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setup.py
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setup.py
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"""
To build with coverage of Cython files
export SM_CYTHON_COVERAGE=1
python setup.py develop
pytest --cov-config=tools/coveragerc/.coveragerc_cython --cov=statsmodels \
statsmodels
"""
import fnmatch
import os
import sys
import shutil
from collections import defaultdict
from os.path import relpath, abspath, split, join as pjoin
import pkg_resources
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
from setuptools import Extension, find_packages, setup
from distutils.command.clean import clean
from setuptools.dist import Distribution
import versioneer
###############################################################################
# Key Values that Change Each Release
###############################################################################
SETUP_REQUIREMENTS = {'numpy': '1.11', # released March 2016
'scipy': '0.18', # released July 2016
}
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:
import importlib
from distutils.version import LooseVersion
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': '0.19', # released October 2016
'patsy': '0.4.0', # released July 2015
})
CYTHON_MIN_VER = '0.24' # released Apr 2016
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 = 'Josef Perktold, Chad Fulton, Kerby Shedden'
MAINTAINER_EMAIL = 'pystatsmodels@googlegroups.com'
URL = 'https://www.statsmodels.org/'
LICENSE = 'BSD License'
DOWNLOAD_URL = ''
CLASSIFIERS = ['Development Status :: 4 - Beta',
'Environment :: Console',
'Programming Language :: Cython',
'Programming Language :: Python :: 2.7',
'Programming Language :: Python :: 3.4',
'Programming Language :: Python :: 3.5',
'Programming Language :: Python :: 3.6',
'Programming Language :: Python :: 3.7',
'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)
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']
}
##############################################################################
# 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(
_exponential_smoothers={'source': 'statsmodels/tsa/_exponential_smoothers.pyx'}, # noqa: E501
_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
_innovations={'source': 'statsmodels/tsa/innovations/_arma_innovations.pyx.in'}, # noqa: E501
linbin={'source': 'statsmodels/nonparametric/linbin.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/_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.misc_util import get_info
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)
##############################################################################
# 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,
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,
data_files=[('', ['LICENSE.txt', 'setup.cfg'])]
)
# Clean-up copied files
for copy in FILES_COPIED_TO_PACKAGE:
os.unlink(copy)