mirror of
https://github.com/microsoft/qlib.git
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de9e13b171
* init commit * change the version number * rich the docs&fix cache docs * update index readme * Modify cache class name * Modify sharpe to information_ratio * Modify Group- to Group * add the description of graphical results & fix the backtest docs * fix docs in details * update docs * Update introduction.rst * Update README.md * Update introduction.rst * Update introduction.rst * Update introduction.rst * Update installation.rst * Update installation.rst * Update initialization.rst * Update getdata.rst * Update integration.rst * Update initialization.rst * Update getdata.rst * Update estimator.rst Modify some typos. * Update README.md Modify the typos. * Update initialization.rst * Update data.rst * Update report.rst * Update estimator.rst * Update cumulative_return.py * Update model.rst * Update rank_label.py * Update cumulative_return.py * Update strategy.rst * Update getdata.rst * Update backtest.rst * Update integration.rst * Update getdata.rst * Update introduction.rst * Update introduction.rst * Update README.md * Update report.rst * Update integration.rst Fix typos * Update installation.rst Fix typos * Update getdata.rst * Update initialization.rst Fix typos. * add quick start docs&fix detials * fix estimator docs & fix strategy docs * fix the cahce in data.rst * update documents * Fix Corr && Rsquare * fix data retrival example to csi300 & fix a data bug * fix filter bug * Fix data collector * Modift model args * add the log & fix README.md\quick.rst * add enviroment depend & add intoduction of qlib-server online mode * fix image center fomat & set log_only of docs is True * fix README.md format * update data preparation & readme logo image * get_data support version * Modify analysis names * Modify analysis graph * update report.rst & data.rst * commmit estimator for merge * minimal requirements * Update README.md * Update README.md * Update README.md * Update README.md * Update README.md * Update README.md * Update README.md * Update READEME.md * Update READEME.md * update estimator * Fix doc urls * fix get_data.py docstring * update test_get_data.py * Upate docs * Upate docs * Upate docs Co-authored-by: bxdd <bxddream@gmail.com> Co-authored-by: zhupr <zhu.pengrong@foxmail.com> Co-authored-by: Wendi Li <wendili.academic@qq.com> Co-authored-by: Dingsu Wang <dingsu.wang@gmail.com> Co-authored-by: bxdd <45119470+bxdd@users.noreply.github.com> Co-authored-by: cslwqxx <cslwqxx@users.noreply.github.com>
111 lines
2.7 KiB
Python
111 lines
2.7 KiB
Python
# Copyright (c) Microsoft Corporation.
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# Licensed under the MIT License.
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# -*- coding: utf-8 -*-
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import io
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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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# Package meta-data.
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NAME = "qlib"
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DESCRIPTION = "A Quantitative-research Platform"
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REQUIRES_PYTHON = ">=3.5.0"
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VERSION = "0.4.6.dev"
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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",
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"pandas>=0.25.1",
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"scipy>=1.0.0",
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"requests>=2.18.0",
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"sacred>=0.7.4",
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"pymongo==3.7.2",
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"python-socketio==3.1.2",
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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==0.1.1",
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"fire>=0.2.1",
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"statsmodels",
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"xlrd>=1.0.0",
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"plotly==3.5.0",
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"matplotlib==3.1.3",
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"tables>=3.6.1",
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"pyyaml>=5.3.1",
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"tqdm",
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"loguru",
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"lightgbm",
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"tornado",
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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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long_description = "TODO: to be completed"
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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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description=DESCRIPTION,
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long_description=long_description,
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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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"estimator=qlib.contrib.estimator.launcher: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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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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"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 :: 3.6",
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],
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)
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