init commit

setup.py

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+# Copyright (c) Microsoft Corporation.
+# Licensed under the MIT License.
+
+# -*- coding: utf-8 -*-
+import io
+import os
+import numpy
+
+from setuptools import find_packages, setup, Extension
+
+# Package meta-data.
+NAME = "qlib"
+DESCRIPTION = "A Quantitative-research Library"
+REQUIRES_PYTHON = ">=3.5.0"
+VERSION = "0.4.6.dev"
+
+# 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",
+    "pymongo==3.7.2",
+    "python-socketio==3.1.2",
+    "redis>=3.0.1",
+    "python-redis-lock>=3.3.1",
+    "schedule>=0.6.0",
+    "cvxpy==1.0.21",
+    "hyperopt==0.1.1",
+    "fire>=0.2.1",
+    "statsmodels",
+    "xlrd>=1.0.0",
+    "plotly==3.5.0",
+    "matplotlib==3.1.3",
+    "tables>=3.6.1",
+    "pyyaml>=5.3.1",
+    "tqdm",
+    "loguru",
+    "lightgbm",
+    "tornado",
+]
+
+# Numpy include
+NUMPY_INCLUDE = numpy.get_include()
+
+here = os.path.abspath(os.path.dirname(__file__))
+
+long_description = "TODO: to be completed"
+
+# 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,
+    description=DESCRIPTION,
+    long_description=long_description,
+    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": [
+            "estimator=qlib.contrib.estimator.launcher:run",
+        ],
+    },
+    ext_modules=extensions,
+    install_requires=REQUIRED,
+    include_package_data=True,
+    classifiers=[
+        # Trove classifiers
+        # Full list: https://pypi.python.org/pypi?%3Aaction=list_classifiers
+        # 'License :: OSI Approved :: MIT License',
+        "Development Status :: 3 - Alpha",
+        "Programming Language :: Python",
+        "Programming Language :: Python :: 3",
+        "Programming Language :: Python :: 3.6",
+    ],
+)