qftools 0.1.1

Python Toolkit for Quantitative Finance

QFTools

QFTools is a Python library for quantitative finance calculations, currently focusing on date arithmetic and calendar operations. More features will be added in future releases.

Requirements

• Python ≥ 3.13
• NumPy ≥ 2.2.1

Installation

pip install qftools

Current Features

• Calendar Operations
• Day Count Conventions
• Tenor Arithmetic
• Date Sequence Generation
• Roll Conventions

Development

This project uses:

• Poetry for dependency management
• Ruff for linting and formatting
• pytest for testing
• pre-commit for git hooks

Setting up development environment

# Clone the repository
git clone https://github.com/reecemiao/QFTools.git
cd qftools

# Install dependencies with Poetry
poetry install

# Install pre-commit hooks
poetry run pre-commit install

Running tests

poetry run pytest

Code Style

The project uses Ruff for both linting and formatting with the following configurations:

• Line length: 120 characters
• Python target version: 3.13
• NumPy docstring convention
• Selected rule sets: F, E, W, C90, I, D

License

MIT License - see the LICENSE file for details.