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#!/usr/bin/env python

#

# Copyright 2014 Quantopian, Inc.

#

# Licensed under the Apache License, Version 2.0 (the "License");

# you may not use this file except in compliance with the License.

# You may obtain a copy of the License at

#

# http://www.apache.org/licenses/LICENSE-2.0

#

# Unless required by applicable law or agreed to in writing, software

# distributed under the License is distributed on an "AS IS" BASIS,

# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.

# See the License for the specific language governing permissions and

# limitations under the License.

from __future__ import print_function

import re

import sys

from operator import lt, gt, eq, le, ge

from os.path import (

abspath,

dirname,

join,

)

from distutils.version import StrictVersion

from setuptools import (

Extension,

find_packages,

setup,

)

import versioneer

class LazyCythonizingList(list):

cythonized = False

def lazy_cythonize(self):

if self.cythonized:

return

self.cythonized = True

from Cython.Build import cythonize

from numpy import get_include

self[:] = cythonize(

[

Extension(*ext_args, include_dirs=[get_include()])

for ext_args in self

]

)

def __iter__(self):

self.lazy_cythonize()

return super(LazyCythonizingList, self).__iter__()

def __getitem__(self, num):

self.lazy_cythonize()

return super(LazyCythonizingList, self).__getitem__(num)

ext_modules = LazyCythonizingList([

('zipline.assets._assets', ['zipline/assets/_assets.pyx']),

('zipline.lib.adjustment', ['zipline/lib/adjustment.pyx']),

('zipline.lib._float64window', ['zipline/lib/_float64window.pyx']),

('zipline.lib._int64window', ['zipline/lib/_int64window.pyx']),

('zipline.lib._uint8window', ['zipline/lib/_uint8window.pyx']),

('zipline.lib.rank', ['zipline/lib/rank.pyx']),

('zipline.data._equities', ['zipline/data/_equities.pyx']),

('zipline.data._adjustments', ['zipline/data/_adjustments.pyx']),

])

STR_TO_CMP = {

'<': lt,

'<=': le,

'=': eq,

'==': eq,

'>': gt,

'>=': ge,

}

def _filter_requirements(lines_iter):

for line in lines_iter:

line = line.strip()

if not line or line.startswith('#'):

continue

# pip install -r understands line with ;python_version<'3.0', but

# whatever happens inside extras_requires doesn't. Parse the line

# manually and conditionally add it if needed.

if ';' not in line:

yield line

continue

requirement, version_spec = line.split(';')

try:

groups = re.match(

"(python_version)([<>=]{1,2})(')([0-9\.]+)(')(.*)",

version_spec,

).groups()

comp = STR_TO_CMP[groups[1]]

version_spec = StrictVersion(groups[3])

except Exception as e:

# My kingdom for a 'raise from'!

raise AssertionError(

"Couldn't parse requirement line; '%s'\n"

"Error was:\n"

"%r" % (line, e)

)

sys_version = '.'.join(list(map(str, sys.version_info[:3])))

if comp(sys_version, version_spec):

yield requirement

REQ_UPPER_BOUNDS = {

}

def _with_bounds(req):

try:

req, lower = req.split('==')

except ValueError:

return req

else:

with_bounds = [req, '>=', lower]

upper = REQ_UPPER_BOUNDS.get(req)

if upper:

with_bounds.extend([',', upper])

return ''.join(with_bounds)

def read_requirements(path, strict_bounds):

"""

Read a requirements.txt file, expressed as a path relative to Zipline root.

Returns requirements with the pinned versions as lower bounds

if `strict_bounds` is falsey.

"""

real_path = join(dirname(abspath(__file__)), path)

with open(real_path) as f:

reqs = _filter_requirements(f.readlines())

if strict_bounds:

return list(reqs)

else:

return list(map(_with_bounds, reqs))

def install_requires(strict_bounds=False):

return read_requirements('etc/requirements.txt',

strict_bounds=strict_bounds)

def extras_requires():

dev_reqs = read_requirements('etc/requirements_dev.txt',

strict_bounds=True)

talib_reqs = ['TA-Lib==0.4.9']

return {

'dev': dev_reqs,

'talib': talib_reqs,

'all': dev_reqs + talib_reqs,

}

def module_requirements(requirements_path, module_names):

module_names = set(module_names)

found = set()

module_lines = []

parser = re.compile("([^=<>]+)([<=>]{1,2})(.*)")

for line in read_requirements(requirements_path, strict_bounds=False):

match = parser.match(line)

if match is None:

raise AssertionError("Could not parse requirement: '%s'" % line)

groups = match.groups()

name = groups[0]

if name in module_names:

found.add(name)

module_lines.append(line)

if found != module_names:

raise AssertionError(

"No requirements found for %s." % module_names - found

)

return module_lines

def pre_setup():

if not set(sys.argv) & {'install', 'develop', 'egg_info', 'bdist_wheel'}:

return

try:

import pip

if StrictVersion(pip.__version__) < StrictVersion('7.1.0'):

raise AssertionError(

"Zipline installation requires pip>=7.1.0, but your pip "

"version is {version}. \n"

"You can upgrade your pip with "

"'pip install --upgrade pip'.".format(

version=pip.__version__,

)

)

except ImportError:

raise AssertionError("Zipline installation requires pip")

required = ('Cython', 'numpy')

for line in module_requirements('etc/requirements.txt', required):

pip.main(['install', line])

pre_setup()

setup(

name='zipline',

version=versioneer.get_version(),

cmdclass=versioneer.get_cmdclass(),

description='A backtester for financial algorithms.',

author='Quantopian Inc.',

author_email='opensource@quantopian.com',

packages=find_packages('.', include=['zipline', 'zipline.*']),

ext_modules=ext_modules,

scripts=['scripts/run_algo.py'],

include_package_data=True,

license='Apache 2.0',

classifiers=[

'Development Status :: 4 - Beta',

'License :: OSI Approved :: Apache Software License',

'Natural Language :: English',

'Programming Language :: Python',

'Programming Language :: Python :: 2.7',

'Programming Language :: Python :: 3.3',

'Programming Language :: Python :: 3.4',

'Operating System :: OS Independent',

'Intended Audience :: Science/Research',

'Topic :: Office/Business :: Financial',

'Topic :: Scientific/Engineering :: Information Analysis',

'Topic :: System :: Distributed Computing',

],

install_requires=install_requires(),

extras_require=extras_requires(),

url="http://zipline.io",

)