requirements.txt

# =============================================================================
# Sparse Index Tracker — runtime dependencies
# Python 3.11 stack, pinned to compatible major versions.
# Regenerate the locked pins with:  pip-compile --upgrade --strip-extras
# =============================================================================

# --- Core numerics ---
numpy>=2.0,<3.0
scipy>=1.13,<2.0
pandas>=2.2,<3.0

# --- Finance / data ---
yfinance>=0.2.40,<1.0
lxml>=5.2,<7.0
requests>=2.32,<3.0

# --- Optimization (Phase 1 + Phase 2) ---
cvxpy>=1.5,<2.0
mosek>=10.2,<12.0
scikit-learn>=1.5,<2.0

# --- Statistics (Phase 3 — Fama-French regression with HAC SEs) ---
statsmodels>=0.14,<1.0
pyyaml>=6.0,<7.0

# --- Web service ---
fastapi>=0.115,<1.0
uvicorn[standard]>=0.30,<1.0
pydantic>=2.7,<3.0
pydantic-settings>=2.3,<3.0
slowapi>=0.1.9,<1.0
redis>=5.0,<6.0
httpx>=0.27,<1.0

# --- Azure observability (Phase 6) ---
azure-monitor-opentelemetry>=1.8,<2.0

# --- Visualization ---
matplotlib>=3.8,<4.0
seaborn>=0.13,<1.0

# --- Utilities ---
python-dotenv>=1.0,<2.0
typer>=0.12,<1.0
rich>=13.7,<14.0