ml4t-models 0.1.0a0__tar.gz

ml4t_models-0.1.0a0/.gitignore

@@ -0,0 +1,21 @@
+__pycache__/
+*.py[cod]
+*.egg-info/
+.pytest_cache/
+.ruff_cache/
+.coverage
+htmlcov/
+dist/
+build/
+site/
+.venv/
+.venv-*/
+venv/
+ENV/
+.idea/
+.vscode/
+.hypothesis/
+src/ml4t/models/_version.py
+
+CLAUDE.md
+.claude/

ml4t_models-0.1.0a0/CHANGELOG.md

@@ -0,0 +1,17 @@
+# Changelog
+
+All notable changes to `ml4t-models` will be documented in this file.
+
+## 0.1.0a0
+
+- Added finance-native data contracts for persistent panels, ragged cross-sections, and
+  portfolio sequences.
+- Added latent-factor model families: `PCA`, `RP-PCA`, `IPCA`, and `CAE`.
+- Added direct asset prediction with `SAEModel`.
+- Added weight-native stochastic discount factor modeling with
+  `StochasticDiscountFactorModel`.
+- Added portfolio learning baselines and deep models.
+- Added factor forecasters, asset mappers, and composable modeling pipelines.
+- Added integration adapters for ML4T data schemas, backtest handoff, and prediction or weight
+  surfaces.
+- Added user guide, architecture documentation, and API reference with MkDocs.

ml4t_models-0.1.0a0/LICENSE

@@ -0,0 +1,21 @@
+MIT License
+
+Copyright (c) 2026 Stefan Jansen
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.

ml4t_models-0.1.0a0/PKG-INFO

@@ -0,0 +1,265 @@
+Metadata-Version: 2.4
+Name: ml4t-models
+Version: 0.1.0a0
+Summary: Finance-specific latent-factor and portfolio-learning models for ML4T
+Project-URL: Homepage, https://ml4trading.io/docs/models/
+Project-URL: Documentation, https://ml4trading.io/docs/models/
+Project-URL: Repository, https://github.com/ml4t/models
+Project-URL: Issues, https://github.com/ml4t/models/issues
+Project-URL: Changelog, https://github.com/ml4t/models/blob/main/CHANGELOG.md
+Author-email: Stefan Jansen <stefan@ml4trading.io>
+Maintainer-email: Stefan Jansen <stefan@ml4trading.io>
+License: MIT
+License-File: LICENSE
+Keywords: algorithmic-trading,deep-learning,finance,latent-factors,machine-learning,portfolio-learning,quantitative-finance
+Classifier: Development Status :: 3 - Alpha
+Classifier: Intended Audience :: Developers
+Classifier: Intended Audience :: Financial and Insurance Industry
+Classifier: Intended Audience :: Science/Research
+Classifier: License :: OSI Approved :: MIT License
+Classifier: Operating System :: OS Independent
+Classifier: Programming Language :: Python :: 3
+Classifier: Programming Language :: Python :: 3.12
+Classifier: Programming Language :: Python :: 3.13
+Classifier: Topic :: Office/Business :: Financial :: Investment
+Classifier: Topic :: Scientific/Engineering :: Artificial Intelligence
+Classifier: Topic :: Scientific/Engineering :: Information Analysis
+Classifier: Typing :: Typed
+Requires-Python: <3.14,>=3.12
+Requires-Dist: numpy<2.3,>=1.26
+Provides-Extra: all
+Requires-Dist: mkdocs-material>=9.5.0; extra == 'all'
+Requires-Dist: mkdocs<2,>=1.6; extra == 'all'
+Requires-Dist: mkdocstrings[python]>=0.24.0; extra == 'all'
+Requires-Dist: ml4t-specs>=0.1.0b0; extra == 'all'
+Requires-Dist: polars>=1.0.0; extra == 'all'
+Requires-Dist: pre-commit>=3.3.0; extra == 'all'
+Requires-Dist: pytest-cov>=5.0.0; extra == 'all'
+Requires-Dist: pytest>=8.0.0; extra == 'all'
+Requires-Dist: ruff>=0.8.0; extra == 'all'
+Requires-Dist: torch>=2.4; extra == 'all'
+Requires-Dist: ty; extra == 'all'
+Provides-Extra: deep
+Requires-Dist: torch>=2.4; extra == 'deep'
+Provides-Extra: dev
+Requires-Dist: pre-commit>=3.3.0; extra == 'dev'
+Requires-Dist: pytest-cov>=5.0.0; extra == 'dev'
+Requires-Dist: pytest>=8.0.0; extra == 'dev'
+Requires-Dist: ruff>=0.8.0; extra == 'dev'
+Requires-Dist: torch>=2.4; extra == 'dev'
+Requires-Dist: ty; extra == 'dev'
+Provides-Extra: docs
+Requires-Dist: mkdocs-material>=9.5.0; extra == 'docs'
+Requires-Dist: mkdocs<2,>=1.6; extra == 'docs'
+Requires-Dist: mkdocstrings[python]>=0.24.0; extra == 'docs'
+Provides-Extra: integration
+Requires-Dist: ml4t-specs>=0.1.0b0; extra == 'integration'
+Requires-Dist: polars>=1.0.0; extra == 'integration'
+Description-Content-Type: text/markdown
+
+# ml4t-models
+
+[![Python 3.12+](https://img.shields.io/badge/python-3.12+-blue.svg)](https://www.python.org/downloads/)
+[![PyPI](https://img.shields.io/pypi/v/ml4t-models)](https://pypi.org/project/ml4t-models/)
+[![License: MIT](https://img.shields.io/badge/License-MIT-yellow.svg)](https://opensource.org/licenses/MIT)
+
+Finance-native model implementations for latent-factor estimation, stochastic discount factor learning, direct asset prediction, and end-to-end portfolio learning.
+
+Documentation: https://ml4trading.io/docs/models/
+
+## Part of the ML4T Library Ecosystem
+
+This library is one of six interconnected ML4T libraries supporting the research and production workflow described in [Machine Learning for Trading](https://ml4trading.io).
+
+![ML4T Library Ecosystem](docs/images/ml4t_ecosystem_workflow_color.png)
+
+## What This Library Does
+
+`ml4t-models` packages paper-faithful model families that are common in modern empirical asset pricing and portfolio learning:
+
+- Latent-factor estimators with explicit structural outputs:
+  - `PCAModel`
+  - `RPPCAModel`
+  - `IPCAModel`
+  - `CAEModel`
+- Weight-native stochastic discount factor modeling:
+  - `StochasticDiscountFactorModel`
+- Direct asset prediction:
+  - `SAEModel` (`SAE` = supervised autoencoder)
+- End-to-end portfolio learning:
+  - `LinearFeaturePortfolioModel`
+  - `LSTMPortfolioModel`
+  - `DeepPortfolioModel`
+
+The library is built around finance-native contracts rather than generic tensor trainers:
+
+- `PersistentPanelBatch` for stable-ID panels
+- `CrossSectionBatch` for ragged dated cross-sections
+- `PortfolioSequenceBatch` for sequence-to-allocation models
+
+It also keeps the predictive steps explicit:
+
+- structural extraction
+- factor-premium forecasting
+- asset mapping
+- downstream prediction and weight frames for `ml4t-backtest` and `ml4t-diagnostic`
+
+![ml4t-models Architecture](docs/images/ml4t_models_architecture.svg)
+
+## Installation
+
+```bash
+pip install ml4t-models
+```
+
+Optional extras:
+
+```bash
+pip install ml4t-models[deep]         # torch-backed neural models
+pip install ml4t-models[integration]  # polars + ml4t-specs bridges
+pip install ml4t-models[docs]         # mkdocs site build
+pip install ml4t-models[all]
+```
+
+## Quick Start
+
+### 1. Latent-Factor Forecast Pipeline
+
+```python
+import numpy as np
+
+from ml4t.models import (
+    BetaLambdaMapper,
+    CrossSectionBatch,
+    ExpandingMeanFactorForecaster,
+    IPCAConfig,
+    IPCAModel,
+    LatentFactorForecastPipeline,
+)
+
+batch = CrossSectionBatch(
+    characteristics=np.random.randn(24, 200, 12),
+    returns=np.random.randn(24, 200),
+    timestamps=tuple(range(24)),
+)
+
+pipeline = LatentFactorForecastPipeline(
+    model=IPCAModel(IPCAConfig(n_factors=3)),
+    forecaster=ExpandingMeanFactorForecaster(),
+    mapper=BetaLambdaMapper(),
+)
+pipeline.fit(batch)
+prediction = pipeline.predict(batch)
+
+print(prediction.asset_forecast.expected_returns.shape)
+# (24, 200)
+```
+
+### 2. Weight-Native Stochastic Discount Factor
+
+```python
+import numpy as np
+
+from ml4t.models import CrossSectionBatch, StochasticDiscountFactorConfig, StochasticDiscountFactorModel
+
+batch = CrossSectionBatch(
+    characteristics=np.random.randn(36, 300, 16),
+    returns=np.random.randn(36, 300),
+    context_features=np.random.randn(36, 8),
+    timestamps=tuple(range(36)),
+)
+
+model = StochasticDiscountFactorModel(
+    StochasticDiscountFactorConfig(checkpoint_epochs=(256, 512, 768, 1024, 1280))
+)
+model.fit(batch)
+state = model.extract(batch, checkpoint=1280)
+
+print(state.asset_weights.shape)
+# (36, 300)
+```
+
+### 3. End-to-End Portfolio Learning
+
+```python
+import numpy as np
+
+from ml4t.models import LSTMPortfolioConfig, LSTMPortfolioModel, PortfolioSequenceBatch
+
+batch = PortfolioSequenceBatch(
+    features=np.random.randn(8, 63, 20, 10),
+    returns=np.random.randn(8, 63, 20),
+    timestamps=tuple(range(63)),
+    asset_ids=tuple(f"asset_{i}" for i in range(20)),
+)
+
+model = LSTMPortfolioModel(LSTMPortfolioConfig(max_iters=20, checkpoint_every=5))
+model.fit(batch)
+weights = model.predict(batch, checkpoint=20)
+
+print(weights.weights.shape)
+# (8, 63, 20)
+```
+
+### 4. Hand Off Predictions To The Rest Of ML4T
+
+```python
+from ml4t.models import predictions_frame_from_asset_forecast, write_backtest_frames
+
+frame = predictions_frame_from_asset_forecast(prediction.asset_forecast)
+write_backtest_frames("artifacts/run_001", predictions=frame)
+```
+
+## Model Families
+
+### Latent Factors
+
+These models estimate a structural representation first, then let a separate forecaster produce ex ante factor premia.
+
+| Model | Contract | Native output | Predictive step |
+|---|---|---|---|
+| `PCAModel` | `PersistentPanelBatch` | static loadings, factor returns | factor-premium forecaster + mapper |
+| `RPPCAModel` | `PersistentPanelBatch` | risk-premium-aware latent factors | factor-premium forecaster + mapper |
+| `IPCAModel` | `CrossSectionBatch` | characteristic-implied betas, factor history | factor-premium forecaster + mapper |
+| `CAEModel` | `CrossSectionBatch` | nonlinear characteristic betas, factor history | factor-premium forecaster + mapper |
+
+### Stochastic Discount Factor
+
+`StochasticDiscountFactorModel` is not a `beta × lambda` latent-factor model. It learns a weight-native no-arbitrage object and exposes:
+
+- asset weights
+- SDF series
+- checkpointed phase-aware training state
+
+Optional return projections are handled by separate mappers.
+
+### Direct Asset Prediction
+
+`SAEModel` is a supervised autoencoder signal model. In this library it is treated as a direct predictor, not a latent-factor model.
+
+### Portfolio Learning
+
+Portfolio models learn allocations directly:
+
+- `LinearFeaturePortfolioModel` as a deterministic baseline
+- `LSTMPortfolioModel` as a sequence baseline
+- `DeepPortfolioModel` as a structured DeePM-style allocator
+
+## Design Principles
+
+- Finance-native data contracts rather than generic dataloaders
+- Explicit structural and predictive stages
+- Checkpoint-aware neural training
+- Clear separation between:
+  - model estimation
+  - forecasting
+  - backtest and diagnostic integration
+- Integration boundaries with sibling libraries instead of duplicated evaluation logic
+
+## Documentation
+
+- [Getting Started](docs/getting-started/quickstart.md)
+- [User Guide](docs/user-guide/index.md)
+- [Architecture](docs/reference/architecture.md)
+- [API Reference](docs/api/index.md)
+- [Book Guide](docs/book-guide/index.md)

ml4t_models-0.1.0a0/README.md

@@ -0,0 +1,206 @@
+# ml4t-models
+
+[![Python 3.12+](https://img.shields.io/badge/python-3.12+-blue.svg)](https://www.python.org/downloads/)
+[![PyPI](https://img.shields.io/pypi/v/ml4t-models)](https://pypi.org/project/ml4t-models/)
+[![License: MIT](https://img.shields.io/badge/License-MIT-yellow.svg)](https://opensource.org/licenses/MIT)
+
+Finance-native model implementations for latent-factor estimation, stochastic discount factor learning, direct asset prediction, and end-to-end portfolio learning.
+
+Documentation: https://ml4trading.io/docs/models/
+
+## Part of the ML4T Library Ecosystem
+
+This library is one of six interconnected ML4T libraries supporting the research and production workflow described in [Machine Learning for Trading](https://ml4trading.io).
+
+![ML4T Library Ecosystem](docs/images/ml4t_ecosystem_workflow_color.png)
+
+## What This Library Does
+
+`ml4t-models` packages paper-faithful model families that are common in modern empirical asset pricing and portfolio learning:
+
+- Latent-factor estimators with explicit structural outputs:
+  - `PCAModel`
+  - `RPPCAModel`
+  - `IPCAModel`
+  - `CAEModel`
+- Weight-native stochastic discount factor modeling:
+  - `StochasticDiscountFactorModel`
+- Direct asset prediction:
+  - `SAEModel` (`SAE` = supervised autoencoder)
+- End-to-end portfolio learning:
+  - `LinearFeaturePortfolioModel`
+  - `LSTMPortfolioModel`
+  - `DeepPortfolioModel`
+
+The library is built around finance-native contracts rather than generic tensor trainers:
+
+- `PersistentPanelBatch` for stable-ID panels
+- `CrossSectionBatch` for ragged dated cross-sections
+- `PortfolioSequenceBatch` for sequence-to-allocation models
+
+It also keeps the predictive steps explicit:
+
+- structural extraction
+- factor-premium forecasting
+- asset mapping
+- downstream prediction and weight frames for `ml4t-backtest` and `ml4t-diagnostic`
+
+![ml4t-models Architecture](docs/images/ml4t_models_architecture.svg)
+
+## Installation
+
+```bash
+pip install ml4t-models
+```
+
+Optional extras:
+
+```bash
+pip install ml4t-models[deep]         # torch-backed neural models
+pip install ml4t-models[integration]  # polars + ml4t-specs bridges
+pip install ml4t-models[docs]         # mkdocs site build
+pip install ml4t-models[all]
+```
+
+## Quick Start
+
+### 1. Latent-Factor Forecast Pipeline
+
+```python
+import numpy as np
+
+from ml4t.models import (
+    BetaLambdaMapper,
+    CrossSectionBatch,
+    ExpandingMeanFactorForecaster,
+    IPCAConfig,
+    IPCAModel,
+    LatentFactorForecastPipeline,
+)
+
+batch = CrossSectionBatch(
+    characteristics=np.random.randn(24, 200, 12),
+    returns=np.random.randn(24, 200),
+    timestamps=tuple(range(24)),
+)
+
+pipeline = LatentFactorForecastPipeline(
+    model=IPCAModel(IPCAConfig(n_factors=3)),
+    forecaster=ExpandingMeanFactorForecaster(),
+    mapper=BetaLambdaMapper(),
+)
+pipeline.fit(batch)
+prediction = pipeline.predict(batch)
+
+print(prediction.asset_forecast.expected_returns.shape)
+# (24, 200)
+```
+
+### 2. Weight-Native Stochastic Discount Factor
+
+```python
+import numpy as np
+
+from ml4t.models import CrossSectionBatch, StochasticDiscountFactorConfig, StochasticDiscountFactorModel
+
+batch = CrossSectionBatch(
+    characteristics=np.random.randn(36, 300, 16),
+    returns=np.random.randn(36, 300),
+    context_features=np.random.randn(36, 8),
+    timestamps=tuple(range(36)),
+)
+
+model = StochasticDiscountFactorModel(
+    StochasticDiscountFactorConfig(checkpoint_epochs=(256, 512, 768, 1024, 1280))
+)
+model.fit(batch)
+state = model.extract(batch, checkpoint=1280)
+
+print(state.asset_weights.shape)
+# (36, 300)
+```
+
+### 3. End-to-End Portfolio Learning
+
+```python
+import numpy as np
+
+from ml4t.models import LSTMPortfolioConfig, LSTMPortfolioModel, PortfolioSequenceBatch
+
+batch = PortfolioSequenceBatch(
+    features=np.random.randn(8, 63, 20, 10),
+    returns=np.random.randn(8, 63, 20),
+    timestamps=tuple(range(63)),
+    asset_ids=tuple(f"asset_{i}" for i in range(20)),
+)
+
+model = LSTMPortfolioModel(LSTMPortfolioConfig(max_iters=20, checkpoint_every=5))
+model.fit(batch)
+weights = model.predict(batch, checkpoint=20)
+
+print(weights.weights.shape)
+# (8, 63, 20)
+```
+
+### 4. Hand Off Predictions To The Rest Of ML4T
+
+```python
+from ml4t.models import predictions_frame_from_asset_forecast, write_backtest_frames
+
+frame = predictions_frame_from_asset_forecast(prediction.asset_forecast)
+write_backtest_frames("artifacts/run_001", predictions=frame)
+```
+
+## Model Families
+
+### Latent Factors
+
+These models estimate a structural representation first, then let a separate forecaster produce ex ante factor premia.
+
+| Model | Contract | Native output | Predictive step |
+|---|---|---|---|
+| `PCAModel` | `PersistentPanelBatch` | static loadings, factor returns | factor-premium forecaster + mapper |
+| `RPPCAModel` | `PersistentPanelBatch` | risk-premium-aware latent factors | factor-premium forecaster + mapper |
+| `IPCAModel` | `CrossSectionBatch` | characteristic-implied betas, factor history | factor-premium forecaster + mapper |
+| `CAEModel` | `CrossSectionBatch` | nonlinear characteristic betas, factor history | factor-premium forecaster + mapper |
+
+### Stochastic Discount Factor
+
+`StochasticDiscountFactorModel` is not a `beta × lambda` latent-factor model. It learns a weight-native no-arbitrage object and exposes:
+
+- asset weights
+- SDF series
+- checkpointed phase-aware training state
+
+Optional return projections are handled by separate mappers.
+
+### Direct Asset Prediction
+
+`SAEModel` is a supervised autoencoder signal model. In this library it is treated as a direct predictor, not a latent-factor model.
+
+### Portfolio Learning
+
+Portfolio models learn allocations directly:
+
+- `LinearFeaturePortfolioModel` as a deterministic baseline
+- `LSTMPortfolioModel` as a sequence baseline
+- `DeepPortfolioModel` as a structured DeePM-style allocator
+
+## Design Principles
+
+- Finance-native data contracts rather than generic dataloaders
+- Explicit structural and predictive stages
+- Checkpoint-aware neural training
+- Clear separation between:
+  - model estimation
+  - forecasting
+  - backtest and diagnostic integration
+- Integration boundaries with sibling libraries instead of duplicated evaluation logic
+
+## Documentation
+
+- [Getting Started](docs/getting-started/quickstart.md)
+- [User Guide](docs/user-guide/index.md)
+- [Architecture](docs/reference/architecture.md)
+- [API Reference](docs/api/index.md)
+- [Book Guide](docs/book-guide/index.md)

ml4t_models-0.1.0a0/pyproject.toml

@@ -0,0 +1,165 @@
+[build-system]
+requires = ["hatchling"]
+build-backend = "hatchling.build"
+
+[tool.hatch.version]
+path = "src/ml4t/models/__init__.py"
+
+[tool.hatch.build.targets.wheel]
+packages = ["src/ml4t"]
+namespaces = true
+
+[tool.hatch.build.targets.sdist]
+include = [
+    "/src",
+    "/tests",
+    "/README.md",
+    "/LICENSE",
+    "/CHANGELOG.md",
+    "/pyproject.toml",
+]
+
+[project]
+name = "ml4t-models"
+dynamic = ["version"]
+description = "Finance-specific latent-factor and portfolio-learning models for ML4T"
+readme = "README.md"
+license = { text = "MIT" }
+authors = [
+    { name = "Stefan Jansen", email = "stefan@ml4trading.io" },
+]
+maintainers = [
+    { name = "Stefan Jansen", email = "stefan@ml4trading.io" },
+]
+keywords = [
+    "finance",
+    "machine-learning",
+    "deep-learning",
+    "latent-factors",
+    "portfolio-learning",
+    "algorithmic-trading",
+    "quantitative-finance",
+]
+classifiers = [
+    "Development Status :: 3 - Alpha",
+    "Intended Audience :: Financial and Insurance Industry",
+    "Intended Audience :: Developers",
+    "Intended Audience :: Science/Research",
+    "License :: OSI Approved :: MIT License",
+    "Operating System :: OS Independent",
+    "Programming Language :: Python :: 3",
+    "Programming Language :: Python :: 3.12",
+    "Programming Language :: Python :: 3.13",
+    "Topic :: Office/Business :: Financial :: Investment",
+    "Topic :: Scientific/Engineering :: Artificial Intelligence",
+    "Topic :: Scientific/Engineering :: Information Analysis",
+    "Typing :: Typed",
+]
+requires-python = ">=3.12,<3.14"
+dependencies = [
+    "numpy>=1.26,<2.3",
+]
+
+[project.optional-dependencies]
+deep = [
+    "torch>=2.4",
+]
+integration = [
+    "polars>=1.0.0",
+    "ml4t-specs>=0.1.0b0",
+]
+dev = [
+    "pytest>=8.0.0",
+    "pytest-cov>=5.0.0",
+    "ruff>=0.8.0",
+    "ty",
+    "pre-commit>=3.3.0",
+    "torch>=2.4",
+]
+docs = [
+    "mkdocs>=1.6,<2",
+    "mkdocs-material>=9.5.0",
+    "mkdocstrings[python]>=0.24.0",
+]
+all = [
+    "ml4t-models[deep,dev,docs,integration]",
+]
+
+[project.urls]
+Homepage = "https://ml4trading.io/docs/models/"
+Documentation = "https://ml4trading.io/docs/models/"
+Repository = "https://github.com/ml4t/models"
+Issues = "https://github.com/ml4t/models/issues"
+Changelog = "https://github.com/ml4t/models/blob/main/CHANGELOG.md"
+
+[dependency-groups]
+dev = [
+    "pytest>=8.0.0",
+    "pytest-cov>=5.0.0",
+    "ruff>=0.8.0",
+    "ty",
+    "pre-commit>=3.3.0",
+    "torch>=2.4",
+    "twine>=6.0.0",
+]
+
+[tool.pytest.ini_options]
+pythonpath = ["src"]
+testpaths = ["tests"]
+python_files = ["test_*.py"]
+python_classes = ["Test*"]
+python_functions = ["test_*"]
+addopts = [
+    "-ra",
+    "--strict-markers",
+    "--cov=ml4t.models",
+    "--cov-report=term-missing",
+]
+markers = [
+    "slow: marks tests as slow",
+    "optional_dependency: marks tests requiring optional heavy dependencies",
+]
+
+[tool.ruff]
+line-length = 100
+target-version = "py312"
+fix = true
+
+[tool.ruff.lint]
+select = [
+    "E",
+    "W",
+    "F",
+    "I",
+    "B",
+    "C4",
+    "UP",
+    "ARG",
+    "SIM",
+]
+ignore = [
+    "E501",
+    "B008",
+]
+
+[tool.ruff.lint.per-file-ignores]
+"tests/*" = ["ARG001", "ARG002", "B017", "SIM108"]
+
+[tool.ty.environment]
+python-version = "3.12"
+root = ["src"]
+
+[tool.ty.src]
+include = ["src"]
+exclude = ["tests"]
+
+[tool.coverage.run]
+source = ["src/ml4t/models"]
+omit = ["*/__init__.py"]
+
+[tool.coverage.report]
+exclude_lines = [
+    "pragma: no cover",
+    "raise NotImplementedError",
+    "@abstractmethod",
+]