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setup.py
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#!/usr/bin/env python
# -*- encoding: utf-8 -*-
from __future__ import absolute_import
from __future__ import print_function
import io
import re
from glob import glob
from os.path import basename
from os.path import dirname
from os.path import join
from os.path import splitext
from setuptools import find_packages
from setuptools import setup
def read(*names, **kwargs):
with io.open(
join(dirname(__file__), *names), encoding=kwargs.get("encoding", "utf8")
) as fh:
return fh.read()
EXTRAS_REQUIRE = dict(
ta=["TA-Lib"],
io=["tables", "zarr", "openpyxl", "xlwt"],
compiled=["numba>0.55.0"],
plotting=["bokeh>3.0.0"],
apps=["streamlit>1.15.0"],
test=["pytest", "pytest-watch", "ruff"],
options=["pydantic>=2.0.0"],
)
setup(
name="fastbt",
version="0.10.0",
license="MIT license",
description="A simple framework for fast and dirty backtesting",
long_description="%s\n%s"
% (
re.compile("^.. start-badges.*^.. end-badges", re.M | re.S).sub(
"", read("README.md")
),
re.sub(":[a-z]+:`~?(.*?)`", r"``\1``", read("CHANGELOG.rst")),
),
long_description_content_type="text/markdown",
author="UM",
url="https://github.com/uberdeveloper/fastbt",
packages=find_packages("src"),
package_dir={"": "src"},
py_modules=[splitext(basename(path))[0] for path in glob("src/*.py")],
include_package_data=True,
zip_safe=False,
classifiers=[
# complete classifier list: http://pypi.python.org/pypi?%3Aaction=list_classifiers
"Development Status :: 3 - Alpha",
"Intended Audience :: Financial and Insurance Industry",
"License :: OSI Approved :: MIT License",
"Operating System :: OS Independent",
"Programming Language :: Python",
"Programming Language :: Python :: 3.8",
"Programming Language :: Python :: 3.9",
"Programming Language :: Python :: 3.10",
"Programming Language :: Python :: 3.11",
"Programming Language :: Python :: 3.12",
"Programming Language :: Python :: Implementation :: CPython",
# uncomment if you test on these interpreters:
# 'Programming Language :: Python :: Implementation :: IronPython',
# 'Programming Language :: Python :: Implementation :: Jython',
# 'Programming Language :: Python :: Implementation :: Stackless',
"Topic :: Office/Business :: Financial :: Investment",
],
keywords=[
# eg: 'keyword1', 'keyword2', 'keyword3',
"fastbt",
"backtesting",
"algorithmic trading",
"quantitative finance",
"research",
"finance",
],
install_requires=[
# eg: 'aspectlib==1.1.1', 'six>=1.7',
"pandas>=1.0.0",
"sqlalchemy>=1.4.0,<3.0.0",
"pendulum>=2.0.0",
],
extras_require=EXTRAS_REQUIRE,
)