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setup.py
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setup.py
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#!/usr/bin/env python
import sys
from setuptools import setup
import versioneer
DISTNAME = 'pyfolio'
DESCRIPTION = "pyfolio is a Python library for performance and risk analysis of financial portfolios"
LONG_DESCRIPTION = """pyfolio is a Python library for performance and risk analysis of
financial portfolios developed by `Quantopian Inc`_. It works well with the
`Zipline`_ open source backtesting library.
At the core of pyfolio is a so-called tear sheet that consists of
various individual plots that provide a comprehensive performance
overview of a portfolio.
.. _Quantopian Inc: https://www.quantopian.com
.. _Zipline: http://zipline.io
"""
MAINTAINER = 'Quantopian Inc'
MAINTAINER_EMAIL = '[email protected]'
AUTHOR = 'Quantopian Inc'
AUTHOR_EMAIL = '[email protected]'
URL = "https://github.com/quantopian/pyfolio"
LICENSE = "Apache License, Version 2.0"
VERSION = "0.8.0"
classifiers = ['Development Status :: 4 - Beta',
'Programming Language :: Python',
'Programming Language :: Python :: 2',
'Programming Language :: Python :: 3',
'Programming Language :: Python :: 2.7',
'Programming Language :: Python :: 3.4',
'Programming Language :: Python :: 3.5',
'License :: OSI Approved :: Apache Software License',
'Intended Audience :: Science/Research',
'Topic :: Scientific/Engineering',
'Topic :: Scientific/Engineering :: Mathematics',
'Operating System :: OS Independent']
if (sys.version_info.major, sys.version_info.minor) >= (3, 3):
support_ipython_6 = True
else:
support_ipython_6 = False
install_reqs = [
'ipython>=3.2.3' if support_ipython_6 else 'ipython>=3.2.3, <6',
'matplotlib>=1.4.0',
'numpy>=1.9.1',
'pandas>=0.18.1',
'pytz>=2014.10',
'scipy>=0.14.0',
'scikit-learn>=0.16.1',
'seaborn>=0.7.1',
'pandas-datareader>=0.2',
'empyrical>=0.3.3'
]
test_reqs = ['nose>=1.3.7', 'nose-parameterized>=0.5.0', 'runipy>=0.1.3']
bayesian_reqs = ['pymc3 >= 3.1']
extras_reqs = {
'bayesian': bayesian_reqs,
'test': test_reqs,
'all': test_reqs + bayesian_reqs,
}
if __name__ == "__main__":
setup(
name=DISTNAME,
cmdclass=versioneer.get_cmdclass(),
version=versioneer.get_version(),
maintainer=MAINTAINER,
maintainer_email=MAINTAINER_EMAIL,
description=DESCRIPTION,
license=LICENSE,
url=URL,
long_description=LONG_DESCRIPTION,
packages=['pyfolio', 'pyfolio.tests'],
package_data={'pyfolio': ['data/*.*']},
classifiers=classifiers,
install_requires=install_reqs,
extras_require=extras_reqs,
tests_require=test_reqs,
test_suite='nose.collector',
)