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setup.py
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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 setuptools import setup, find_packages, Extension
from Cython.Build import cythonize
import numpy as np
ext_modules = [
Extension(
'zipline.assets._assets',
['zipline/assets/_assets.pyx'],
include_dirs=[np.get_include()],
),
Extension(
'zipline.lib.adjusted_array',
['zipline/lib/adjusted_array.pyx'],
include_dirs=[np.get_include()],
),
Extension(
'zipline.lib.adjustment',
['zipline/lib/adjustment.pyx'],
include_dirs=[np.get_include()],
),
Extension(
'zipline.data.ffc.loaders._us_equity_pricing',
['zipline/data/ffc/loaders/_us_equity_pricing.pyx'],
include_dirs=[np.get_include()],
),
]
setup(
name='zipline',
version='0.8.0rc1',
description='A backtester for financial algorithms.',
author='Quantopian Inc.',
author_email='[email protected]',
packages=['zipline'],
ext_modules=cythonize(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',
'Operating System :: OS Independent',
'Intended Audience :: Science/Research',
'Topic :: Office/Business :: Financial',
'Topic :: Scientific/Engineering :: Information Analysis',
'Topic :: System :: Distributed Computing',
],
install_requires=[
'Logbook',
'pytz',
'requests',
'numpy',
'pandas',
'six',
'Cython',
],
extras_require={
'talib': ["talib"],
},
url="http://zipline.io"
)