""" To build with coverage of Cython files export SM_CYTHON_COVERAGE=1 python -m pip install -e . pytest --cov=statsmodels statsmodels coverage html """ from setuptools import Command, Extension, find_packages, setup from setuptools.dist import Distribution from packaging.version import parse from collections import defaultdict import fnmatch import inspect import os from os.path import dirname, join as pjoin, relpath from pathlib import Path import shutil import sys SETUP_DIR = Path(__file__).parent.resolve() 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, __version__ as cython_version from Cython.Build import cythonize from Cython.Distutils import build_ext HAS_CYTHON = True CYTHON_3 = parse(cython_version) >= parse("3.0") except ImportError: from setuptools.command.build_ext import build_ext HAS_CYTHON = CYTHON_3 = False try: import numpy # noqa: F401 HAS_NUMPY = True except ImportError: HAS_NUMPY = False ############################################################################### # Key Values that Change Each Release ############################################################################### # These are strictly installation requirements. Builds requirements are # managed in pyproject.toml INSTALL_REQUIRES = [] with open("requirements.txt", encoding="utf-8") as req: for line in req.readlines(): INSTALL_REQUIRES.append(line.split("#")[0].strip()) DEVELOP_REQUIRES = [] with open("requirements-dev.txt", encoding="utf-8") as req: for line in req.readlines(): DEVELOP_REQUIRES.append(line.split("#")[0].strip()) CYTHON_MIN_VER = "0.29.33" # released January 2023 EXTRAS_REQUIRE = { "build": ["cython>=" + CYTHON_MIN_VER], "develop": ["cython>=" + CYTHON_MIN_VER] + DEVELOP_REQUIRES, "docs": [ "sphinx", "nbconvert", "jupyter_client", "ipykernel", "matplotlib", "nbformat", "numpydoc", "pandas-datareader", ], } ############################################################################### # Values that rarely change ############################################################################### DISTNAME = "statsmodels" DESCRIPTION = "Statistical computations and models for Python" README = SETUP_DIR.joinpath("README.rst").read_text() 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 :: 3.9", "Programming Language :: Python :: 3.10", "Programming Language :: Python :: 3.11", "Programming Language :: Python :: 3.12", "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.stl.tests.results": ["*.csv"], "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), ("NPY_NO_DEPRECATED_API", "NPY_1_7_API_VERSION"), ] exts = dict( _stl={"source": "statsmodels/tsa/stl/_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 ) 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(Command): user_options = [] def initialize_options(self) -> None: pass def finalize_options(self) -> None: pass def run(self) -> None: 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) def update_extension(extension, requires_math=True): import numpy as np numpy_includes = [np.get_include()] extra_incl = pjoin(dirname(inspect.getfile(np.core)), "include") numpy_includes += [extra_incl] numpy_includes = list(set(numpy_includes)) numpy_math_libs = { "include_dirs": [np.get_include()], "library_dirs": [os.path.join(np.get_include(), '..', 'lib')], "libraries": ["npymath"] } if not hasattr(extension, "include_dirs"): return extension.include_dirs = list(set(extension.include_dirs + numpy_includes)) if requires_math: extension.include_dirs += numpy_math_libs["include_dirs"] extension.libraries += numpy_math_libs["libraries"] extension.library_dirs += numpy_math_libs["library_dirs"] 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): for extension in self.extensions: requires_math = extension.name in EXT_REQUIRES_NUMPY_MATH_LIBS update_extension(extension, requires_math=requires_math) cmdclass = {"clean": CleanCommand} if not HAS_NUMPY: cmdclass["build_ext"] = DeferredBuildExt 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 OSError(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, encoding="utf-8") as templated: pyx_template = templated.read() pyx = Tempita.sub(pyx_template) pyx_filename = source_name[:-3] with open(pyx_filename, "w", encoding="utf-8") 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_NUMPY: for extension in extensions: requires_math = extension.name in EXT_REQUIRES_NUMPY_MATH_LIBS update_extension(extension, requires_math=requires_math) if HAS_CYTHON: if CYTHON_3: COMPILER_DIRECTIVES["cpow"] = True 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, 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 install_requires=INSTALL_REQUIRES, extras_require=EXTRAS_REQUIRE, zip_safe=False, python_requires=">=3.9", ) # Clean-up copied files for copy in FILES_COPIED_TO_PACKAGE: os.unlink(copy)