https://github.com/bashtage/arch
Tip revision: 6181efe629306f95063bdd2728c563bd518dfa1f authored by Kevin Sheppard on 14 August 2018, 07:59:42 UTC
Merge pull request #219 from bashtage/optional-mpl
Merge pull request #219 from bashtage/optional-mpl
Tip revision: 6181efe
setup.py
from __future__ import print_function
import glob
import os
import re
import subprocess
import sys
from distutils.errors import CCompilerError, DistutilsExecError, DistutilsPlatformError
from distutils.version import StrictVersion
import pkg_resources
import versioneer
from Cython.Build import cythonize
from setuptools import Command, Extension, find_packages, setup
from setuptools.dist import Distribution
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.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')
class _build_ext(object):
pass
FAILED_COMPILER_ERROR = """
******************************************************************************
* 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': '1.12', 'Cython': '0.24'}
INSTALL_REQUIREMENTS = SETUP_REQUIREMENTS.copy()
INSTALL_REQUIREMENTS.update({'scipy': '0.19',
'pandas': '0.20',
'statsmodels': '0.8'})
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
def strip_rc(version):
return re.sub(r"rc\d+$", "", version)
cwd = os.getcwd()
# Convert markdown to rst for submission
long_description = ''
try:
cmd = 'pandoc --from=markdown --to=rst --output=README.rst README.md'
proc = subprocess.Popen(cmd, shell=True)
proc.wait()
long_description = open(os.path.join(cwd, "README.rst")).read()
except IOError as e:
import warnings
warnings.warn('Unable to convert README.md. Most likely because pandoc '
'is not installed')
def run_setup(binary=True):
if not binary:
del REQUIREMENTS['Cython']
extensions = []
else:
directives = {'linetrace': CYTHON_COVERAGE}
macros = []
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=long_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=True,
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 :: 3.4',
'Programming Language :: Python :: 3.5',
'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_ERROR, UserWarning)