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Merge pull request quantopian#681 from quantopian/sanest-setup
Sanest setup
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
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|
@@ -13,42 +13,186 @@ | |
| # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. | ||
| # See the License for the specific language governing permissions and | ||
| # limitations under the License. | ||
| from __future__ import print_function | ||
|
|
||
| from setuptools import setup, Extension | ||
| from Cython.Build import cythonize | ||
| import numpy as np | ||
| import re | ||
| import sys | ||
| from operator import lt, gt, eq, le, ge | ||
| from os.path import ( | ||
| abspath, | ||
| dirname, | ||
| join, | ||
| ) | ||
| from distutils.version import StrictVersion | ||
| from setuptools import ( | ||
| Extension, | ||
| find_packages, | ||
| setup, | ||
| ) | ||
|
|
||
| ext_modules = [ | ||
| Extension( | ||
| 'zipline.assets._assets', | ||
| ['zipline/assets/_assets.pyx'], | ||
| include_dirs=[np.get_include()], | ||
| ), | ||
| Extension( | ||
| 'zipline.lib.adjusted_array', | ||
| ['zipline/lib/adjusted_array.pyx'], | ||
| include_dirs=[np.get_include()], | ||
| ), | ||
| Extension( | ||
| 'zipline.lib.adjustment', | ||
| ['zipline/lib/adjustment.pyx'], | ||
| include_dirs=[np.get_include()], | ||
| ), | ||
| Extension( | ||
|
|
||
| class LazyCythonizingList(list): | ||
| cythonized = False | ||
|
|
||
| def lazy_cythonize(self): | ||
| if self.cythonized: | ||
| return | ||
| self.cythonized = True | ||
|
|
||
| from Cython.Build import cythonize | ||
| from numpy import get_include | ||
|
|
||
| self[:] = cythonize( | ||
| [ | ||
| Extension(*ext_args, include_dirs=[get_include()]) | ||
| for ext_args in self | ||
| ] | ||
| ) | ||
|
|
||
| def __iter__(self): | ||
| self.lazy_cythonize() | ||
| return super(LazyCythonizingList, self).__iter__() | ||
|
|
||
| def __getitem__(self, num): | ||
| self.lazy_cythonize() | ||
| return super(LazyCythonizingList, self).__getitem__(num) | ||
|
|
||
|
|
||
| ext_modules = LazyCythonizingList([ | ||
| ('zipline.assets._assets', ['zipline/assets/_assets.pyx']), | ||
| ('zipline.lib.adjusted_array', ['zipline/lib/adjusted_array.pyx']), | ||
| ('zipline.lib.adjustment', ['zipline/lib/adjustment.pyx']), | ||
| ( | ||
| 'zipline.data.ffc.loaders._us_equity_pricing', | ||
| ['zipline/data/ffc/loaders/_us_equity_pricing.pyx'], | ||
| include_dirs=[np.get_include()], | ||
| ['zipline/data/ffc/loaders/_us_equity_pricing.pyx'] | ||
| ), | ||
| ] | ||
| ]) | ||
|
|
||
|
|
||
| STR_TO_CMP = { | ||
| '<': lt, | ||
| '<=': le, | ||
| '=': eq, | ||
| '==': eq, | ||
| '>': gt, | ||
| '>=': ge, | ||
| } | ||
|
|
||
|
|
||
| def _filter_requirements(lines_iter): | ||
| for line in lines_iter: | ||
| line = line.strip() | ||
| if not line or line.startswith('#'): | ||
| continue | ||
|
|
||
| # pip install -r understands line with ;python_version<'3.0', but | ||
| # whatever happens inside extras_requires doesn't. Parse the line | ||
| # manually and conditionally add it if needed. | ||
| if ';' not in line: | ||
| yield line | ||
| continue | ||
|
|
||
| requirement, version_spec = line.split(';') | ||
| try: | ||
| groups = re.match( | ||
| "(python_version)([<>=]{1,2})(')([0-9\.]+)(')(.*)", | ||
| version_spec, | ||
| ).groups() | ||
| comp = STR_TO_CMP[groups[1]] | ||
| version_spec = StrictVersion(groups[3]) | ||
| except Exception as e: | ||
| # My kingdom for a 'raise from'! | ||
| raise AssertionError( | ||
| "Couldn't parse requirement line; '%s'\n" | ||
| "Error was:\n" | ||
| "%r" % (line, e) | ||
| ) | ||
|
|
||
| sys_version = '.'.join(list(map(str, sys.version_info[:3]))) | ||
| if comp(sys_version, version_spec): | ||
| yield requirement | ||
|
|
||
|
|
||
| def read_requirements(path): | ||
| """ | ||
| Read a requirements.txt file, expressed as a path relative to Zipline root. | ||
| """ | ||
| real_path = join(dirname(abspath(__file__)), path) | ||
| with open(real_path) as f: | ||
| return list(_filter_requirements(f.readlines())) | ||
|
|
||
|
|
||
| def install_requires(): | ||
| return read_requirements('etc/requirements.txt') | ||
|
|
||
|
|
||
| def extras_requires(): | ||
| dev_reqs = read_requirements('etc/requirements_dev.txt') | ||
| talib_reqs = ['TA-Lib==0.4.9'] | ||
| return { | ||
| 'dev': dev_reqs, | ||
| 'talib': talib_reqs, | ||
| 'all': dev_reqs + talib_reqs, | ||
| } | ||
|
|
||
|
|
||
| def module_requirements(requirements_path, module_names): | ||
| module_names = set(module_names) | ||
| found = set() | ||
| module_lines = [] | ||
| parser = re.compile("([^=<>]+)([<=>]{1,2})(.*)") | ||
| for line in read_requirements(requirements_path): | ||
| match = parser.match(line) | ||
| if match is None: | ||
| raise AssertionError("Could not parse requirement: '%s'" % line) | ||
|
|
||
| groups = match.groups() | ||
| name = groups[0] | ||
| if name in module_names: | ||
| found.add(name) | ||
| module_lines.append(line) | ||
|
|
||
| if found != module_names: | ||
| raise AssertionError( | ||
| "No requirements found for %s." % module_names - found | ||
| ) | ||
| return module_lines | ||
|
|
||
|
|
||
| def pre_setup(): | ||
| if not set(sys.argv) & {'install', 'develop', 'egg_info', 'bdist_wheel'}: | ||
| return | ||
|
|
||
| try: | ||
| import pip | ||
| if StrictVersion(pip.__version__) < StrictVersion('7.1.0'): | ||
| raise AssertionError( | ||
| "Zipline installation requires pip>=7.1.0, but your pip " | ||
| "version is {version}. \n" | ||
| "You can upgrade your pip with " | ||
| "'pip install --upgrade pip'.".format( | ||
| version=pip.__version__, | ||
| ) | ||
| ) | ||
| except ImportError: | ||
| raise AssertionError("Zipline installation requires pip") | ||
|
|
||
| required = ('Cython', 'numpy') | ||
| for line in module_requirements('etc/requirements.txt', required): | ||
| pip.main(['install', line]) | ||
|
|
||
|
|
||
| pre_setup() | ||
|
|
||
|
|
||
| setup( | ||
| name='zipline', | ||
| version='0.8.0rc1', | ||
| description='A backtester for financial algorithms.', | ||
| author='Quantopian Inc.', | ||
| author_email='[email protected]', | ||
| packages=['zipline'], | ||
| ext_modules=cythonize(ext_modules), | ||
| packages=find_packages('.', include=['zipline', 'zipline.*']), | ||
| ext_modules=ext_modules, | ||
| scripts=['scripts/run_algo.py'], | ||
| include_package_data=True, | ||
| license='Apache 2.0', | ||
|
|
@@ -65,17 +209,7 @@ | |
| 'Topic :: Scientific/Engineering :: Information Analysis', | ||
| 'Topic :: System :: Distributed Computing', | ||
| ], | ||
| install_requires=[ | ||
| 'Logbook', | ||
| 'pytz', | ||
| 'requests', | ||
| 'numpy', | ||
| 'pandas', | ||
| 'six', | ||
| 'Cython', | ||
| ], | ||
| extras_require={ | ||
| 'talib': ["talib"], | ||
| }, | ||
| install_requires=install_requires(), | ||
| extras_require=extras_requires(), | ||
| url="http://zipline.io" | ||
| ) | ||