feat: Release management

.github/workflows/bump-version.yaml

@@ -0,0 +1,32 @@
+name: Bump version
+
+on:
+  push:
+    branches:
+      - main
+
+jobs:
+  bump-version:
+    if: "!startsWith(github.event.head_commit.message, 'bump:')"
+    runs-on: ubuntu-latest
+    name: "Bump version and create changelog with commitizen"
+    steps:
+      - name: Check out
+        uses: actions/checkout@v6
+        with:
+          token: ${{ secrets.PERSONAL_ACCESS_TOKEN }}
+          fetch-depth: 0
+      - name: Create bump and changelog
+        uses: commitizen-tools/commitizen-action@master
+        with:
+          github_token: ${{ secrets.PERSONAL_ACCESS_TOKEN }}
+          changelog_increment_filename: body.md
+          push: true
+      - name: Release
+        uses: ncipollo/release-action@v1
+        with:
+          tag: v${{ env.REVISION }}
+          bodyFile: "body.md"
+          skipIfReleaseExists: true
+        env:
+          GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }}

.github/workflows/workflow.yaml

@@ -0,0 +1,59 @@
+name: Tests, Code Quality, Build
+
+on:
+  push:
+    tags:
+      - "*"
+  pull_request:
+    branches:
+      - main
+
+jobs:
+
+  test:
+    name: Run unit tests
+    runs-on: ubuntu-latest
+    steps:
+      - name: Check out repository code
+        uses: actions/checkout@v6
+      - name: Setup Python
+        uses: actions/setup-python@v6
+        with:
+          python-version-file: ".python-version"
+      - name: Install uv
+        uses: astral-sh/setup-uv@v7
+        with:
+          enable-cache: true
+          cache-dependency-glob: "uv.lock"
+      - name: Install dependencies
+        run: uv sync --group dev
+      - name: Run test suite
+        run: uv run pytest
+
+  publish:
+    name: Build and publish wheels
+    needs: [ test ]
+    runs-on: ubuntu-latest
+    environment:
+      name: pypi
+      url: https://pypi.org/p/affidiff/
+    permissions:
+      id-token: write
+      contents: read
+    if: github.event_name == 'push' && startsWith(github.ref, 'refs/tags')
+    steps:
+      - name: Check out repository code
+        uses: actions/checkout@v6
+      - name: Setup Python
+        uses: actions/setup-python@v6
+        with:
+          python-version-file: ".python-version"
+      - name: Install uv
+        uses: astral-sh/setup-uv@v7
+        with:
+          enable-cache: true
+          cache-dependency-glob: "uv.lock"
+      - name: Build
+        run: uv build
+      - name: Publish
+        run: uv publish

.gitignore

@@ -6,3 +6,4 @@ __pycache__/
 .venv/
 *.egg-info
 .coverage
+dist/

examples/try_centtend.py

@@ -15,9 +15,9 @@
 
 from statsmodels.tsa.stattools import acf
 
-from diffusions import CentTend, CentTendParam
-from diffusions.helper_functions import (plot_trajectories, plot_final_distr,
-                                         plot_realized, take_time)
+from affidiff import CentTend, CentTendParam
+from affidiff.helper_functions import (plot_trajectories, plot_final_distr,
+                                       plot_realized, take_time)
 from load_real_data import load_data
 
 

examples/try_cir.py

@@ -8,9 +8,9 @@
 
 import seaborn as sns
 
-from diffusions import CIR, CIRparam
-from diffusions.helper_functions import (plot_trajectories, plot_final_distr,
-                                         plot_realized, take_time)
+from affidiff import CIR, CIRparam
+from affidiff.helper_functions import (plot_trajectories, plot_final_distr,
+                                       plot_realized, take_time)
 
 
 def try_simulation():

examples/try_gbm.py

@@ -9,9 +9,9 @@
 import seaborn as sns
 import numpy as np
 
-from diffusions import GBM, GBMparam
-from diffusions.helper_functions import (plot_trajectories, plot_final_distr,
-                                         plot_realized, take_time)
+from affidiff import GBM, GBMparam
+from affidiff.helper_functions import (plot_trajectories, plot_final_distr,
+                                       plot_realized, take_time)
 
 
 def try_simulation():

examples/try_heston.py

@@ -15,9 +15,9 @@
 
 from statsmodels.tsa.stattools import acf
 
-from diffusions import Heston, HestonParam
-from diffusions.helper_functions import (plot_trajectories, plot_final_distr,
-                                         plot_realized, take_time)
+from affidiff import Heston, HestonParam
+from affidiff.helper_functions import (plot_trajectories, plot_final_distr,
+                                       plot_realized, take_time)
 from load_real_data import load_data
 
 

examples/try_vasicek.py

@@ -8,9 +8,9 @@
 
 import seaborn as sns
 
-from diffusions import Vasicek, VasicekParam
-from diffusions.helper_functions import (plot_trajectories, plot_final_distr,
-                                         plot_realized, take_time)
+from affidiff import Vasicek, VasicekParam
+from affidiff.helper_functions import (plot_trajectories, plot_final_distr,
+                                       plot_realized, take_time)
 
 
 def try_simulation():

pyproject.toml

@@ -1,12 +1,15 @@
 [project]
-name = "diffusions"
+name = "affidiff"
 description = "Affine Diffusions. Simulation and estimation."
 authors = [{ name = "Stanislav Khrapov", email = "khrapovs@gmail.com" }]
 readme = "README.md"
 requires-python = ">=3.14"
 dependencies = [
+    "matplotlib>=3.10.8",
+    "mygmm>=0.1.0",
     "numpy>=2.4.4",
     "scipy>=1.17.1",
+    "seaborn>=0.13.2",
     "statsmodels>=0.14.6",
 ]
 dynamic = ["version"]
@@ -25,3 +28,9 @@ source = "uv-dynamic-versioning"
 
 [tool.uv-dynamic-versioning]
 fallback-version = "0.0.0"
+
+[tool.commitizen]
+version_scheme = "semver"
+version_provider = "scm"
+update_changelog_on_bump = true
+tag_format = "v$version"

setup.py

@@ -8,8 +8,8 @@
 
 kwargs = {'libraries': [], 'include_dirs': [numpy.get_include()]}
 
-ext_modules = [Extension('diffusions.simulate',
-                         ['./diffusions/simulate.pyx'], **kwargs)]
+ext_modules = [Extension('affidiff.simulate',
+                         ['./src/affidiff/simulate.pyx'], **kwargs)]
 
 setup(name='diffusions',
       version='1.0',

src/diffusions/model_generic.py → src/affidiff/model_generic.py

@@ -191,7 +191,7 @@ def update(self, state, error):
         return new_state
 
     def simulate(self, start=None, nsub=80, ndiscr=1, nobs=500, nsim=1,
-                 diff=None, new_innov=True, cython=True):
+                 diff=None, new_innov=True, cython=False):
         """Simulate observations from the model.
 
         Parameters

tests/test_ajd.py

@@ -10,9 +10,9 @@
 import numpy as np
 import numpy.testing as npt
 
-from diffusions import (GBMparam, VasicekParam, CIRparam,
-                        HestonParam, CentTendParam)
-from diffusions.helper_functions import ajd_drift, ajd_diff
+from affidiff import (GBMparam, VasicekParam, CIRparam,
+                      HestonParam, CentTendParam)
+from affidiff.helper_functions import ajd_drift, ajd_diff
 
 
 class DriftTestCase(ut.TestCase):

tests/test_generic.py

@@ -9,9 +9,9 @@
 import unittest as ut
 import numpy as np
 
-from diffusions import (GBM, GBMparam, Vasicek, VasicekParam,
-                        CIR, CIRparam, Heston, HestonParam,
-                        CentTend, CentTendParam)
+from affidiff import (GBM, GBMparam, Vasicek, VasicekParam,
+                      CIR, CIRparam, Heston, HestonParam,
+                      CentTend, CentTendParam)
 
 
 class GenericModelTestCase(ut.TestCase):

tests/test_helpers.py

@@ -11,8 +11,8 @@
 import numpy.testing as npt
 from statsmodels.tsa.tsatools import lagmat
 
-from diffusions.helper_functions import (columnwise_prod, rolling_window,
-                                         nice_errors, poly_coef, instruments)
+from affidiff.helper_functions import (columnwise_prod, rolling_window,
+                                       nice_errors, poly_coef, instruments)
 
 
 class HelperFunctionTestCase(ut.TestCase):

tests/test_param_cir.py

@@ -10,7 +10,7 @@
 import numpy as np
 import numpy.testing as npt
 
-from diffusions import CIRparam
+from affidiff import CIRparam
 
 
 class SDEParameterTestCase(ut.TestCase):

tests/test_param_ct.py

@@ -12,7 +12,7 @@
 import numpy as np
 import numpy.testing as npt
 
-from diffusions import CentTendParam
+from affidiff import CentTendParam
 
 
 class SDEParameterTestCase(ut.TestCase):

tests/test_param_gbm.py

@@ -10,7 +10,7 @@
 import numpy as np
 import numpy.testing as npt
 
-from diffusions import GBMparam
+from affidiff import GBMparam
 
 
 class SDEParameterTestCase(ut.TestCase):

tests/test_param_heston.py

@@ -12,7 +12,7 @@
 import numpy as np
 import numpy.testing as npt
 
-from diffusions import HestonParam
+from affidiff import HestonParam
 
 
 class SDEParameterTestCase(ut.TestCase):

tests/test_param_vasicek.py

@@ -10,7 +10,7 @@
 import numpy as np
 import numpy.testing as npt
 
-from diffusions import VasicekParam
+from affidiff import VasicekParam
 
 
 class SDEParameterTestCase(ut.TestCase):

tests/test_rmoms_ct.py

@@ -10,7 +10,7 @@
 import numpy as np
 import numpy.testing as npt
 
-from diffusions import CentTend, CentTendParam
+from affidiff import CentTend, CentTendParam
 
 
 class RealizedMomentsCTTestCase(ut.TestCase):

tests/test_rmoms_gbm.py

@@ -9,7 +9,7 @@
 import unittest as ut
 import numpy as np
 
-from diffusions import GBM, GBMparam
+from affidiff import GBM, GBMparam
 
 
 class RealizedMomentsGBMTestCase(ut.TestCase):

tests/test_rmoms_heston.py

@@ -10,7 +10,7 @@
 import numpy as np
 import numpy.testing as npt
 
-from diffusions import Heston, HestonParam
+from affidiff import Heston, HestonParam
 
 
 class RealizedMomentsHestonTestCase(ut.TestCase):