|
1
|
|
|
#!/usr/bin/env python |
|
2
|
|
|
# |
|
3
|
|
|
# Copyright 2014 Quantopian, Inc. |
|
4
|
|
|
# |
|
5
|
|
|
# Licensed under the Apache License, Version 2.0 (the "License"); |
|
6
|
|
|
# you may not use this file except in compliance with the License. |
|
7
|
|
|
# You may obtain a copy of the License at |
|
8
|
|
|
# |
|
9
|
|
|
# http://www.apache.org/licenses/LICENSE-2.0 |
|
10
|
|
|
# |
|
11
|
|
|
# Unless required by applicable law or agreed to in writing, software |
|
12
|
|
|
# distributed under the License is distributed on an "AS IS" BASIS, |
|
13
|
|
|
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. |
|
14
|
|
|
# See the License for the specific language governing permissions and |
|
15
|
|
|
# limitations under the License. |
|
16
|
|
|
from __future__ import print_function |
|
17
|
|
|
|
|
18
|
|
|
import re |
|
19
|
|
|
import sys |
|
20
|
|
|
from operator import lt, gt, eq, le, ge |
|
21
|
|
|
from os.path import ( |
|
22
|
|
|
abspath, |
|
23
|
|
|
dirname, |
|
24
|
|
|
join, |
|
25
|
|
|
) |
|
26
|
|
|
from distutils.version import StrictVersion |
|
27
|
|
|
from pkg_resources import resource_filename |
|
28
|
|
|
from setuptools import ( |
|
29
|
|
|
Extension, |
|
30
|
|
|
find_packages, |
|
31
|
|
|
setup, |
|
32
|
|
|
) |
|
33
|
|
|
|
|
34
|
|
|
import versioneer |
|
35
|
|
|
|
|
36
|
|
|
|
|
37
|
|
|
class LazyCommandClass(dict): |
|
38
|
|
|
""" |
|
39
|
|
|
Lazy command class that defers operations requiring Cython and numpy until |
|
40
|
|
|
they've actually been downloaded and installed by setup_requires. |
|
41
|
|
|
""" |
|
42
|
|
|
def __contains__(self, key): |
|
43
|
|
|
return ( |
|
44
|
|
|
key == 'build_ext' |
|
45
|
|
|
or super(LazyCommandClass, self).__contains__(key) |
|
46
|
|
|
) |
|
47
|
|
|
|
|
48
|
|
|
def __setitem__(self, key, value): |
|
49
|
|
|
if key == 'build_ext': |
|
50
|
|
|
raise AssertionError("build_ext overridden!") |
|
51
|
|
|
super(LazyCommandClass, self).__setitem__(key, value) |
|
52
|
|
|
|
|
53
|
|
|
def __getitem__(self, key): |
|
54
|
|
|
if key != 'build_ext': |
|
55
|
|
|
return super(LazyCommandClass, self).__getitem__(key) |
|
56
|
|
|
|
|
57
|
|
|
from Cython.Distutils import build_ext as cython_build_ext |
|
58
|
|
|
|
|
59
|
|
|
class build_ext(cython_build_ext): |
|
60
|
|
|
""" |
|
61
|
|
|
Custom build_ext command that lazily adds numpy's include_dir to |
|
62
|
|
|
extensions. |
|
63
|
|
|
""" |
|
64
|
|
|
def build_extensions(self): |
|
65
|
|
|
""" |
|
66
|
|
|
Lazily append numpy's include directory to Extension includes. |
|
67
|
|
|
|
|
68
|
|
|
This is done here rather than at module scope because setup.py |
|
69
|
|
|
may be run before numpy has been installed, in which case |
|
70
|
|
|
importing numpy and calling `numpy.get_include()` will fail. |
|
71
|
|
|
""" |
|
72
|
|
|
numpy_incl = resource_filename('numpy', 'core/include') |
|
73
|
|
|
for ext in self.extensions: |
|
74
|
|
|
ext.include_dirs.append(numpy_incl) |
|
75
|
|
|
|
|
76
|
|
|
# This explicitly calls the superclass method rather than the |
|
77
|
|
|
# usual super() invocation because distutils' build_class, of |
|
78
|
|
|
# which Cython's build_ext is a subclass, is an old-style class |
|
79
|
|
|
# in Python 2, which doesn't support `super`. |
|
80
|
|
|
cython_build_ext.build_extensions(self) |
|
81
|
|
|
return build_ext |
|
82
|
|
|
|
|
83
|
|
|
|
|
84
|
|
|
ext_modules = [ |
|
85
|
|
|
Extension('zipline.assets._assets', ['zipline/assets/_assets.pyx']), |
|
86
|
|
|
Extension( |
|
87
|
|
|
'zipline.lib.adjusted_array', |
|
88
|
|
|
['zipline/lib/adjusted_array.pyx'], |
|
89
|
|
|
), |
|
90
|
|
|
Extension('zipline.lib.adjustment', ['zipline/lib/adjustment.pyx']), |
|
91
|
|
|
Extension('zipline.lib.rank', ['zipline/lib/rank.pyx']), |
|
92
|
|
|
Extension( |
|
93
|
|
|
'zipline.data._equities', |
|
94
|
|
|
['zipline/data/_equities.pyx'], |
|
95
|
|
|
), |
|
96
|
|
|
Extension( |
|
97
|
|
|
'zipline.data._adjustments', |
|
98
|
|
|
['zipline/data/_adjustments.pyx'], |
|
99
|
|
|
), |
|
100
|
|
|
] |
|
101
|
|
|
|
|
102
|
|
|
|
|
103
|
|
|
STR_TO_CMP = { |
|
104
|
|
|
'<': lt, |
|
105
|
|
|
'<=': le, |
|
106
|
|
|
'=': eq, |
|
107
|
|
|
'==': eq, |
|
108
|
|
|
'>': gt, |
|
109
|
|
|
'>=': ge, |
|
110
|
|
|
} |
|
111
|
|
|
|
|
112
|
|
|
|
|
113
|
|
|
def _filter_requirements(lines_iter): |
|
114
|
|
|
for line in lines_iter: |
|
115
|
|
|
line = line.strip() |
|
116
|
|
|
if not line or line.startswith('#'): |
|
117
|
|
|
continue |
|
118
|
|
|
|
|
119
|
|
|
# pip install -r understands line with ;python_version<'3.0', but |
|
120
|
|
|
# whatever happens inside extras_requires doesn't. Parse the line |
|
121
|
|
|
# manually and conditionally add it if needed. |
|
122
|
|
|
if ';' not in line: |
|
123
|
|
|
yield line |
|
124
|
|
|
continue |
|
125
|
|
|
|
|
126
|
|
|
requirement, version_spec = line.split(';') |
|
127
|
|
|
try: |
|
128
|
|
|
groups = re.match( |
|
129
|
|
|
"(python_version)([<>=]{1,2})(')([0-9\.]+)(')(.*)", |
|
130
|
|
|
version_spec, |
|
131
|
|
|
).groups() |
|
132
|
|
|
comp = STR_TO_CMP[groups[1]] |
|
133
|
|
|
version_spec = StrictVersion(groups[3]) |
|
134
|
|
|
except Exception as e: |
|
135
|
|
|
# My kingdom for a 'raise from'! |
|
136
|
|
|
raise AssertionError( |
|
137
|
|
|
"Couldn't parse requirement line; '%s'\n" |
|
138
|
|
|
"Error was:\n" |
|
139
|
|
|
"%r" % (line, e) |
|
140
|
|
|
) |
|
141
|
|
|
|
|
142
|
|
|
sys_version = '.'.join(list(map(str, sys.version_info[:3]))) |
|
143
|
|
|
if comp(sys_version, version_spec): |
|
144
|
|
|
yield requirement |
|
145
|
|
|
|
|
146
|
|
|
|
|
147
|
|
|
REQ_UPPER_BOUNDS = { |
|
148
|
|
|
} |
|
149
|
|
|
|
|
150
|
|
|
|
|
151
|
|
|
def _with_bounds(req): |
|
152
|
|
|
try: |
|
153
|
|
|
req, lower = req.split('==') |
|
154
|
|
|
except ValueError: |
|
155
|
|
|
return req |
|
156
|
|
|
else: |
|
157
|
|
|
with_bounds = [req, '>=', lower] |
|
158
|
|
|
upper = REQ_UPPER_BOUNDS.get(req) |
|
159
|
|
|
if upper: |
|
160
|
|
|
with_bounds.extend([',', upper]) |
|
161
|
|
|
return ''.join(with_bounds) |
|
162
|
|
|
|
|
163
|
|
|
|
|
164
|
|
|
def read_requirements(path, strict_bounds): |
|
165
|
|
|
""" |
|
166
|
|
|
Read a requirements.txt file, expressed as a path relative to Zipline root. |
|
167
|
|
|
|
|
168
|
|
|
Returns requirements with the pinned versions as lower bounds |
|
169
|
|
|
if `strict_bounds` is falsey. |
|
170
|
|
|
""" |
|
171
|
|
|
real_path = join(dirname(abspath(__file__)), path) |
|
172
|
|
|
with open(real_path) as f: |
|
173
|
|
|
reqs = _filter_requirements(f.readlines()) |
|
174
|
|
|
|
|
175
|
|
|
if strict_bounds: |
|
176
|
|
|
return list(reqs) |
|
177
|
|
|
else: |
|
178
|
|
|
return list(map(_with_bounds, reqs)) |
|
179
|
|
|
|
|
180
|
|
|
|
|
181
|
|
|
def install_requires(strict_bounds=False): |
|
182
|
|
|
return read_requirements('etc/requirements.txt', |
|
183
|
|
|
strict_bounds=strict_bounds) |
|
184
|
|
|
|
|
185
|
|
|
|
|
186
|
|
|
def extras_requires(): |
|
187
|
|
|
dev_reqs = read_requirements('etc/requirements_dev.txt', |
|
188
|
|
|
strict_bounds=True) |
|
189
|
|
|
talib_reqs = ['TA-Lib==0.4.9'] |
|
190
|
|
|
return { |
|
191
|
|
|
'dev': dev_reqs, |
|
192
|
|
|
'talib': talib_reqs, |
|
193
|
|
|
'all': dev_reqs + talib_reqs, |
|
194
|
|
|
} |
|
195
|
|
|
|
|
196
|
|
|
|
|
197
|
|
|
def module_requirements(requirements_path, module_names): |
|
198
|
|
|
module_names = set(module_names) |
|
199
|
|
|
found = set() |
|
200
|
|
|
module_lines = [] |
|
201
|
|
|
parser = re.compile("([^=<>]+)([<=>]{1,2})(.*)") |
|
202
|
|
|
for line in read_requirements(requirements_path, strict_bounds=False): |
|
203
|
|
|
match = parser.match(line) |
|
204
|
|
|
if match is None: |
|
205
|
|
|
raise AssertionError("Could not parse requirement: '%s'" % line) |
|
206
|
|
|
|
|
207
|
|
|
groups = match.groups() |
|
208
|
|
|
name = groups[0] |
|
209
|
|
|
if name in module_names: |
|
210
|
|
|
found.add(name) |
|
211
|
|
|
module_lines.append(line) |
|
212
|
|
|
|
|
213
|
|
|
if found != module_names: |
|
214
|
|
|
raise AssertionError( |
|
215
|
|
|
"No requirements found for %s." % module_names - found |
|
216
|
|
|
) |
|
217
|
|
|
return module_lines |
|
218
|
|
|
|
|
219
|
|
|
|
|
220
|
|
|
def setup_requires(): |
|
221
|
|
|
if not set(sys.argv) & {'install', 'develop', 'egg_info', 'bdist_wheel'}: |
|
222
|
|
|
return [] |
|
223
|
|
|
|
|
224
|
|
|
required = ('Cython', 'numpy') |
|
225
|
|
|
return module_requirements('etc/requirements.txt', required) |
|
226
|
|
|
|
|
227
|
|
|
|
|
228
|
|
|
setup( |
|
229
|
|
|
name='zipline', |
|
230
|
|
|
version=versioneer.get_version(), |
|
231
|
|
|
cmdclass=LazyCommandClass(versioneer.get_cmdclass()), |
|
232
|
|
|
description='A backtester for financial algorithms.', |
|
233
|
|
|
author='Quantopian Inc.', |
|
234
|
|
|
author_email='[email protected]', |
|
235
|
|
|
packages=find_packages('.', include=['zipline', 'zipline.*']), |
|
236
|
|
|
ext_modules=ext_modules, |
|
237
|
|
|
scripts=['scripts/run_algo.py'], |
|
238
|
|
|
include_package_data=True, |
|
239
|
|
|
license='Apache 2.0', |
|
240
|
|
|
classifiers=[ |
|
241
|
|
|
'Development Status :: 4 - Beta', |
|
242
|
|
|
'License :: OSI Approved :: Apache Software License', |
|
243
|
|
|
'Natural Language :: English', |
|
244
|
|
|
'Programming Language :: Python', |
|
245
|
|
|
'Programming Language :: Python :: 2.7', |
|
246
|
|
|
'Programming Language :: Python :: 3.3', |
|
247
|
|
|
'Programming Language :: Python :: 3.4', |
|
248
|
|
|
'Operating System :: OS Independent', |
|
249
|
|
|
'Intended Audience :: Science/Research', |
|
250
|
|
|
'Topic :: Office/Business :: Financial', |
|
251
|
|
|
'Topic :: Scientific/Engineering :: Information Analysis', |
|
252
|
|
|
'Topic :: System :: Distributed Computing', |
|
253
|
|
|
], |
|
254
|
|
|
install_requires=install_requires(), |
|
255
|
|
|
setup_requires=setup_requires(), |
|
256
|
|
|
extras_require=extras_requires(), |
|
257
|
|
|
url="http://zipline.io", |
|
258
|
|
|
) |
|
259
|
|
|
|
quantopian /
zipline
