ValueError( "MAMA (matype=7) is not supported. " @@ -84,7 +82,7 @@ def apply_ma( "Use KAMA (matype=6) as an adaptive alternative." ) elif matype == 8: - return cast(NDArrayFloat, t3_numba(close, period)) + return t3_numba(close, period) else: raise ValueError( f"Invalid matype={matype}. Must be 0-8 (excluding 7). See docstring for valid MA types." diff --git a/src/ml4t/engineer/features/volatility/volatility_percentile_rank.py b/src/ml4t/engineer/features/volatility/volatility_percentile_rank.py index b46a2a3..8ff320b 100644 --- a/src/ml4t/engineer/features/volatility/volatility_percentile_rank.py +++ b/src/ml4t/engineer/features/volatility/volatility_percentile_rank.py @@ -64,9 +64,11 @@ def volatility_percentile_rank( # Calculate rolling percentile rank # Use rolling_map to properly calculate percentile rank within each lookback window rank = vol.rolling_map( - lambda x: ((x[-1] > x[:-1]).sum() + 0.5 * (x[-1] == x[:-1]).sum()) / len(x) * 100 - if len(x) > 0 - else None, + lambda x: ( + ((x[-1] > x[:-1]).sum() + 0.5 * (x[-1] == x[:-1]).sum()) / len(x) * 100 + if len(x) > 0 + else None + ), window_size=lookback, ) diff --git a/src/ml4t/engineer/preprocessing.py b/src/ml4t/engineer/preprocessing.py index 16a1e3c..81cb0cc 100644 --- a/src/ml4t/engineer/preprocessing.py +++ b/src/ml4t/engineer/preprocessing.py @@ -29,13 +29,13 @@ from __future__ import annotations from abc import ABC, abstractmethod -from enum import Enum +from enum import StrEnum from typing import Any import polars as pl -class ScalerMethod(str, Enum): +class ScalerMethod(StrEnum): """Scaling method options.""" STANDARD = "standard" # Z-score: (x - mean) / std @@ -489,7 +489,7 @@ def _apply_transform(self, X: pl.DataFrame) -> pl.DataFrame: # ============================================================================= -class TransformType(str, Enum): +class TransformType(StrEnum): """Transform types supported by PreprocessingPipeline. These align with ml4t.diagnostic.integration.engineer_contract.TransformType.