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"""
To build with coverage of Cython files
export SM_CYTHON_COVERAGE=1
python setup.py develop
pytest --cov=statsmodels statsmodels
coverage html
"""
from setuptools import Extension, find_packages, setup
from setuptools.dist import Distribution
from collections import defaultdict
from distutils.command.clean import clean
import fnmatch
import os
from os.path import abspath, join as pjoin, relpath, split
import shutil
import sys
import pkg_resources
import versioneer
try:
# SM_FORCE_C is a testing shim to force setup to use C source files
FORCE_C = int(os.environ.get('SM_FORCE_C', 0))
if FORCE_C:
raise ImportError('Force import error for testing')
from Cython import Tempita
from Cython.Build import cythonize
from Cython.Distutils import build_ext
HAS_CYTHON = True
except ImportError:
from setuptools.command.build_ext import build_ext
HAS_CYTHON = False
###############################################################################
# Key Values that Change Each Release
###############################################################################
SETUP_REQUIREMENTS = {'numpy': '1.15', # released June 2018
'scipy': '1.1', # released May 2018
}
REQ_NOT_MET_MSG = """
{0} is installed but older ({1}) than required ({2}). You must manually
upgrade {0} before installing or install into a fresh virtualenv.
"""
for key in SETUP_REQUIREMENTS:
from distutils.version import LooseVersion
import importlib
req_ver = LooseVersion(SETUP_REQUIREMENTS[key])
try:
mod = importlib.import_module(key)
ver = LooseVersion(mod.__version__)
if ver < req_ver:
raise RuntimeError(REQ_NOT_MET_MSG.format(key, ver, req_ver))
except ImportError:
pass
except AttributeError:
raise RuntimeError(REQ_NOT_MET_MSG.format(key, ver, req_ver))
INSTALL_REQUIREMENTS = SETUP_REQUIREMENTS.copy()
INSTALL_REQUIREMENTS.update({'pandas': '0.21', # released October 2017
'patsy': '0.5', # released January 2018
})
CYTHON_MIN_VER = '0.29' # released November 2018
SETUP_REQUIRES = [k + '>=' + v for k, v in SETUP_REQUIREMENTS.items()]
INSTALL_REQUIRES = [k + '>=' + v for k, v in INSTALL_REQUIREMENTS.items()]
EXTRAS_REQUIRE = {'build': ['cython>=' + CYTHON_MIN_VER],
'develop': ['cython>=' + CYTHON_MIN_VER],
'docs': ['sphinx', 'nbconvert', 'jupyter_client',
'ipykernel', 'matplotlib', 'nbformat', 'numpydoc',
'pandas-datareader']}
###############################################################################
# Values that rarely change
###############################################################################
DISTNAME = 'statsmodels'
DESCRIPTION = 'Statistical computations and models for Python'
SETUP_DIR = split(abspath(__file__))[0]
with open(pjoin(SETUP_DIR, 'README.rst')) as readme:
README = readme.read()
LONG_DESCRIPTION = README
MAINTAINER = 'statsmodels Developers'
MAINTAINER_EMAIL = 'pystatsmodels@googlegroups.com'
URL = 'https://www.statsmodels.org/'
LICENSE = 'BSD License'
DOWNLOAD_URL = ''
PROJECT_URLS = {
'Bug Tracker': 'https://github.com/statsmodels/statsmodels/issues',
'Documentation': 'https://www.statsmodels.org/stable/index.html',
'Source Code': 'https://github.com/statsmodels/statsmodels'
}
CLASSIFIERS = ['Development Status :: 4 - Beta',
'Environment :: Console',
'Programming Language :: Cython',
'Programming Language :: Python :: 3.6',
'Programming Language :: Python :: 3.7',
'Programming Language :: Python :: 3.8',
'Operating System :: OS Independent',
'Intended Audience :: End Users/Desktop',
'Intended Audience :: Developers',
'Intended Audience :: Science/Research',
'Natural Language :: English',
'License :: OSI Approved :: BSD License',
'Topic :: Office/Business :: Financial',
'Topic :: Scientific/Engineering']
FILES_TO_INCLUDE_IN_PACKAGE = ['LICENSE.txt', 'setup.cfg']
FILES_COPIED_TO_PACKAGE = []
for filename in FILES_TO_INCLUDE_IN_PACKAGE:
if os.path.exists(filename):
dest = os.path.join('statsmodels', filename)
shutil.copy2(filename, dest)
FILES_COPIED_TO_PACKAGE.append(dest)
STATESPACE_RESULTS = "statsmodels.tsa.statespace.tests.results"
ADDITIONAL_PACKAGE_DATA = {
'statsmodels': FILES_TO_INCLUDE_IN_PACKAGE,
'statsmodels.datasets.tests': ['*.zip'],
'statsmodels.iolib.tests.results': ['*.dta'],
'statsmodels.stats.tests.results': ['*.json'],
'statsmodels.tsa.vector_ar.tests.results': ['*.npz', '*.dat'],
'statsmodels.stats.tests': ['*.txt'],
'statsmodels.stats.libqsturng': ['*.r', '*.txt', '*.dat'],
'statsmodels.stats.libqsturng.tests': ['*.csv', '*.dat'],
'statsmodels.sandbox.regression.tests': ['*.dta', '*.csv'],
STATESPACE_RESULTS: ['*.pkl', '*.csv'],
STATESPACE_RESULTS + '.frbny_nowcast': ['test*.mat'],
STATESPACE_RESULTS + '.frbny_nowcast.Nowcasting.data.US': ['*.csv']
}
##############################################################################
# Extension Building
##############################################################################
CYTHON_COVERAGE = os.environ.get('SM_CYTHON_COVERAGE', False)
CYTHON_COVERAGE = CYTHON_COVERAGE in ('1', 'true', '"true"')
CYTHON_TRACE_NOGIL = str(int(CYTHON_COVERAGE))
if CYTHON_COVERAGE:
print('Building with coverage for Cython code')
COMPILER_DIRECTIVES = {'linetrace': CYTHON_COVERAGE}
DEFINE_MACROS = [('CYTHON_TRACE_NOGIL', CYTHON_TRACE_NOGIL)]
exts = dict(
_stl={'source': 'statsmodels/tsa/_stl.pyx'},
_exponential_smoothers={'source': 'statsmodels/tsa/holtwinters/_exponential_smoothers.pyx'}, # noqa: E501
_ets_smooth={'source': 'statsmodels/tsa/exponential_smoothing/_ets_smooth.pyx'}, # noqa: E501
_innovations={'source': 'statsmodels/tsa/_innovations.pyx'},
_hamilton_filter={'source': 'statsmodels/tsa/regime_switching/_hamilton_filter.pyx.in'}, # noqa: E501
_kim_smoother={'source': 'statsmodels/tsa/regime_switching/_kim_smoother.pyx.in'}, # noqa: E501
_arma_innovations={'source': 'statsmodels/tsa/innovations/_arma_innovations.pyx.in'}, # noqa: E501
linbin={'source': 'statsmodels/nonparametric/linbin.pyx'},
_qn={'source': 'statsmodels/robust/_qn.pyx'},
_smoothers_lowess={'source': 'statsmodels/nonparametric/_smoothers_lowess.pyx'}, # noqa: E501
kalman_loglike={'source': 'statsmodels/tsa/kalmanf/kalman_loglike.pyx',
'include_dirs': ['statsmodels/src'],
'depends': ['statsmodels/src/capsule.h']})
statespace_exts = [
'statsmodels/tsa/statespace/_initialization.pyx.in',
'statsmodels/tsa/statespace/_representation.pyx.in',
'statsmodels/tsa/statespace/_kalman_filter.pyx.in',
'statsmodels/tsa/statespace/_filters/_conventional.pyx.in',
'statsmodels/tsa/statespace/_filters/_inversions.pyx.in',
'statsmodels/tsa/statespace/_filters/_univariate.pyx.in',
'statsmodels/tsa/statespace/_filters/_univariate_diffuse.pyx.in',
'statsmodels/tsa/statespace/_kalman_smoother.pyx.in',
'statsmodels/tsa/statespace/_smoothers/_alternative.pyx.in',
'statsmodels/tsa/statespace/_smoothers/_classical.pyx.in',
'statsmodels/tsa/statespace/_smoothers/_conventional.pyx.in',
'statsmodels/tsa/statespace/_smoothers/_univariate.pyx.in',
'statsmodels/tsa/statespace/_smoothers/_univariate_diffuse.pyx.in',
'statsmodels/tsa/statespace/_simulation_smoother.pyx.in',
'statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx.in',
'statsmodels/tsa/statespace/_tools.pyx.in',
]
class CleanCommand(clean):
def run(self):
msg = """
python setup.py clean is not supported.
Use one of:
* `git clean -xdf` to clean all untracked files
* `git clean -Xdf` to clean untracked files ignored by .gitignore
"""
print(msg)
sys.exit(1)
class DeferredBuildExt(build_ext):
"""build_ext command for use when numpy headers are needed."""
def build_extensions(self):
self._update_extensions()
build_ext.build_extensions(self)
def _update_extensions(self):
import numpy
from numpy.distutils.log import set_verbosity
from numpy.distutils.misc_util import get_info
set_verbosity(1)
numpy_includes = [numpy.get_include()]
extra_incl = pkg_resources.resource_filename('numpy', 'core/include')
numpy_includes += [extra_incl]
numpy_includes = list(set(numpy_includes))
numpy_math_libs = get_info('npymath')
for extension in self.extensions:
if not hasattr(extension, 'include_dirs'):
continue
extension.include_dirs = list(set(extension.include_dirs +
numpy_includes))
if extension.name in EXT_REQUIRES_NUMPY_MATH_LIBS:
extension.include_dirs += numpy_math_libs['include_dirs']
extension.libraries += numpy_math_libs['libraries']
extension.library_dirs += numpy_math_libs['library_dirs']
cmdclass = versioneer.get_cmdclass()
cmdclass['build_ext'] = DeferredBuildExt
cmdclass['clean'] = CleanCommand
def check_source(source_name):
"""Chooses C or pyx source files, and raises if C is needed but missing"""
source_ext = '.pyx'
if not HAS_CYTHON:
source_name = source_name.replace('.pyx.in', '.c')
source_name = source_name.replace('.pyx', '.c')
source_ext = '.c'
if not os.path.exists(source_name):
msg = 'C source not found. You must have Cython installed to ' \
'build if the C source files have not been generated.'
raise IOError(msg)
return source_name, source_ext
def process_tempita(source_name):
"""Runs pyx.in files through tempita is needed"""
if source_name.endswith('pyx.in'):
with open(source_name, 'r') as templated:
pyx_template = templated.read()
pyx = Tempita.sub(pyx_template)
pyx_filename = source_name[:-3]
with open(pyx_filename, 'w') as pyx_file:
pyx_file.write(pyx)
file_stats = os.stat(source_name)
try:
os.utime(pyx_filename, ns=(file_stats.st_atime_ns,
file_stats.st_mtime_ns))
except AttributeError:
os.utime(pyx_filename, (file_stats.st_atime, file_stats.st_mtime))
source_name = pyx_filename
return source_name
EXT_REQUIRES_NUMPY_MATH_LIBS = []
extensions = []
for config in exts.values():
uses_blas = True
source, ext = check_source(config['source'])
source = process_tempita(source)
name = source.replace('/', '.').replace(ext, '')
include_dirs = config.get('include_dirs', [])
depends = config.get('depends', [])
libraries = config.get('libraries', [])
library_dirs = config.get('library_dirs', [])
uses_numpy_libraries = config.get('numpy_libraries', False)
if uses_blas or uses_numpy_libraries:
EXT_REQUIRES_NUMPY_MATH_LIBS.append(name)
ext = Extension(name, [source],
include_dirs=include_dirs, depends=depends,
libraries=libraries, library_dirs=library_dirs,
define_macros=DEFINE_MACROS)
extensions.append(ext)
for source in statespace_exts:
source, ext = check_source(source)
source = process_tempita(source)
name = source.replace('/', '.').replace(ext, '')
EXT_REQUIRES_NUMPY_MATH_LIBS.append(name)
ext = Extension(name, [source],
include_dirs=['statsmodels/src'], depends=[],
libraries=[], library_dirs=[],
define_macros=DEFINE_MACROS)
extensions.append(ext)
if HAS_CYTHON:
extensions = cythonize(extensions, compiler_directives=COMPILER_DIRECTIVES,
language_level=3, force=CYTHON_COVERAGE)
##############################################################################
# Construct package data
##############################################################################
package_data = defaultdict(list)
filetypes = ['*.csv', '*.txt', '*.dta']
for root, _, filenames in os.walk(pjoin(os.getcwd(), 'statsmodels', 'datasets')): # noqa: E501
matches = []
for filetype in filetypes:
for filename in fnmatch.filter(filenames, filetype):
matches.append(filename)
if matches:
package_data['.'.join(relpath(root).split(os.path.sep))] = filetypes
for root, _, _ in os.walk(pjoin(os.getcwd(), 'statsmodels')):
if root.endswith('results'):
package_data['.'.join(relpath(root).split(os.path.sep))] = filetypes
for path, filetypes in ADDITIONAL_PACKAGE_DATA.items():
package_data[path].extend(filetypes)
if os.path.exists('MANIFEST'):
os.unlink('MANIFEST')
class BinaryDistribution(Distribution):
def is_pure(self):
return False
setup(name=DISTNAME,
version=versioneer.get_version(),
maintainer=MAINTAINER,
ext_modules=extensions,
maintainer_email=MAINTAINER_EMAIL,
description=DESCRIPTION,
license=LICENSE,
url=URL,
download_url=DOWNLOAD_URL,
project_urls=PROJECT_URLS,
long_description=LONG_DESCRIPTION,
classifiers=CLASSIFIERS,
platforms='any',
cmdclass=cmdclass,
packages=find_packages(),
package_data=package_data,
distclass=BinaryDistribution,
include_package_data=False, # True will install all files in repo
setup_requires=SETUP_REQUIRES,
install_requires=INSTALL_REQUIRES,
extras_require=EXTRAS_REQUIRE,
zip_safe=False,
python_requires=">=3.6",
)
# Clean-up copied files
for copy in FILES_COPIED_TO_PACKAGE:
os.unlink(copy)
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