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setup.py
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setup.py
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# Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import os
import numpy
from setuptools import find_packages, setup, Extension
def read(rel_path: str) -> str:
here = os.path.abspath(os.path.dirname(__file__))
with open(os.path.join(here, rel_path), encoding="utf-8") as fp:
return fp.read()
def get_version(rel_path: str) -> str:
for line in read(rel_path).splitlines():
if line.startswith("__version__"):
delim = '"' if '"' in line else "'"
return line.split(delim)[1]
raise RuntimeError("Unable to find version string.")
# Package meta-data.
NAME = "pyqlib"
DESCRIPTION = "A Quantitative-research Platform"
REQUIRES_PYTHON = ">=3.5.0"
VERSION = get_version("qlib/__init__.py")
# Detect Cython
try:
import Cython
ver = Cython.__version__
_CYTHON_INSTALLED = ver >= "0.28"
except ImportError:
_CYTHON_INSTALLED = False
if not _CYTHON_INSTALLED:
print("Required Cython version >= 0.28 is not detected!")
print('Please run "pip install --upgrade cython" first.')
exit(-1)
# What packages are required for this module to be executed?
# `estimator` may depend on other packages. In order to reduce dependencies, it is not written here.
REQUIRED = [
"numpy>=1.12.0",
"pandas>=0.25.1",
"scipy>=1.0.0",
"requests>=2.18.0",
"sacred>=0.7.4",
"python-socketio",
"redis>=3.0.1",
"python-redis-lock>=3.3.1",
"schedule>=0.6.0",
"cvxpy>=1.0.21",
"hyperopt==0.1.2",
"fire>=0.3.1",
"statsmodels",
"xlrd>=1.0.0",
"plotly>=4.12.0",
"matplotlib>=3.3",
"tables>=3.6.1",
"pyyaml>=5.3.1",
"mlflow>=1.12.1",
"tqdm",
"loguru",
"lightgbm>=3.3.0",
"tornado",
"joblib>=0.17.0",
"ruamel.yaml>=0.16.12",
"pymongo==3.7.2", # For task management
"scikit-learn>=0.22",
"dill",
"dataclasses;python_version<'3.7'",
"filelock",
"jinja2<3.1.0", # for passing the readthedocs workflow.
"gym",
# Installing the latest version of protobuf for python versions below 3.8 will cause unit tests to fail.
"protobuf<=3.20.1;python_version<='3.8'",
]
# Numpy include
NUMPY_INCLUDE = numpy.get_include()
here = os.path.abspath(os.path.dirname(__file__))
with open(os.path.join(here, "README.md"), encoding="utf-8") as f:
long_description = f.read()
# Cython Extensions
extensions = [
Extension(
"qlib.data._libs.rolling",
["qlib/data/_libs/rolling.pyx"],
language="c++",
include_dirs=[NUMPY_INCLUDE],
),
Extension(
"qlib.data._libs.expanding",
["qlib/data/_libs/expanding.pyx"],
language="c++",
include_dirs=[NUMPY_INCLUDE],
),
]
# Where the magic happens:
setup(
name=NAME,
version=VERSION,
license="MIT Licence",
url="https://github.com/microsoft/qlib",
description=DESCRIPTION,
long_description=long_description,
long_description_content_type="text/markdown",
python_requires=REQUIRES_PYTHON,
packages=find_packages(exclude=("tests",)),
# if your package is a single module, use this instead of 'packages':
# py_modules=['qlib'],
entry_points={
# 'console_scripts': ['mycli=mymodule:cli'],
"console_scripts": [
"qrun=qlib.workflow.cli:run",
],
},
ext_modules=extensions,
install_requires=REQUIRED,
extras_require={
"dev": [
"coverage",
"pytest>=3",
"sphinx",
"sphinx_rtd_theme",
"pre-commit",
# CI dependencies
"wheel",
"setuptools",
"black",
"pylint",
# Using the latest versions(0.981 and 0.982) of mypy,
# the error "multiprocessing.Value()" is detected in the file "qlib/rl/utils/data_queue.py",
# If this is fixed in a subsequent version of mypy, then we will revert to the latest version of mypy.
# References: https://github.com/python/typeshed/issues/8799
"mypy<0.981",
"flake8",
# The 5.0.0 version of importlib-metadata removed the deprecated endpoint,
# which prevented flake8 from working properly, so we restricted the version of importlib-metadata.
# To help ensure the dependencies of flake8 https://github.com/python/importlib_metadata/issues/406
"importlib-metadata<5.0.0",
"readthedocs_sphinx_ext",
"cmake",
"lxml",
"baostock",
"yahooquery",
"beautifulsoup4",
"tianshou",
"gym>=0.24", # If you do not put gym at the end, gym will degrade causing pytest results to fail.
],
"rl": [
"tianshou",
"torch",
],
},
include_package_data=True,
classifiers=[
# Trove classifiers
# Full list: https://pypi.python.org/pypi?%3Aaction=list_classifiers
# 'License :: OSI Approved :: MIT License',
"Operating System :: POSIX :: Linux",
"Operating System :: Microsoft :: Windows",
"Operating System :: MacOS",
"License :: OSI Approved :: MIT License",
"Development Status :: 3 - Alpha",
"Programming Language :: Python",
"Programming Language :: Python :: 3",
"Programming Language :: Python :: 3.7",
"Programming Language :: Python :: 3.8",
"Programming Language :: Python :: 3.9",
],
)