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from setuptools import setup, find_packages
setup(
name="futures-foundation-model",
version="2.0.0",
description="Futures-market foundation layer on pretrained Chronos-Bolt: frozen embeddings + strategy-pluggable training/eval pipelines",
long_description=open("README.md").read(),
long_description_content_type="text/markdown",
license="Apache-2.0",
url="https://github.com/johnamcruz/Futures-Foundation-Model",
packages=find_packages(),
python_requires=">=3.9",
# Core install is torch-free (the parent process must never load torch —
# see futures_foundation/foundation.py). Torch/Chronos run only inside
# the embed subprocess; install them via the [foundation] extra.
install_requires=[
"pandas>=2.0",
"numpy>=1.24",
"scikit-learn>=1.3",
],
extras_require={
"foundation": ["torch>=2.0", "chronos-forecasting"],
"heads": ["xgboost>=2.0", "joblib>=1.3"],
"regime": ["hmmlearn>=0.3"], # futures_foundation.regime market-state HMM
# futures_foundation.rl default PPO trainer — lazy-imported at train
# time only; importing the rl package needs none of these.
"rl": ["stable-baselines3>=2.0", "gymnasium>=0.29"],
"onnx": ["onnxmltools", "skl2onnx"],
"dev": ["pytest>=7.0", "black", "ruff", "hmmlearn>=0.3"],
},
)