mirror of
https://github.com/microsoft/qlib.git
synced 2026-06-06 05:51:17 +08:00
update python version (#1868)
* update python version * fix: Correct selector handling and add time filtering in storage.py * fix: convert index and columns to list in repr methods * feat: Add Makefile for managing project prerequisites * feat: Add Cython extensions for rolling and expanding operations * resolve install error * fix lint error * fix lint error * fix lint error * fix lint error * fix lint error * update build package * update makefile * update ci yaml * fix docs build error * fix ubuntu install error * fix docs build error * fix install error * fix install error * fix install error * fix install error * fix pylint error * fix pylint error * fix pylint error * fix pylint error * fix pylint error E1123 * fix pylint error R0917 * fix pytest error * fix pytest error * fix pytest error * update code * update code * fix ci error * fix pylint error * fix black error * fix pytest error * fix CI error * fix CI error * add python version to CI * add python version to CI * add python version to CI * fix pylint error * fix pytest general nn error * fix CI error * optimize code * add coments * Extended macos version * remove build package --------- Co-authored-by: Young <afe.young@gmail.com>
This commit is contained in:
Linlang
208
setup.py
208
setup.py
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# Copyright (c) Microsoft Corporation.
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# Licensed under the MIT License.
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import os
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import numpy
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from setuptools import find_packages, setup, Extension
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def read(rel_path: str) -> str:
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here = os.path.abspath(os.path.dirname(__file__))
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with open(os.path.join(here, rel_path), encoding="utf-8") as fp:
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return fp.read()
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def get_version(rel_path: str) -> str:
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for line in read(rel_path).splitlines():
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if line.startswith("__version__"):
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delim = '"' if '"' in line else "'"
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return line.split(delim)[1]
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raise RuntimeError("Unable to find version string.")
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# Package meta-data.
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NAME = "pyqlib"
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DESCRIPTION = "A Quantitative-research Platform"
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REQUIRES_PYTHON = ">=3.5.0"
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VERSION = get_version("qlib/__init__.py")
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# Detect Cython
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try:
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import Cython
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ver = Cython.__version__
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_CYTHON_INSTALLED = ver >= "0.28"
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except ImportError:
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_CYTHON_INSTALLED = False
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if not _CYTHON_INSTALLED:
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print("Required Cython version >= 0.28 is not detected!")
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print('Please run "pip install --upgrade cython" first.')
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exit(-1)
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# What packages are required for this module to be executed?
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# `estimator` may depend on other packages. In order to reduce dependencies, it is not written here.
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REQUIRED = [
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"numpy>=1.12.0, <1.24",
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"pandas>=0.25.1",
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"scipy>=1.7.3",
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# scs is a dependency package,
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# and the latest version of scs: scs-3.2.4.post3.tar.gz causes the documentation build to fail,
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# so we have temporarily limited the version of scs.
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"scs<=3.2.4",
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"requests>=2.18.0",
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"sacred>=0.7.4",
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"python-socketio",
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"redis>=3.0.1",
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"python-redis-lock>=3.3.1",
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"schedule>=0.6.0",
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"cvxpy>=1.0.21",
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"hyperopt==0.1.2",
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"fire>=0.3.1",
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"statsmodels",
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"xlrd>=1.0.0",
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"plotly>=4.12.0",
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"matplotlib>=3.3",
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"tables>=3.6.1",
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"pyyaml>=5.3.1",
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# To ensure stable operation of the experiment manager, we have limited the version of mlflow,
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# and we need to verify whether version 2.0 of mlflow can serve qlib properly.
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"mlflow>=1.12.1, <=1.30.0",
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# mlflow 1.30.0 requires packaging<22, so we limit the packaging version, otherwise the CI will fail.
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"packaging<22",
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"tqdm",
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"loguru",
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"lightgbm>=3.3.0",
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"tornado",
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"joblib>=0.17.0",
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# With the upgrading of ruamel.yaml to 0.18, the safe_load method was deprecated,
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# which would cause qlib.workflow.cli to not work properly,
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# and no good replacement has been found, so the version of ruamel.yaml has been restricted for now.
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# Refs: https://pypi.org/project/ruamel.yaml/
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"ruamel.yaml<=0.17.36",
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"pymongo==3.7.2", # For task management
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"scikit-learn>=0.22",
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"dill",
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"dataclasses;python_version<'3.7'",
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"filelock",
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"jinja2",
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"gym",
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# Installing the latest version of protobuf for python versions below 3.8 will cause unit tests to fail.
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"protobuf<=3.20.1;python_version<='3.8'",
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"cryptography",
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]
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# Numpy include
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NUMPY_INCLUDE = numpy.get_include()
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here = os.path.abspath(os.path.dirname(__file__))
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with open(os.path.join(here, "README.md"), encoding="utf-8") as f:
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long_description = f.read()
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# Cython Extensions
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extensions = [
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Extension(
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"qlib.data._libs.rolling",
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["qlib/data/_libs/rolling.pyx"],
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language="c++",
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include_dirs=[NUMPY_INCLUDE],
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),
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Extension(
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"qlib.data._libs.expanding",
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["qlib/data/_libs/expanding.pyx"],
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language="c++",
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include_dirs=[NUMPY_INCLUDE],
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),
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]
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# Where the magic happens:
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setup(
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name=NAME,
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version=VERSION,
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license="MIT Licence",
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url="https://github.com/microsoft/qlib",
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description=DESCRIPTION,
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long_description=long_description,
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long_description_content_type="text/markdown",
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python_requires=REQUIRES_PYTHON,
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packages=find_packages(exclude=("tests",)),
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# if your package is a single module, use this instead of 'packages':
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# py_modules=['qlib'],
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entry_points={
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# 'console_scripts': ['mycli=mymodule:cli'],
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"console_scripts": [
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"qrun=qlib.workflow.cli:run",
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],
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},
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ext_modules=extensions,
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install_requires=REQUIRED,
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extras_require={
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"dev": [
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"coverage",
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"pytest>=3",
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"sphinx",
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"sphinx_rtd_theme",
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"pre-commit",
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# CI dependencies
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"wheel",
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"setuptools",
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"black",
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# Version 3.0 of pylint had problems with the build process, so we limited the version of pylint.
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"pylint<=2.17.6",
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# Using the latest versions(0.981 and 0.982) of mypy,
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# the error "multiprocessing.Value()" is detected in the file "qlib/rl/utils/data_queue.py",
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# If this is fixed in a subsequent version of mypy, then we will revert to the latest version of mypy.
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# References: https://github.com/python/typeshed/issues/8799
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"mypy<0.981",
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"flake8",
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"nbqa",
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"jupyter",
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"nbconvert",
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# The 5.0.0 version of importlib-metadata removed the deprecated endpoint,
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# which prevented flake8 from working properly, so we restricted the version of importlib-metadata.
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# To help ensure the dependencies of flake8 https://github.com/python/importlib_metadata/issues/406
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"importlib-metadata<5.0.0",
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"readthedocs_sphinx_ext",
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"cmake",
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"lxml",
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"baostock",
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"yahooquery",
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# 2024-05-30 scs has released a new version: 3.2.4.post2,
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# this version, causes qlib installation to fail, so we've limited the scs version a bit for now.
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"scs<=3.2.4",
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"beautifulsoup4",
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# In version 0.4.11 of tianshou, the code:
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# logits, hidden = self.actor(batch.obs, state=state, info=batch.info)
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# was changed in PR787,
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# which causes pytest errors(AttributeError: 'dict' object has no attribute 'info') in CI,
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# so we restricted the version of tianshou.
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# References:
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# https://github.com/thu-ml/tianshou/releases
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"tianshou<=0.4.10",
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"gym>=0.24", # If you do not put gym at the end, gym will degrade causing pytest results to fail.
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],
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"rl": [
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"tianshou<=0.4.10",
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"torch",
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],
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},
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include_package_data=True,
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classifiers=[
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# Trove classifiers
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# Full list: https://pypi.python.org/pypi?%3Aaction=list_classifiers
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# 'License :: OSI Approved :: MIT License',
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"Operating System :: POSIX :: Linux",
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"Operating System :: Microsoft :: Windows",
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"Operating System :: MacOS",
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"License :: OSI Approved :: MIT License",
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"Development Status :: 3 - Alpha",
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"Programming Language :: Python",
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"Programming Language :: Python :: 3",
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"Programming Language :: Python :: 3.7",
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"Programming Language :: Python :: 3.8",
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"Programming Language :: Python :: 3.9",
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],
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)
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