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py-zipline: Update to 1.3.0 

Highlights:

- Support for Newer Numpy/Pandas Versions
- Standalone trading_calendars Module
- Custom Blotters
- Custom Command-Line Arguments
This commit is contained in:
Min Kim 2020-01-24 18:20:14 -08:00
parent ee71da6851
commit e1166a8aee
12 changed files with 193 additions and 53 deletions
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9
py-zipline/Makefile
View File

@ -1,6 +1,6 @@
# $NetBSD: Makefile,v 1.1 2012/11/09 18:14:45 jihbed Exp $
DISTNAME= zipline-1.2.0
DISTNAME= zipline-1.3.0
PKGNAME= ${PYPKGPREFIX}-${DISTNAME}
CATEGORIES= finance
MASTER_SITES= ${MASTER_SITE_PYPI:=z/zipline/}
@ -36,6 +36,7 @@ DEPENDS+= ${PYPKGPREFIX}-sqlalchemy>=1.0.8:../../databases/py-sqlalchemy
DEPENDS+= ${PYPKGPREFIX}-statsmodels>=0.6.1:../../math/py-statsmodels
DEPENDS+= ${PYPKGPREFIX}-tables>=3.3.0:../../math/py-tables
DEPENDS+= ${PYPKGPREFIX}-toolz>=0.8.2:../../devel/py-toolz
DEPENDS+= ${PYPKGPREFIX}-trading-calendars>=1.0.1:../../time/py-trading-calendars
PYTHON_VERSIONS_INCOMPATIBLE= 27
@ -45,6 +46,12 @@ BUILDLINK_API_DEPENDS.py-cython+= ${PYPKGPREFIX}-cython>=0.22.1
BUILDLINK_API_DEPENDS.py-numpy+= ${PYPKGPREFIX}-numpy>=1.11.1
.include "../../math/py-numpy/buildlink3.mk"
post-extract:
${FIND} ${WRKSRC} -name *.c | ${XARGS} ${RM}
pre-install:
${RM} -f ${WRKSRC}/zipline.egg-info/requires.txt.orig
post-install:
${MV} ${DESTDIR}${PREFIX}/bin/zipline \
${DESTDIR}${PREFIX}/bin/zipline-${PYVERSSUFFIX}

63
py-zipline/PLIST
View File

@ -4,6 +4,7 @@ ${PYSITELIB}/${EGG_INFODIR}/PKG-INFO
${PYSITELIB}/${EGG_INFODIR}/SOURCES.txt
${PYSITELIB}/${EGG_INFODIR}/dependency_links.txt
${PYSITELIB}/${EGG_INFODIR}/entry_points.txt
${PYSITELIB}/${EGG_INFODIR}/pbr.json
${PYSITELIB}/${EGG_INFODIR}/requires.txt
${PYSITELIB}/${EGG_INFODIR}/top_level.txt
${PYSITELIB}/zipline/__init__.py
@ -74,6 +75,9 @@ ${PYSITELIB}/zipline/data/benchmarks.pyo
${PYSITELIB}/zipline/data/bundles/__init__.py
${PYSITELIB}/zipline/data/bundles/__init__.pyc
${PYSITELIB}/zipline/data/bundles/__init__.pyo
${PYSITELIB}/zipline/data/bundles/avocados.py
${PYSITELIB}/zipline/data/bundles/avocados.pyc
${PYSITELIB}/zipline/data/bundles/avocados.pyo
${PYSITELIB}/zipline/data/bundles/core.py
${PYSITELIB}/zipline/data/bundles/core.pyc
${PYSITELIB}/zipline/data/bundles/core.pyo
@ -143,6 +147,9 @@ ${PYSITELIB}/zipline/examples/momentum_pipeline.pyo
${PYSITELIB}/zipline/examples/olmar.py
${PYSITELIB}/zipline/examples/olmar.pyc
${PYSITELIB}/zipline/examples/olmar.pyo
${PYSITELIB}/zipline/extensions.py
${PYSITELIB}/zipline/extensions.pyc
${PYSITELIB}/zipline/extensions.pyo
${PYSITELIB}/zipline/finance/__init__.py
${PYSITELIB}/zipline/finance/__init__.pyc
${PYSITELIB}/zipline/finance/__init__.pyo
@ -151,9 +158,15 @@ ${PYSITELIB}/zipline/finance/_finance_ext.so
${PYSITELIB}/zipline/finance/asset_restrictions.py
${PYSITELIB}/zipline/finance/asset_restrictions.pyc
${PYSITELIB}/zipline/finance/asset_restrictions.pyo
${PYSITELIB}/zipline/finance/blotter.py
${PYSITELIB}/zipline/finance/blotter.pyc
${PYSITELIB}/zipline/finance/blotter.pyo
${PYSITELIB}/zipline/finance/blotter/__init__.py
${PYSITELIB}/zipline/finance/blotter/__init__.pyc
${PYSITELIB}/zipline/finance/blotter/__init__.pyo
${PYSITELIB}/zipline/finance/blotter/blotter.py
${PYSITELIB}/zipline/finance/blotter/blotter.pyc
${PYSITELIB}/zipline/finance/blotter/blotter.pyo
${PYSITELIB}/zipline/finance/blotter/simulation_blotter.py
${PYSITELIB}/zipline/finance/blotter/simulation_blotter.pyc
${PYSITELIB}/zipline/finance/blotter/simulation_blotter.pyo
${PYSITELIB}/zipline/finance/cancel_policy.py
${PYSITELIB}/zipline/finance/cancel_policy.pyc
${PYSITELIB}/zipline/finance/cancel_policy.pyo
@ -423,44 +436,9 @@ ${PYSITELIB}/zipline/utils/argcheck.pyo
${PYSITELIB}/zipline/utils/cache.py
${PYSITELIB}/zipline/utils/cache.pyc
${PYSITELIB}/zipline/utils/cache.pyo
${PYSITELIB}/zipline/utils/calendars/__init__.py
${PYSITELIB}/zipline/utils/calendars/__init__.pyc
${PYSITELIB}/zipline/utils/calendars/__init__.pyo
${PYSITELIB}/zipline/utils/calendars/_calendar_helpers.pyx
${PYSITELIB}/zipline/utils/calendars/_calendar_helpers.so
${PYSITELIB}/zipline/utils/calendars/calendar_utils.py
${PYSITELIB}/zipline/utils/calendars/calendar_utils.pyc
${PYSITELIB}/zipline/utils/calendars/calendar_utils.pyo
${PYSITELIB}/zipline/utils/calendars/exchange_calendar_bmf.py
${PYSITELIB}/zipline/utils/calendars/exchange_calendar_bmf.pyc
${PYSITELIB}/zipline/utils/calendars/exchange_calendar_bmf.pyo
${PYSITELIB}/zipline/utils/calendars/exchange_calendar_cfe.py
${PYSITELIB}/zipline/utils/calendars/exchange_calendar_cfe.pyc
${PYSITELIB}/zipline/utils/calendars/exchange_calendar_cfe.pyo
${PYSITELIB}/zipline/utils/calendars/exchange_calendar_cme.py
${PYSITELIB}/zipline/utils/calendars/exchange_calendar_cme.pyc
${PYSITELIB}/zipline/utils/calendars/exchange_calendar_cme.pyo
${PYSITELIB}/zipline/utils/calendars/exchange_calendar_ice.py
${PYSITELIB}/zipline/utils/calendars/exchange_calendar_ice.pyc
${PYSITELIB}/zipline/utils/calendars/exchange_calendar_ice.pyo
${PYSITELIB}/zipline/utils/calendars/exchange_calendar_lse.py
${PYSITELIB}/zipline/utils/calendars/exchange_calendar_lse.pyc
${PYSITELIB}/zipline/utils/calendars/exchange_calendar_lse.pyo
${PYSITELIB}/zipline/utils/calendars/exchange_calendar_nyse.py
${PYSITELIB}/zipline/utils/calendars/exchange_calendar_nyse.pyc
${PYSITELIB}/zipline/utils/calendars/exchange_calendar_nyse.pyo
${PYSITELIB}/zipline/utils/calendars/exchange_calendar_tsx.py
${PYSITELIB}/zipline/utils/calendars/exchange_calendar_tsx.pyc
${PYSITELIB}/zipline/utils/calendars/exchange_calendar_tsx.pyo
${PYSITELIB}/zipline/utils/calendars/trading_calendar.py
${PYSITELIB}/zipline/utils/calendars/trading_calendar.pyc
${PYSITELIB}/zipline/utils/calendars/trading_calendar.pyo
${PYSITELIB}/zipline/utils/calendars/us_futures_calendar.py
${PYSITELIB}/zipline/utils/calendars/us_futures_calendar.pyc
${PYSITELIB}/zipline/utils/calendars/us_futures_calendar.pyo
${PYSITELIB}/zipline/utils/calendars/us_holidays.py
${PYSITELIB}/zipline/utils/calendars/us_holidays.pyc
${PYSITELIB}/zipline/utils/calendars/us_holidays.pyo
${PYSITELIB}/zipline/utils/calendars.py
${PYSITELIB}/zipline/utils/calendars.pyc
${PYSITELIB}/zipline/utils/calendars.pyo
${PYSITELIB}/zipline/utils/classproperty.py
${PYSITELIB}/zipline/utils/classproperty.pyc
${PYSITELIB}/zipline/utils/classproperty.pyo
@ -542,9 +520,6 @@ ${PYSITELIB}/zipline/utils/security_list.pyo
${PYSITELIB}/zipline/utils/sentinel.py
${PYSITELIB}/zipline/utils/sentinel.pyc
${PYSITELIB}/zipline/utils/sentinel.pyo
${PYSITELIB}/zipline/utils/serialization_utils.py
${PYSITELIB}/zipline/utils/serialization_utils.pyc
${PYSITELIB}/zipline/utils/serialization_utils.pyo
${PYSITELIB}/zipline/utils/sharedoc.py
${PYSITELIB}/zipline/utils/sharedoc.pyc
${PYSITELIB}/zipline/utils/sharedoc.pyo

19
py-zipline/distinfo
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@ -1,9 +1,16 @@
$NetBSD: distinfo,v 1.1 2012/11/09 18:14:45 jihbed Exp $
SHA1 (zipline-1.2.0.tar.gz) = 22ddbd436a90a7d82eeef873948b17bb92a7e14c
RMD160 (zipline-1.2.0.tar.gz) = 866b8ec00545efa9db85ad8a5a4c4af036646e91
SHA512 (zipline-1.2.0.tar.gz) = 435646dbdb0eda6954fc8dcaeced3fe29b3a3eeb54735aabd769cf827b49e227e6b7fb6f14cae89456274d9106db643beb6ffcff69c5aa7af77a2d77e69e1e44
Size (zipline-1.2.0.tar.gz) = 659617 bytes
SHA1 (patch-zipline_assets_asset__writer.py) = 7d83ce61414a41eb53c2dc08cc08b27d7de0e7d0
SHA1 (zipline-1.3.0.tar.gz) = ba65d211c40079c8832294a0c78a2b489493fba2
RMD160 (zipline-1.3.0.tar.gz) = c0f11d84390f53bef8070c4ece30f49afe1ab9a6
SHA512 (zipline-1.3.0.tar.gz) = df3b6d273bc68b631d57c32a651b36882acb1a198ec6f2b8e43aa028ec35cefab0dee442a0dffcbbeb76315e8635d2651582884898003b82e7c7b995eda7d269
Size (zipline-1.3.0.tar.gz) = 2461344 bytes
SHA1 (patch-etc_requirements.txt) = b0b5f797ca5c568b5b825733f56b7d892dfed198
SHA1 (patch-setup.py) = affa1b13214ac226d125028c59d63152bad039bb
SHA1 (patch-zipline.egg-info_requires.txt) = 0b89bd8ae076f3e6838e6c0195bb50300f0bd094
SHA1 (patch-zipline_algorithm.py) = 48b7b10c037c7bae6bcdfb4e619b4585d6fdccba
SHA1 (patch-zipline_assets_asset__writer.py) = 0c689300a1dce037ac48393dbb1e697b34714fe8
SHA1 (patch-zipline_assets_assets.py) = cbe5412b797206e0c55e2b0b2afab7e7c731c4ed
SHA1 (patch-zipline_testing_core.py) = f499e381370422fa9b75214b94d629b5d4ee5aaa
SHA1 (patch-zipline_data_bundles_core.py) = fc0ec45f9ea328197283f18526c2a7a2e55383ed
SHA1 (patch-zipline_gens_tradesimulation.py) = fcf344e65fbb1d7505504c23930e41ad87ac7336
SHA1 (patch-zipline_testing_core.py) = 46cc9ae5c9efc7660f72934f72d33886c18163b2
SHA1 (patch-zipline_testing_fixtures.py) = 12c08df3adc770d40c9b388956a60bc32a69510b

27
py-zipline/patches/patch-etc_requirements.txt Normal file
View File

@ -0,0 +1,27 @@
$NetBSD$
Remove unnecessary dependencies.
--- etc/requirements.txt.orig 2018-04-01 22:31:05.000000000 +0000
+++ etc/requirements.txt
@@ -1,5 +1,3 @@
-# Incompatible with earlier PIP versions
-pip>=7.1.0
# bcolz fails to install if this is not in the build_requires.
setuptools>18.0
@@ -31,14 +29,9 @@ requests==2.9.1
Cython==0.25.2
-# faster OrderedDict
-cyordereddict==0.2.2
-
# faster array ops.
bottleneck==1.0.0
-contextlib2==0.4.0
-
# networkx requires decorator
decorator==4.0.0

19
py-zipline/patches/patch-setup.py Normal file
View File

@ -0,0 +1,19 @@
$NetBSD$
Allow to use newer versions of dependencies.
--- setup.py.orig 2018-07-16 14:49:07.000000000 +0000
+++ setup.py
@@ -166,9 +166,9 @@ def _filter_requirements(lines_iter, fil
REQ_UPPER_BOUNDS = {
- 'bcolz': '<1',
- 'pandas': '<=0.22',
- 'networkx': '<2.0',
+ #'bcolz': '<1',
+ #'pandas': '<=0.22',
+ #'networkx': '<2.0',
}

35
py-zipline/patches/patch-zipline.egg-info_requires.txt Normal file
View File

@ -0,0 +1,35 @@
$NetBSD$
- Use contextlib from the standard library.
- Allow to use newer versions of dependencies.
- Remove unnecessary dependencies.
--- zipline.egg-info/requires.txt.orig 2018-07-17 00:59:16.000000000 +0000
+++ zipline.egg-info/requires.txt
@@ -1,11 +1,10 @@
-pip>=7.1.0
setuptools>18.0
Logbook>=0.12.5
pytz>=2016.4
numpy>=1.11.1
requests-file>=1.4.1
scipy>=0.17.1
-pandas<=0.22,>=0.18.1
+pandas>=0.18.1
pandas-datareader>=0.2.1
patsy>=0.4.0
statsmodels>=0.6.1
@@ -15,11 +14,10 @@ requests>=2.9.1
Cython>=0.25.2
cyordereddict>=0.2.2
bottleneck>=1.0.0
-contextlib2>=0.4.0
decorator>=4.0.0
-networkx<2.0,>=1.9.1
+networkx>=1.9.1
numexpr>=2.6.1
-bcolz<1,>=0.12.1
+bcolz>=0.12.1
click>=4.0.0
toolz>=0.8.2
multipledispatch>=0.4.8

15
py-zipline/patches/patch-zipline_algorithm.py Normal file
View File

@ -0,0 +1,15 @@
$NetBSD$
Use contextlib from the standard library.
--- zipline/algorithm.py.orig 2018-07-16 20:12:55.000000000 +0000
+++ zipline/algorithm.py
@@ -20,7 +20,7 @@ from datetime import tzinfo, time
import logbook
import pytz
import pandas as pd
-from contextlib2 import ExitStack
+from contextlib import ExitStack
import numpy as np
from itertools import chain, repeat

12
py-zipline/patches/patch-zipline_assets_asset__writer.py
View File

@ -1,9 +1,19 @@
$NetBSD$
Compatibility with Python 3.7 and 3.8
- Use contextlib from the standard library.
- Fix syntax errors with Python 3.7 and 3.8.
--- zipline/assets/asset_writer.py.orig 2017-12-11 17:11:41.000000000 +0000
+++ zipline/assets/asset_writer.py
@@ -15,7 +15,7 @@
from collections import namedtuple
import re
-from contextlib2 import ExitStack
+from contextlib import ExitStack
import numpy as np
import pandas as pd
import sqlalchemy as sa
@@ -253,7 +253,7 @@ def _split_symbol_mappings(df):
len(ambigious),
'' if len(ambigious) == 1 else 's',

15
py-zipline/patches/patch-zipline_data_bundles_core.py Normal file
View File

@ -0,0 +1,15 @@
$NetBSD$
Use contextlib from the standard library.
--- zipline/data/bundles/core.py.orig 2018-07-16 14:49:07.000000000 +0000
+++ zipline/data/bundles/core.py
@@ -4,7 +4,7 @@ import os
import shutil
import warnings
-from contextlib2 import ExitStack
+from contextlib import ExitStack
import click
import pandas as pd
from trading_calendars import get_calendar

15
py-zipline/patches/patch-zipline_gens_tradesimulation.py Normal file
View File

@ -0,0 +1,15 @@
$NetBSD$
Use contextlib from the standard library.
--- zipline/gens/tradesimulation.py.orig 2018-03-12 17:33:52.000000000 +0000
+++ zipline/gens/tradesimulation.py
@@ -12,7 +12,7 @@
# 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 contextlib2 import ExitStack
+from contextlib import ExitStack
from copy import copy
from logbook import Logger, Processor
from zipline.finance.order import ORDER_STATUS

2
py-zipline/patches/patch-zipline_testing_core.py
View File

@ -1,6 +1,6 @@
$NetBSD$
Compatibility with Python 3.7 and 3.8
Fix syntax errors with Python 3.7 and 3.8.
--- zipline/testing/core.py.orig 2018-03-12 17:33:52.000000000 +0000
+++ zipline/testing/core.py

15
py-zipline/patches/patch-zipline_testing_fixtures.py Normal file
View File

@ -0,0 +1,15 @@
$NetBSD$
Use contextlib from the standard library.
--- zipline/testing/fixtures.py.orig 2018-07-16 14:49:07.000000000 +0000
+++ zipline/testing/fixtures.py
@@ -3,7 +3,7 @@ import sqlite3
from unittest import TestCase
import warnings
-from contextlib2 import ExitStack
+from contextlib import ExitStack
from logbook import NullHandler, Logger
import pandas as pd
from six import with_metaclass, iteritems