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"""
MeridianAlgo Setup Configuration
Complete Quantitative Finance Platform
"""
import os
from setuptools import find_packages, setup
with open("README.md", "r", encoding="utf-8") as fh:
long_description = fh.read()
def read_requirements(filename):
"""Read requirements from file."""
requirements = []
if os.path.exists(filename):
with open(filename, "r") as f:
for line in f:
line = line.strip()
if line and not line.startswith("#"):
requirements.append(line)
return requirements
setup(
name="meridianalgo",
version="6.2.6",
author="Meridian Algorithmic Research Team",
author_email="support@meridianalgo.com",
description="MeridianAlgo - Complete Quantitative Finance Platform for Professional Developers",
long_description=long_description,
long_description_content_type="text/markdown",
url="https://github.com/MeridianAlgo/Python-Packages",
packages=find_packages(exclude=["tests*", "docs*", "examples*"]),
classifiers=[
"Development Status :: 5 - Production/Stable",
"Programming Language :: Python :: 3",
"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",
"License :: OSI Approved :: MIT License",
"Operating System :: OS Independent",
"Intended Audience :: Financial and Insurance Industry",
"Intended Audience :: Science/Research",
"Intended Audience :: Developers",
"Topic :: Office/Business :: Financial :: Investment",
"Topic :: Scientific/Engineering :: Mathematics",
"Topic :: Scientific/Engineering :: Artificial Intelligence",
"Typing :: Typed",
],
python_requires=">=3.10",
install_requires=[
"numpy>=1.24.0",
"pandas>=2.0.0",
"scipy>=1.10.0",
"yfinance>=0.2.30",
"requests>=2.31.0",
"matplotlib>=3.7.0",
"seaborn>=0.12.0",
"ta>=0.11.0",
"tqdm>=4.66.0",
"joblib>=1.3.0",
"python-dateutil>=2.8.2",
"pytz>=2023.3",
],
extras_require={
"dev": [
"pytest>=7.4.0",
"pytest-cov>=4.1.0",
"pytest-xdist>=3.3.0",
"ruff>=0.1.0",
"black>=23.9.0",
"isort>=5.12.0",
"mypy>=1.5.0",
"sphinx>=7.0.0",
"sphinx-rtd-theme>=1.3.0",
],
"ml": [
"scikit-learn>=1.3.0",
"torch>=2.1.0",
"statsmodels>=0.14.0",
"hmmlearn>=0.3.0",
],
"optimization": [
"cvxpy>=1.4.0",
"cvxopt>=1.3.0",
],
"volatility": [
"arch>=6.2.0",
],
"data": [
"lxml>=4.9.0",
"beautifulsoup4>=4.12.0",
"polygon-api-client>=1.12.0",
],
"distributed": [
"ray>=2.7.0",
"dask>=2023.10.0",
],
"full": [
"scikit-learn>=1.3.0",
"torch>=2.1.0",
"statsmodels>=0.14.0",
"hmmlearn>=0.3.0",
"cvxpy>=1.4.0",
"arch>=6.2.0",
"lxml>=4.9.0",
"beautifulsoup4>=4.12.0",
],
"all": [
"scikit-learn>=1.3.0",
"torch>=2.1.0",
"statsmodels>=0.14.0",
"hmmlearn>=0.3.0",
"cvxpy>=1.4.0",
"cvxopt>=1.3.0",
"arch>=6.2.0",
"lxml>=4.9.0",
"beautifulsoup4>=4.12.0",
"polygon-api-client>=1.12.0",
"ray>=2.7.0",
],
},
keywords=[
"quantitative-finance",
"algorithmic-trading",
"trading",
"finance",
"portfolio-optimization",
"risk-management",
"portfolio-analytics",
"pyfolio",
"execution-algorithms",
"vwap",
"twap",
"market-impact",
"market-microstructure",
"liquidity",
"order-book",
"vpin",
"statistical-arbitrage",
"pairs-trading",
"mean-reversion",
"factor-models",
"options-pricing",
"black-scholes",
"greeks",
"volatility-surface",
"high-frequency-trading",
"regime-detection",
"machine-learning",
"quantlib",
"backtrader",
"zipline",
],
project_urls={
"Bug Reports": "https://github.com/MeridianAlgo/Python-Packages/issues",
"Source": "https://github.com/MeridianAlgo/Python-Packages",
"Documentation": "https://meridianalgo.readthedocs.io",
"Changelog": "https://github.com/MeridianAlgo/Python-Packages/blob/main/CHANGELOG.md",
},
entry_points={
"console_scripts": [
"meridianalgo=meridianalgo.cli:main",
],
},
include_package_data=True,
license_files=[],
zip_safe=False,
license="MIT",
)