convexfi
diff --git a/‎pyproject.toml‎
Lines changed: 22 additions & 0 deletions b/‎pyproject.toml‎
Lines changed: 22 additions & 0 deletions
diff --git a/‎requirements.txt‎
Lines changed: 0 additions & 6 deletions b/‎requirements.txt‎
Lines changed: 0 additions & 6 deletions
diff --git a/‎setup.cfg‎
Lines changed: 0 additions & 5 deletions b/‎setup.cfg‎
Lines changed: 0 additions & 5 deletions
diff --git a/‎setup.py‎
Lines changed: 12 additions & 5 deletions b/‎setup.py‎
Lines changed: 12 additions & 5 deletions
diff --git a/‎riskparityportfolio/__init__.py‎ renamed to ‎src/riskparityportfolio/__init__.py‎ b/‎riskparityportfolio/__init__.py‎ renamed to ‎src/riskparityportfolio/__init__.py‎
diff --git a/‎riskparityportfolio/examples/main.cpp‎ renamed to ‎src/riskparityportfolio/examples/main.cpp‎ b/‎riskparityportfolio/examples/main.cpp‎ renamed to ‎src/riskparityportfolio/examples/main.cpp‎
diff --git a/‎riskparityportfolio/riskfunctions.py‎ renamed to ‎src/riskparityportfolio/riskfunctions.py‎ b/‎riskparityportfolio/riskfunctions.py‎ renamed to ‎src/riskparityportfolio/riskfunctions.py‎
diff --git a/‎riskparityportfolio/rpp.py‎ renamed to ‎src/riskparityportfolio/rpp.py‎ b/‎riskparityportfolio/rpp.py‎ renamed to ‎src/riskparityportfolio/rpp.py‎
diff --git a/‎riskparityportfolio/sca.py‎ renamed to ‎src/riskparityportfolio/sca.py‎ b/‎riskparityportfolio/sca.py‎ renamed to ‎src/riskparityportfolio/sca.py‎
diff --git a/‎riskparityportfolio/tests/__init__.py‎ renamed to ‎src/riskparityportfolio/tests/__init__.py‎ b/‎riskparityportfolio/tests/__init__.py‎ renamed to ‎src/riskparityportfolio/tests/__init__.py‎
@@ -0,0 +1,22 @@
+[build-system]
+requires = [
+  "setuptools>=40.6.0",
+  "wheel",
+  "setuptools_scm",
+  "oldest-supported-numpy",
+  "pybind11>=2.4",
+]
+build-backend = "setuptools.build_meta"
+
+[tool.black]
+line-length = 79
+
+[tool.isort]
+line_length = 79
+multi_line_output = 3
+include_trailing_comma = true
+force_grid_wrap = 0
+use_parentheses = true
+
+[tool.pytest.ini_options]
+addopts = "-v"
@@ -33,7 +33,7 @@ def __str__(self):
 ext_modules = [
     Extension(
         "riskparityportfolio.vanilla",
-        ["riskparityportfolio/vanilla.cpp"],
+        ["src/riskparityportfolio/vanilla.cpp"],
         include_dirs=[
             # Path to pybind11 headers
             get_pybind_include(),
@@ -69,7 +69,10 @@ def cpp_flag(compiler):
     if sys.platform == "darwin":
         flags = ["-std=c++14", "-std=c++11"]
     else:
-        flags = ["-std=c++17", "-std=c++14", "-std=c++11"]
+        flags = ["-std=c++20",
+                 "-std=c++17",
+                 "-std=c++14",
+                 "-std=c++11"]
 
     for flag in flags:
         if has_flag(compiler, flag):
@@ -129,12 +132,16 @@ def build_extensions(self):
     url="https://github.com/dppalomar/riskparity.py",
     description="Blazingly fast design of risk parity portfolios",
     license="MIT",
-    package_dir={"riskparityportfolio": "riskparityportfolio"},
+    package_dir={"riskparityportfolio": "src/riskparityportfolio"},
     packages=["riskparityportfolio"],
     long_description="",
     ext_modules=ext_modules,
-    install_requires=["pybind11>=2.4", "numpy", "jaxlib", "jax", "quadprog", "tqdm"],
-    setup_requires=["pybind11>=2.4", "numpy", "jaxlib", "jax", "quadprog", "tqdm"],
+    setup_requires=["pybind11>=2.4",
+                    "numpy",
+                    "jaxlib",
+                    "jax",
+                    "quadprog>=0.1.12",
+                    "tqdm"],
     cmdclass={"build_ext": BuildExt},
     classifiers=[
         "Development Status :: 3 - Alpha",