from __future__ import print_function from collections import defaultdict import fnmatch import os import sys from distutils.errors import CCompilerError, DistutilsExecError, DistutilsPlatformError import pkg_resources from setuptools import Command, Extension, find_packages, setup from setuptools.dist import Distribution import versioneer CYTHON_COVERAGE = os.environ.get('ARCH_CYTHON_COVERAGE', '0') in ('true', '1', 'True') if CYTHON_COVERAGE: print('Building with coverage for cython modules, ARCH_CYTHON_COVERAGE=' + os.environ['ARCH_CYTHON_COVERAGE']) try: from Cython.Build import cythonize from Cython.Distutils.build_ext import build_ext as _build_ext CYTHON_INSTALLED = True except ImportError: CYTHON_INSTALLED = False if CYTHON_COVERAGE: raise ImportError('cython is required for cython coverage. Unset ' 'ARCH_CYTHON_COVERAGE') from setuptools.command.build_ext import build_ext as _build_ext FAILED_COMPILER_WARNING = """ ****************************************************************************** * WARNING * ****************************************************************************** Unable to build binary modules for arch. While these are not required to run any code in the package, it is strongly recommended to either compile the extension modules or to use numba. ****************************************************************************** * WARNING * ****************************************************************************** """ cmdclass = versioneer.get_cmdclass() # prevent setup.py from crashing by calling import numpy before # numpy is installed class build_ext(_build_ext): def build_extensions(self): numpy_incl = pkg_resources.resource_filename('numpy', 'core/include') for ext in self.extensions: if (hasattr(ext, 'include_dirs') and numpy_incl not in ext.include_dirs): ext.include_dirs.append(numpy_incl) _build_ext.build_extensions(self) SETUP_REQUIREMENTS = {'numpy': '1.13'} INSTALL_REQUIREMENTS = SETUP_REQUIREMENTS.copy() INSTALL_REQUIREMENTS.update({'scipy': '0.19', 'pandas': '0.20', 'statsmodels': '0.8', 'cached_property': '1.5.1'}) cmdclass['build_ext'] = build_ext class BinaryDistribution(Distribution): def is_pure(self): return False class CleanCommand(Command): user_options = [] def run(self): raise NotImplementedError('Use git clean -xfd instead') def initialize_options(self): pass def finalize_options(self): pass cmdclass['clean'] = CleanCommand try: markdown = os.stat('README.md').st_mtime if os.path.exists('README.rst'): rst = os.stat('README.rst').st_mtime else: rst = markdown - 1 if rst >= markdown: with open('README.rst', 'r') as rst: description = rst.read() else: import pypandoc osx_line_ending = '\r' windows_line_ending = '\r\n' linux_line_ending = '\n' description = pypandoc.convert_file('README.md', 'rst+smart') description = description.replace(windows_line_ending, linux_line_ending) description = description.replace(osx_line_ending, linux_line_ending) with open('README.rst', 'w') as rst: rst.write(description) except (ImportError, OSError): import warnings warnings.warn("Unable to convert README.md to README.rst", UserWarning) description = open('README.md').read() package_data = defaultdict(list) filetypes = ['*.csv', '*.csv.gz'] for root, _, filenames in os.walk(os.path.join(os.getcwd(), 'arch')): # noqa: E501 matches = [] for filetype in filetypes: for filename in fnmatch.filter(filenames, filetype): matches.append(filename) if matches: package_data['.'.join(os.path.relpath(root).split(os.path.sep))] = filetypes def run_setup(binary=True): if not binary: extensions = [] else: directives = {'linetrace': CYTHON_COVERAGE} macros = [('NPY_NO_DEPRECATED_API', '1'), ('NPY_1_7_API_VERSION', '1')] if CYTHON_COVERAGE: macros.append(('CYTHON_TRACE', '1')) ext_modules = [] ext_modules.append(Extension("arch.univariate.recursions", ["./arch/univariate/recursions.pyx"], define_macros=macros)) ext_modules.append(Extension("arch.bootstrap._samplers", ["./arch/bootstrap/_samplers.pyx"], define_macros=macros)) extensions = cythonize(ext_modules, force=CYTHON_COVERAGE, compiler_directives=directives) setup(name='arch', license='NCSA', version=versioneer.get_version(), description='ARCH for Python', long_description=description, author='Kevin Sheppard', author_email='kevin.sheppard@economics.ox.ac.uk', url='http://github.com/bashtage/arch', packages=find_packages(), ext_modules=extensions, package_dir={'arch': './arch'}, cmdclass=cmdclass, keywords=['arch', 'ARCH', 'variance', 'econometrics', 'volatility', 'finance', 'GARCH', 'bootstrap', 'random walk', 'unit root', 'Dickey Fuller', 'time series', 'confidence intervals', 'multiple comparisons', 'Reality Check', 'SPA', 'StepM'], zip_safe=False, include_package_data=False, package_data=package_data, distclass=BinaryDistribution, classifiers=[ 'Development Status :: 5 - Production/Stable', 'Intended Audience :: End Users/Desktop', 'Intended Audience :: Financial and Insurance Industry', 'Programming Language :: Python :: 2.7', 'Programming Language :: Python :: 3.5', 'Programming Language :: Python :: 3.6', 'Programming Language :: Python :: 3.7', 'License :: OSI Approved', 'Operating System :: MacOS :: MacOS X', 'Operating System :: Microsoft :: Windows', 'Operating System :: POSIX', 'Programming Language :: Python', 'Programming Language :: Cython', 'Topic :: Scientific/Engineering', ], install_requires=[key + '>=' + INSTALL_REQUIREMENTS[key] for key in INSTALL_REQUIREMENTS], setup_requires=[key + '>=' + SETUP_REQUIREMENTS[key] for key in SETUP_REQUIREMENTS], ) try: build_binary = '--no-binary' not in sys.argv and CYTHON_INSTALLED if '--no-binary' in sys.argv: sys.argv.remove('--no-binary') run_setup(binary=build_binary) except (CCompilerError, DistutilsExecError, DistutilsPlatformError, IOError, ValueError): run_setup(binary=False) import warnings warnings.warn(FAILED_COMPILER_WARNING, UserWarning)