regimelab 0.1.0__tar.gz

regimelab-0.1.0/.gitignore

@@ -0,0 +1,17 @@
+# Python-generated files
+__pycache__/
+*.py[oc]
+build/
+dist/
+wheels/
+*.egg-info
+
+# Virtual environments
+.venv
+
+# Runtime artifacts
+.artifacts/
+.test-artifacts/
+*.html
+scratch_*.py
+regimelab_test.toml

regimelab-0.1.0/LICENSE

@@ -0,0 +1,21 @@
+MIT License
+
+Copyright (c) 2026 AlgorithmicMind
+
+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.

regimelab-0.1.0/PKG-INFO

@@ -0,0 +1,254 @@
+Metadata-Version: 2.5
+Name: regimelab
+Version: 0.1.0
+Summary: Institutional market-regime detection engine: HMM/Hamilton regime switching, PCA absorption ratio, VIX term structure, point-in-time backtesting and automated reporting.
+Project-URL: Homepage, https://github.com/AlgorithmicMind/regimelab
+Project-URL: Repository, https://github.com/AlgorithmicMind/regimelab
+Project-URL: Issues, https://github.com/AlgorithmicMind/regimelab/issues
+Author-email: AlgorithmicMind <tonidinero27@gmail.com>
+License-Expression: MIT
+License-File: LICENSE
+Keywords: absorption-ratio,backtesting,hidden-markov-model,point-in-time,quantitative-finance,regime-detection,systemic-risk
+Classifier: Development Status :: 3 - Alpha
+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 :: Only
+Classifier: Programming Language :: Python :: 3.12
+Classifier: Programming Language :: Python :: 3.13
+Classifier: Topic :: Office/Business :: Financial :: Investment
+Classifier: Topic :: Scientific/Engineering :: Information Analysis
+Classifier: Typing :: Typed
+Requires-Python: >=3.12
+Requires-Dist: hmmlearn>=0.3.3
+Requires-Dist: numpy>=2.5.2
+Requires-Dist: pandas>=3.0.5
+Requires-Dist: platformdirs>=4.11.5
+Requires-Dist: plotly>=6.0.0
+Requires-Dist: pyarrow>=25.0.1
+Requires-Dist: pydantic-settings>=2.15.0
+Requires-Dist: pydantic>=2.13.5
+Requires-Dist: rich>=15.0.0
+Requires-Dist: scikit-learn>=1.9.0
+Requires-Dist: scipy>=1.18.1
+Requires-Dist: statsmodels>=0.15.0
+Requires-Dist: typer>=0.27.2
+Requires-Dist: yfinance>=1.7.0
+Provides-Extra: tui
+Requires-Dist: textual>=8.2.8; extra == 'tui'
+Description-Content-Type: text/markdown
+
+<div align="center">
+
+# 🏛️ RegimeLab
+
+**Institutional-grade market regime detection, systemic risk telemetry, and walk-forward asset allocation engine in Python.**
+
+[![PyPI version](https://img.shields.io/pypi/v/regimelab.svg?color=blue)](https://pypi.org/project/regimelab/)
+[![Python 3.12+](https://img.shields.io/badge/python-3.12+-blue.svg)](https://www.python.org/downloads/)
+[![License: MIT](https://img.shields.io/badge/License-MIT-yellow.svg)](https://opensource.org/licenses/MIT)
+[![Type Checked with mypy](https://img.shields.io/badge/mypy-strict-blue)](https://mypy-lang.org/)
+[![Code style: ruff](https://img.shields.io/badge/code%20style-ruff-000000.svg)](https://github.com/astral-sh/ruff)
+
+</div>
+
+---
+
+## ⚡ Why RegimeLab?
+
+Most open-source regime detection scripts fit a Hidden Markov Model (HMM) on the entire in-sample dataset and claim predictive power. In production quantitative finance, this fails due to three fatal flaws:
+
+1. **Look-Ahead Bias:** Training filters without strict point-in-time (`asof`) truncation leaks future distribution moments into past states.
+2. **Label Switching:** HMM/GMM state indices are mathematically interchangeable between refits. Without canonical sorting, "State 0" randomly alternates between Bull and Bear across rolling windows.
+3. **Calendar Desynchronization:** Multi-asset cross-sections suffer from holiday mismatches, halted assets, and survivorship bias.
+
+**RegimeLab** solves these operational hurdles, providing a turnkey, causal quantitative engine for systematic asset allocation and macro risk monitoring.
+
+---
+
+### 📊 Feature Matrix: Raw Tooling vs. RegimeLab
+
+| Challenge | Raw `hmmlearn` / `statsmodels` | RegimeLab Framework |
+| :--- | :--- | :--- |
+| **State Labeling** | Unordered integer states (permutes on refit) | **Deterministic Canonical Sorting** ($\frac{\mu}{\sigma}$ / conditional vol ordering) |
+| **Temporal Clock** | In-sample full-sample fitting (Look-ahead) | **Strict Point-in-Time (`asof`) cursor** & expanding-window walk-forward |
+| **Systemic Risk** | None | **Kritzman Absorption Ratio (PCA)**, VIX Term Spread & Sector Breadth |
+| **Execution Reality** | Pure theoretical classification | **Walk-Forward Backtester** with transaction costs (bps) and confidence floors |
+| **Data Ingestion** | Expects clean 2D NumPy array | **Multi-Asset PIT Alignment**, staleness budgets, synthetic & Parquet providers |
+| **Reporting** | Matplotlib static plot | **Interactive Plotly HTML reports** + Textual TUI Terminal Dashboard |
+
+---
+
+## 🚀 Quickstart
+
+### 1. Installation
+
+```bash
+# Install from PyPI
+pip install regimelab
+
+# Or install with interactive TUI support
+pip install "regimelab[tui]"
+```
+
+### 2. Python API Usage
+
+#### Current Market Regime Detection (3 lines)
+
+```python
+from regimelab import Settings
+from regimelab.pipeline import run_single_asof
+
+# Run point-in-time regime inference for any historical or current date
+settings = Settings(data={"provider": "yfinance"})
+payload = run_single_asof(settings, asof="2024-12-31")
+
+print(f"Detected Regime: {payload.regime.value}")
+print(f"Confidence: {payload.probabilities.confidence:.2%}")
+print(f"Target Allocation: {payload.target_weights.weights if payload.target_weights else {}}")
+```
+
+#### Extract Causal Systemic Risk Features
+
+```python
+from regimelab import Settings
+from regimelab.data.fetcher import load_aligned_panel
+from regimelab.features import build_feature_matrix
+
+settings = Settings(data={"provider": "yfinance"})
+panel = load_aligned_panel(settings)
+features = build_feature_matrix(panel, settings)
+
+# Inspect causal feature matrix
+print(features[["absorption_ratio", "absorption_delta", "vix_term_spread", "breadth"]].tail())
+```
+
+#### Walk-Forward Backtesting Engine
+
+```python
+from regimelab import Settings
+from regimelab.pipeline import run_pipeline
+
+settings = Settings(
+    data={"provider": "synthetic"}, # Fully offline, reproducible dataset
+    model={"classifier": "hmm", "n_states": 4},
+    backtest={"transaction_cost_bps": 5.0, "confidence_floor": 0.5},
+)
+
+result = run_pipeline(settings, command="backtest_run")
+metrics = result.backtest.metrics
+
+print(f"Strategy CAGR: {metrics.cagr:.2%}")
+print(f"Sharpe Ratio:  {metrics.sharpe:.2f}")
+print(f"Max Drawdown:  {metrics.max_drawdown:.2%}")
+```
+
+### 3. CLI & Terminal Dashboard
+
+RegimeLab ships with a powerful Typer CLI:
+
+```bash
+# 1. Run full walk-forward pipeline and generate interactive HTML report
+regimelab run --report market_report.html
+
+# 2. Inspect point-in-time telemetry for a specific date (JSON output)
+regimelab asof 2023-10-15
+
+# 3. Launch the full interactive Textual Terminal Dashboard
+regimelab tui
+```
+
+Additional CLI commands include `regimelab report OUTPUT` for direct HTML generation and `regimelab asof YYYY-MM-DD --output telemetry.json` for persisted JSON payloads.
+
+---
+
+## 🧠 Core Methodology & Architecture
+
+```text
+                       ┌──────────────────────────────────────────────┐
+                       │     Data Layer (PIT Alignment & Caching)     │
+                       └──────────────────────┬───────────────────────┘
+                                              │
+                       ┌──────────────────────▼───────────────────────┐
+                       │   Causal Features (PCA Absorption, Spread)   │
+                       └──────────────────────┬───────────────────────┘
+                                              │
+                       ┌──────────────────────▼───────────────────────┐
+                       │ Models: Hamilton / HMM / GMM + Anti-Switch   │
+                       └──────────────────────┬───────────────────────┘
+                                              │
+               ┌──────────────────────────────┴──────────────────────────────┐
+               ▼                                                             ▼
+  ┌─────────────────────────┐                                   ┌─────────────────────────┐
+  │  Walk-Forward Engine    │                                   │ Telemetry, HTML & TUI   │
+  │  (Dynamic Allocations)  │                                   │ (Interactive Artifacts) │
+  └─────────────────────────┘                                   └─────────────────────────┘
+```
+
+### 1. Canonical State Labeling (`regimelab.models.labeling`)
+
+To eliminate label switching, RegimeLab fits the underlying statistical model (Gaussian HMM, Hamilton Markov Switching, or GMM) and evaluates the conditional distribution parameters of each state. States are sorted by risk-adjusted return ($\frac{\mu}{\sigma}$) and mapped deterministically to:
+
+- **BULL_TREND** (High return, low volatility)
+- **NEUTRAL_TRANSITION** (Moderate return, mean-reverting)
+- **HIGH_VOL_BEAR** (Negative drift, elevated variance)
+- **RISK_OFF** (Severe drawdown regime)
+
+### 2. Kritzman Absorption Ratio (`regimelab.features.absorption`)
+
+Quantifies market fragility via Principal Component Analysis (PCA) over rolling multi-asset return covariance matrices:
+
+$$
+\text{Absorption Ratio} = \frac{\sum_{i=1}^{k} \sigma^2_{PC_i}}{\sum_{j=1}^{N} \sigma^2_j}
+$$
+
+A rapid spike in the absorption ratio ($\Delta \text{AR} > 1.5$) indicates tightening cross-asset coupling, signaling systemic vulnerability prior to market crashes.
+
+---
+
+## ⚙️ Configuration (`regimelab.toml`)
+
+Customize execution parameters via `regimelab.toml`, environment variables (`REGIMELAB_DATA__PROVIDER=yfinance`), or Python kwargs:
+
+```toml
+[data]
+provider = "yfinance"          # "yfinance", "synthetic", or "parquet"
+start = "2005-01-01"
+benchmark = "SPY"
+calendar_anchor = "SPY"
+
+[model]
+classifier = "hmm"             # "hmm", "gmm", or "hamilton"
+n_states = 4
+covariance_type = "diag"
+min_train_observations = 756
+
+[backtest]
+transaction_cost_bps = 5.0
+confidence_floor = 0.5
+refit_frequency_days = 63
+```
+
+---
+
+## 🧪 Testing & Formal Verification
+
+RegimeLab is built with property-based testing (hypothesis) to mathematically guarantee absence of look-ahead leakage:
+
+```bash
+# Run test suite with causality property tests
+uv run pytest -q
+
+# Run strict mypy type checking
+uv run mypy src/regimelab
+
+# Lint with ruff
+uv run ruff check .
+```
+
+---
+
+## 📄 License
+
+MIT License. Developed for quantitative researchers, portfolio managers, and systematic trading engineers.

regimelab-0.1.0/README.md

@@ -0,0 +1,213 @@
+<div align="center">
+
+# 🏛️ RegimeLab
+
+**Institutional-grade market regime detection, systemic risk telemetry, and walk-forward asset allocation engine in Python.**
+
+[![PyPI version](https://img.shields.io/pypi/v/regimelab.svg?color=blue)](https://pypi.org/project/regimelab/)
+[![Python 3.12+](https://img.shields.io/badge/python-3.12+-blue.svg)](https://www.python.org/downloads/)
+[![License: MIT](https://img.shields.io/badge/License-MIT-yellow.svg)](https://opensource.org/licenses/MIT)
+[![Type Checked with mypy](https://img.shields.io/badge/mypy-strict-blue)](https://mypy-lang.org/)
+[![Code style: ruff](https://img.shields.io/badge/code%20style-ruff-000000.svg)](https://github.com/astral-sh/ruff)
+
+</div>
+
+---
+
+## ⚡ Why RegimeLab?
+
+Most open-source regime detection scripts fit a Hidden Markov Model (HMM) on the entire in-sample dataset and claim predictive power. In production quantitative finance, this fails due to three fatal flaws:
+
+1. **Look-Ahead Bias:** Training filters without strict point-in-time (`asof`) truncation leaks future distribution moments into past states.
+2. **Label Switching:** HMM/GMM state indices are mathematically interchangeable between refits. Without canonical sorting, "State 0" randomly alternates between Bull and Bear across rolling windows.
+3. **Calendar Desynchronization:** Multi-asset cross-sections suffer from holiday mismatches, halted assets, and survivorship bias.
+
+**RegimeLab** solves these operational hurdles, providing a turnkey, causal quantitative engine for systematic asset allocation and macro risk monitoring.
+
+---
+
+### 📊 Feature Matrix: Raw Tooling vs. RegimeLab
+
+| Challenge | Raw `hmmlearn` / `statsmodels` | RegimeLab Framework |
+| :--- | :--- | :--- |
+| **State Labeling** | Unordered integer states (permutes on refit) | **Deterministic Canonical Sorting** ($\frac{\mu}{\sigma}$ / conditional vol ordering) |
+| **Temporal Clock** | In-sample full-sample fitting (Look-ahead) | **Strict Point-in-Time (`asof`) cursor** & expanding-window walk-forward |
+| **Systemic Risk** | None | **Kritzman Absorption Ratio (PCA)**, VIX Term Spread & Sector Breadth |
+| **Execution Reality** | Pure theoretical classification | **Walk-Forward Backtester** with transaction costs (bps) and confidence floors |
+| **Data Ingestion** | Expects clean 2D NumPy array | **Multi-Asset PIT Alignment**, staleness budgets, synthetic & Parquet providers |
+| **Reporting** | Matplotlib static plot | **Interactive Plotly HTML reports** + Textual TUI Terminal Dashboard |
+
+---
+
+## 🚀 Quickstart
+
+### 1. Installation
+
+```bash
+# Install from PyPI
+pip install regimelab
+
+# Or install with interactive TUI support
+pip install "regimelab[tui]"
+```
+
+### 2. Python API Usage
+
+#### Current Market Regime Detection (3 lines)
+
+```python
+from regimelab import Settings
+from regimelab.pipeline import run_single_asof
+
+# Run point-in-time regime inference for any historical or current date
+settings = Settings(data={"provider": "yfinance"})
+payload = run_single_asof(settings, asof="2024-12-31")
+
+print(f"Detected Regime: {payload.regime.value}")
+print(f"Confidence: {payload.probabilities.confidence:.2%}")
+print(f"Target Allocation: {payload.target_weights.weights if payload.target_weights else {}}")
+```
+
+#### Extract Causal Systemic Risk Features
+
+```python
+from regimelab import Settings
+from regimelab.data.fetcher import load_aligned_panel
+from regimelab.features import build_feature_matrix
+
+settings = Settings(data={"provider": "yfinance"})
+panel = load_aligned_panel(settings)
+features = build_feature_matrix(panel, settings)
+
+# Inspect causal feature matrix
+print(features[["absorption_ratio", "absorption_delta", "vix_term_spread", "breadth"]].tail())
+```
+
+#### Walk-Forward Backtesting Engine
+
+```python
+from regimelab import Settings
+from regimelab.pipeline import run_pipeline
+
+settings = Settings(
+    data={"provider": "synthetic"}, # Fully offline, reproducible dataset
+    model={"classifier": "hmm", "n_states": 4},
+    backtest={"transaction_cost_bps": 5.0, "confidence_floor": 0.5},
+)
+
+result = run_pipeline(settings, command="backtest_run")
+metrics = result.backtest.metrics
+
+print(f"Strategy CAGR: {metrics.cagr:.2%}")
+print(f"Sharpe Ratio:  {metrics.sharpe:.2f}")
+print(f"Max Drawdown:  {metrics.max_drawdown:.2%}")
+```
+
+### 3. CLI & Terminal Dashboard
+
+RegimeLab ships with a powerful Typer CLI:
+
+```bash
+# 1. Run full walk-forward pipeline and generate interactive HTML report
+regimelab run --report market_report.html
+
+# 2. Inspect point-in-time telemetry for a specific date (JSON output)
+regimelab asof 2023-10-15
+
+# 3. Launch the full interactive Textual Terminal Dashboard
+regimelab tui
+```
+
+Additional CLI commands include `regimelab report OUTPUT` for direct HTML generation and `regimelab asof YYYY-MM-DD --output telemetry.json` for persisted JSON payloads.
+
+---
+
+## 🧠 Core Methodology & Architecture
+
+```text
+                       ┌──────────────────────────────────────────────┐
+                       │     Data Layer (PIT Alignment & Caching)     │
+                       └──────────────────────┬───────────────────────┘
+                                              │
+                       ┌──────────────────────▼───────────────────────┐
+                       │   Causal Features (PCA Absorption, Spread)   │
+                       └──────────────────────┬───────────────────────┘
+                                              │
+                       ┌──────────────────────▼───────────────────────┐
+                       │ Models: Hamilton / HMM / GMM + Anti-Switch   │
+                       └──────────────────────┬───────────────────────┘
+                                              │
+               ┌──────────────────────────────┴──────────────────────────────┐
+               ▼                                                             ▼
+  ┌─────────────────────────┐                                   ┌─────────────────────────┐
+  │  Walk-Forward Engine    │                                   │ Telemetry, HTML & TUI   │
+  │  (Dynamic Allocations)  │                                   │ (Interactive Artifacts) │
+  └─────────────────────────┘                                   └─────────────────────────┘
+```
+
+### 1. Canonical State Labeling (`regimelab.models.labeling`)
+
+To eliminate label switching, RegimeLab fits the underlying statistical model (Gaussian HMM, Hamilton Markov Switching, or GMM) and evaluates the conditional distribution parameters of each state. States are sorted by risk-adjusted return ($\frac{\mu}{\sigma}$) and mapped deterministically to:
+
+- **BULL_TREND** (High return, low volatility)
+- **NEUTRAL_TRANSITION** (Moderate return, mean-reverting)
+- **HIGH_VOL_BEAR** (Negative drift, elevated variance)
+- **RISK_OFF** (Severe drawdown regime)
+
+### 2. Kritzman Absorption Ratio (`regimelab.features.absorption`)
+
+Quantifies market fragility via Principal Component Analysis (PCA) over rolling multi-asset return covariance matrices:
+
+$$
+\text{Absorption Ratio} = \frac{\sum_{i=1}^{k} \sigma^2_{PC_i}}{\sum_{j=1}^{N} \sigma^2_j}
+$$
+
+A rapid spike in the absorption ratio ($\Delta \text{AR} > 1.5$) indicates tightening cross-asset coupling, signaling systemic vulnerability prior to market crashes.
+
+---
+
+## ⚙️ Configuration (`regimelab.toml`)
+
+Customize execution parameters via `regimelab.toml`, environment variables (`REGIMELAB_DATA__PROVIDER=yfinance`), or Python kwargs:
+
+```toml
+[data]
+provider = "yfinance"          # "yfinance", "synthetic", or "parquet"
+start = "2005-01-01"
+benchmark = "SPY"
+calendar_anchor = "SPY"
+
+[model]
+classifier = "hmm"             # "hmm", "gmm", or "hamilton"
+n_states = 4
+covariance_type = "diag"
+min_train_observations = 756
+
+[backtest]
+transaction_cost_bps = 5.0
+confidence_floor = 0.5
+refit_frequency_days = 63
+```
+
+---
+
+## 🧪 Testing & Formal Verification
+
+RegimeLab is built with property-based testing (hypothesis) to mathematically guarantee absence of look-ahead leakage:
+
+```bash
+# Run test suite with causality property tests
+uv run pytest -q
+
+# Run strict mypy type checking
+uv run mypy src/regimelab
+
+# Lint with ruff
+uv run ruff check .
+```
+
+---
+
+## 📄 License
+
+MIT License. Developed for quantitative researchers, portfolio managers, and systematic trading engineers.

regimelab-0.1.0/pyproject.toml

@@ -0,0 +1,179 @@
+[project]
+name = "regimelab"
+version = "0.1.0"
+description = "Institutional market-regime detection engine: HMM/Hamilton regime switching, PCA absorption ratio, VIX term structure, point-in-time backtesting and automated reporting."
+readme = "README.md"
+license = "MIT"
+license-files = ["LICENSE"]
+authors = [
+    { name = "AlgorithmicMind", email = "tonidinero27@gmail.com" }
+]
+keywords = [
+    "quantitative-finance",
+    "regime-detection",
+    "hidden-markov-model",
+    "systemic-risk",
+    "backtesting",
+    "point-in-time",
+    "absorption-ratio",
+]
+classifiers = [
+    "Development Status :: 3 - Alpha",
+    "Intended Audience :: Financial and Insurance Industry",
+    "Intended Audience :: Science/Research",
+    "License :: OSI Approved :: MIT License",
+    "Operating System :: OS Independent",
+    "Programming Language :: Python :: 3 :: Only",
+    "Programming Language :: Python :: 3.12",
+    "Programming Language :: Python :: 3.13",
+    "Topic :: Office/Business :: Financial :: Investment",
+    "Topic :: Scientific/Engineering :: Information Analysis",
+    "Typing :: Typed",
+]
+requires-python = ">=3.12"
+dependencies = [
+    "hmmlearn>=0.3.3",
+    "numpy>=2.5.2",
+    "pandas>=3.0.5",
+    "platformdirs>=4.11.5",
+    "plotly>=6.0.0",
+    "pyarrow>=25.0.1",
+    "pydantic>=2.13.5",
+    "pydantic-settings>=2.15.0",
+    "rich>=15.0.0",
+    "scikit-learn>=1.9.0",
+    "scipy>=1.18.1",
+    "statsmodels>=0.15.0",
+    "typer>=0.27.2",
+    "yfinance>=1.7.0",
+]
+
+[project.urls]
+Homepage = "https://github.com/AlgorithmicMind/regimelab"
+Repository = "https://github.com/AlgorithmicMind/regimelab"
+Issues = "https://github.com/AlgorithmicMind/regimelab/issues"
+
+[project.scripts]
+regimelab = "regimelab.cli:app"
+
+[project.optional-dependencies]
+tui = [
+    "textual>=8.2.8",
+]
+
+[build-system]
+requires = ["hatchling>=1.27"]
+build-backend = "hatchling.build"
+
+[tool.hatch.build.targets.wheel]
+packages = ["src/regimelab"]
+
+[tool.hatch.build.targets.sdist]
+include = ["src/regimelab", "tests", "README.md", "LICENSE"]
+
+[tool.ruff]
+line-length = 100
+target-version = "py312"
+src = ["src", "tests"]
+
+[tool.ruff.lint]
+select = [
+    "E", "W",      # pycodestyle
+    "F",           # pyflakes
+    "I",           # isort
+    "N",           # pep8-naming
+    "UP",          # pyupgrade
+    "B",           # flake8-bugbear
+    "A",           # flake8-builtins
+    "C4",          # flake8-comprehensions
+    "DTZ",         # flake8-datetimez
+    "ISC",         # implicit-str-concat
+    "PIE",         # flake8-pie
+    "PT",          # flake8-pytest-style
+    "RET",         # flake8-return
+    "SIM",         # flake8-simplify
+    "ARG",         # flake8-unused-arguments
+    "PD",          # pandas-vet
+    "PL",          # pylint
+    "NPY",         # numpy-specific
+    "PERF",        # perflint
+    "RUF",         # ruff-specific
+]
+ignore = [
+    "PLR0913",     # quant functions legitimately take many parameters
+    "PLR2004",     # magic values are readable in numerical code
+    "ISC001",      # conflicts with the formatter
+]
+
+[tool.ruff.lint.per-file-ignores]
+"tests/**" = ["ARG", "PLR2004"]
+
+[tool.ruff.lint.pydocstyle]
+convention = "numpy"
+
+[tool.mypy]
+python_version = "3.12"
+strict = true
+warn_unreachable = true
+warn_no_return = true
+disallow_any_generics = true
+no_implicit_reexport = true
+show_error_codes = true
+pretty = true
+files = ["src", "tests"]
+
+[[tool.mypy.overrides]]
+module = [
+    "yfinance.*",
+    "hmmlearn.*",
+    "statsmodels.*",
+    "sklearn.*",
+    "scipy.*",
+    "plotly.*",
+    "textual.*",
+]
+ignore_missing_imports = true
+
+[tool.pytest.ini_options]
+minversion = "8.0"
+testpaths = ["tests"]
+addopts = [
+    "-ra",
+    "--strict-markers",
+    "--strict-config",
+    "--import-mode=importlib",
+]
+filterwarnings = [
+    "error",
+    "ignore::DeprecationWarning:hmmlearn.*",
+    "ignore::DeprecationWarning:statsmodels.*",
+]
+markers = [
+    "network: test requires live network access (deselect with '-m \"not network\"')",
+    "slow: test is slow (deselect with '-m \"not slow\"')",
+]
+
+[tool.coverage.run]
+source = ["src/regimelab"]
+branch = true
+parallel = true
+
+[tool.coverage.report]
+precision = 1
+show_missing = true
+exclude_also = [
+    "if TYPE_CHECKING:",
+    "raise NotImplementedError",
+    "@(abc\\.)?abstractmethod",
+    "if __name__ == .__main__.:",
+]
+
+[dependency-groups]
+dev = [
+    "hypothesis>=6.167.1",
+    "mypy>=2.3.1",
+    "pandas-stubs>=3.0.5.260730",
+    "pytest>=9.1.1",
+    "pytest-cov>=7.1.0",
+    "ruff>=0.16.5",
+]