[MNT] moving linting to ruff, adding editorconfig (#653)

* moves linting to `ruff`
* adds `editorconfig`
* makes tests dependent on passing linting

Also fixes linting in some files (but not all).

Author: tschm

.editorconfig

@@ -0,0 +1,36 @@
+# This file is part of the tschm/.config-templates repository
+# (https://github.com/tschm/.config-templates).
+#
+root = true
+
+# Default settings for all files
+[*]
+end_of_line = lf
+trim_trailing_whitespace = true
+insert_final_newline = true
+charset = utf-8
+
+# Python, reStructuredText, and text files
+[*.{py,rst,txt}]
+indent_style = space
+indent_size = 4
+
+# YAML, JSON, and other config files
+[*.{yml,yaml,json}]
+indent_style = space
+indent_size = 2
+
+# Markdown files
+# [*.{md,markdown}]
+# trim_trailing_whitespace = false
+
+# Don't apply editorconfig rules to vendor/ resources
+# This is a "defensive" rule for the day we may have
+# the vendor folder
+[vendor/**]
+charset = unset
+end_of_line = unset
+indent_size = unset
+indent_style = unset
+insert_final_newline = unset
+trim_trailing_whitespace = unset

.flake8

@@ -49,7 +49,7 @@ jobs:
       - name: Upload coverage to Codecov
         # if false in order to skip for now
         if: false
-        uses: codecov/codecov-action@v3
+        uses: codecov/codecov-action@v5
         with:
           files: ./coverage.xml
           fail_ci_if_error: true

.github/workflows/codecov.yml

@@ -14,7 +14,44 @@ concurrency:
   cancel-in-progress: true
 
 jobs:
+  code-quality:
+    runs-on: ubuntu-latest
+
+    steps:
+      - uses: actions/checkout@v5
+
+      - uses: actions/setup-python@v6
+        with:
+          python-version: '3.13'
+
+      - name: install pre-commit
+        run: python3 -m pip install pre-commit
+
+      - name: Checkout code
+        uses: actions/checkout@v5
+        with:
+          fetch-depth: 0
+
+      - name: Get changed files
+        id: changed-files
+        run: |
+          CHANGED_FILES=$(git diff --name-only ${{ github.event.pull_request.base.sha }} ${{ github.sha }} | tr '\n' ' ')
+          echo "CHANGED_FILES=${CHANGED_FILES}" >> $GITHUB_ENV
+
+      - name: Print changed files
+        run: |
+          echo "Changed files: $CHANGED_FILES"
+
+      - name: Run pre-commit on changed files
+        run: |
+          if [ -n "$CHANGED_FILES" ]; then
+            pre-commit run --color always --files $CHANGED_FILES --show-diff-on-failure
+          else
+            echo "No changed files to check."
+          fi
+
   pytest:
+    needs: code-quality
     name: py${{ matrix.python-version }} on ${{ matrix.os }}
     runs-on: ${{ matrix.os }}
     env:
@@ -53,15 +90,3 @@ jobs:
       - name: Test with pytest
         run: |
           pytest ./tests
-
-      - name: Check with isort
-        run: |
-          isort --check --diff .
-
-      - name: Check with black
-        run: |
-          black --check --diff .
-
-      - name: Check with flake8
-        run: |
-          flake8 --show-source --statistics .

.github/workflows/main.yml

@@ -0,0 +1,15 @@
+repos:
+  - repo: https://github.com/pre-commit/pre-commit-hooks
+    rev: v6.0.0
+    hooks:
+      - id: check-toml
+      - id: check-yaml
+
+  - repo: https://github.com/astral-sh/ruff-pre-commit
+    rev: 'v0.14.5'
+    hooks:
+      - id: ruff
+        args: [ --fix, --exit-non-zero-on-fix, --unsafe-fixes ]
+
+      # Run the formatter
+      - id: ruff-format

.pre-commit-config.yaml

@@ -135,7 +135,7 @@ def __init__(
         view_confidences=None,
         tau=0.05,
         risk_aversion=1,
-        **kwargs
+        **kwargs,
     ):
         """
         :param cov_matrix: NxN covariance matrix of returns
@@ -296,8 +296,7 @@ def _set_omega(self, omega, view_confidences):
         elif omega == "idzorek":
             if view_confidences is None:
                 raise ValueError(
-                    "To use Idzorek's method, please supply a vector of percentage "
-                    "confidence levels for each view."
+                    "To use Idzorek's method, please supply a vector of percentage confidence levels for each view."
                 )
             if not isinstance(view_confidences, np.ndarray):
                 try:

cookbook/1-RiskReturnModels.ipynb

@@ -314,11 +314,11 @@ def _solve(self):
                 covarF_inv = np.linalg.inv(covarF)
                 j = 0
                 for i in f:
-                    l, bi = self._compute_lambda(
+                    lam, bi = self._compute_lambda(
                         covarF_inv, covarFB, meanF, wB, j, [self.lB[i], self.uB[i]]
                     )
-                    if CLA._infnone(l) > CLA._infnone(l_in):
-                        l_in, i_in, bi_in = l, i, bi
+                    if CLA._infnone(lam) > CLA._infnone(l_in):
+                        l_in, i_in, bi_in = lam, i, bi
                     j += 1
             # 2) case b): Free one bounded weight
             l_out = None
@@ -327,18 +327,18 @@ def _solve(self):
                 for i in b:
                     covarF, covarFB, meanF, wB = self._get_matrices(f + [i])
                     covarF_inv = np.linalg.inv(covarF)
-                    l, bi = self._compute_lambda(
+                    lam, bi = self._compute_lambda(
                         covarF_inv,
                         covarFB,
                         meanF,
                         wB,
                         meanF.shape[0] - 1,
                         self.w[-1][i],
                     )
-                    if (self.ls[-1] is None or l < self.ls[-1]) and l > CLA._infnone(
-                        l_out
-                    ):
-                        l_out, i_out = l, i
+                    if (
+                        self.ls[-1] is None or lam < self.ls[-1]
+                    ) and lam > CLA._infnone(l_out):
+                        l_out, i_out = lam, i
             if (l_in is None or l_in < 0) and (l_out is None or l_out < 0):
                 # 3) compute minimum variance solution
                 self.ls.append(0)

pypfopt/black_litterman.py

@@ -181,7 +181,7 @@ def semicovariance(
     benchmark=0.000079,
     frequency=252,
     log_returns=False,
-    **kwargs
+    **kwargs,
 ):
     """
     Estimate the semicovariance matrix, i.e the covariance given that
@@ -290,7 +290,7 @@ def min_cov_determinant(
     frequency=252,
     random_state=None,
     log_returns=False,
-    **kwargs
+    **kwargs,
 ):  # pragma: no cover
     warnings.warn("min_cov_determinant is deprecated and will be removed in v1.5")
 

pypfopt/cla.py

@@ -61,12 +61,9 @@ all_extras = [
 
 # dev - the developer dependency set, for contributors and CI
 dev = [
-    "pytest>=7.1.2",
-    "flake8>=4.0.1",
-    "black>=22.3.0",
-    "pytest-cov>=3.0.0",
-    "yfinance>=0.1.70",
-    "isort",
+    "pytest>=9.0.0",
+    "pytest-cov>=7.0.0",
+    "yfinance>=0.2.66",
 ]
 
 # notebook tests
@@ -91,8 +88,28 @@ requires = [
 [tool.setuptools.packages.find]
 exclude = ["example", "example.*", "tests", "tests.*"]
 
-[tool.black]
+[tool.ruff]
 line-length = 88
+# Keep Ruff aligned with project target version
+target-version = "py311"
+# Exclude individual files/patterns from Ruff linting/formatting
+exclude = [
+  "tests/test_imports.py",
+  "cookbook/*.ipynb",
+]
+
+[tool.ruff.lint]
+# Keep the same selected rule sets as in ruff.toml
+select = ["F", "I"]
+
+[tool.ruff.format]
+# Formatting configuration
+quote-style = "double"
+indent-style = "space"
+line-ending = "auto"
+skip-magic-trailing-comma = false
 
-[tool.isort]
-profile = "black"
+[tool.ruff.lint.isort]
+known-first-party = ["pypfopt"]
+combine-as-imports = true
+force-sort-within-sections = true