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': '1.10'}
REQUIREMENTS = {'Cython': '0.24',
'matplotlib': '1.5',
'scipy': '0.16',
'pandas': '0.18',
'statsmodels': '0.8'}
ALL_REQUIREMENTS = SETUP_REQUIREMENTS.copy()
ALL_REQUIREMENTS.update(REQUIREMENTS)
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)
# Polite checks for numpy, scipy and pandas. These should not be upgraded,
# and if found and below the required version, refuse to install
missing_package = '{package} is installed, but the version installed' \
', {existing_ver}, is less than the required version ' \
'of {required_version}. This package must be manually ' \
'updated. If this isn\'t possible, consider installing ' \
'in an empty virtual environment.'
PACKAGE_CHECKS = ['numpy', 'scipy', 'pandas']
for key in PACKAGE_CHECKS:
version = None
satisfies_req = True
existing_version = 'Too Old to Detect'
if key == 'numpy':
try:
import numpy
try:
from numpy.version import short_version as version
except ImportError:
satisfies_req = False
except ImportError:
pass
elif key == 'scipy':
try:
import scipy
try:
from scipy.version import short_version as version
except ImportError:
satisfies_req = False
except ImportError:
pass
elif key == 'pandas':
try:
import pandas
if not hasattr(pandas, '__version__'):
raise AttributeError
except AttributeError:
try:
from pandas.version import short_version as version
except ImportError:
satisfies_req = False
else:
raise NotImplementedError('Unknown package')
if version:
existing_version = StrictVersion(strip_rc(version))
satisfies_req = existing_version >= ALL_REQUIREMENTS[key]
if not satisfies_req:
requirement = ALL_REQUIREMENTS[key]
message = missing_package.format(package=key,
existing_ver=existing_version,
required_version=requirement)
raise EnvironmentError(message)
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')
# Convert examples notebook to rst for docs
try:
from nbconvert.utils.exceptions import ConversionException
from nbconvert.utils.pandoc import PandocMissing
except ImportError as e:
ConversionException = PandocMissing = ValueError
try:
import nbformat as nbformat
from nbconvert import RSTExporter
notebooks = glob.glob(os.path.join(cwd, 'examples', '*.ipynb'))
for notebook in notebooks:
try:
with open(notebook, 'rt') as f:
example_nb = f.read()
rst_path = os.path.join(cwd, 'doc', 'source')
path_parts = os.path.split(notebook)
nb_filename = path_parts[-1]
nb_filename = nb_filename.split('.')[0]
source_dir = nb_filename.split('_')[0]
rst_filename = os.path.join(cwd, 'doc', 'source',
source_dir, nb_filename + '.rst')
example_nb = nbformat.reader.reads(example_nb)
rst_export = RSTExporter()
(body, resources) = rst_export.from_notebook_node(example_nb)
with open(rst_filename, 'wt') as rst:
rst.write(body)
for key in resources['outputs'].keys():
if key.endswith('.png'):
resource_filename = os.path.join(cwd, 'doc', 'source',
source_dir, key)
with open(resource_filename, 'wb') as resource:
resource.write(resources['outputs'][key])
except Exception:
import warnings
warnings.warn('Unable to convert {original} to {target}. This '
'only affects documentation generation and not the '
'operation of the '
'module.'.format(original=notebook,
target=rst_filename))
print('The last error was:')
import sys
print(sys.exc_info()[0])
print(sys.exc_info()[1])
except Exception:
import warnings
warnings.warn('Unable to import required modules from the jupyter project.'
' This only affects documentation generation and not the '
'operation of the module.')
print('The last error was:')
import sys
print(sys.exc_info()[0])
print(sys.exc_info()[1])
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 + '>=' + REQUIREMENTS[key]
for key in 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)