Merge pull request #951 from quantopian/anaconda-build

DEV: conda recipe work

.travis.yml

@@ -24,7 +24,7 @@ before_install:
   - sed -i "s/pandas==.*/pandas==$PANDAS_VERSION/" etc/requirements.txt
   - sed -i "s/scipy==.*/scipy==$SCIPY_VERSION/" etc/requirements.txt
 install:
-  - conda create -n testenv --yes -c quantopian pip python=$TRAVIS_PYTHON_VERSION numpy=$NUMPY_VERSION scipy=$SCIPY_VERSION ta-lib=0.4.8
+  - conda create -n testenv --yes -c quantopian pip python=$TRAVIS_PYTHON_VERSION numpy=$NUMPY_VERSION scipy=$SCIPY_VERSION ta-lib=0.4.9
   - source activate testenv
   - pip install --upgrade pip coverage coveralls --cache-dir=$CACHE_DIR
   - pip install -r etc/requirements.txt --cache-dir=$CACHE_DIR

MANIFEST.in

@@ -3,5 +3,6 @@ include LICENSE
 include etc/requirements*.txt
 recursive-include zipline/resources *.*
 recursive-include zipline *.pyx
+recursive-include zipline *.pxi
 include versioneer.py
 include zipline/_version.py

conda/bcolz/bld.bat

@@ -0,0 +1,8 @@
+"%PYTHON%" setup.py install
+if errorlevel 1 exit 1
+
+:: Add more build steps here, if they are necessary.
+
+:: See
+:: http://docs.continuum.io/conda/build.html
+:: for a list of environment variables that are set during the build process.

conda/bcolz/build.sh

@@ -0,0 +1,9 @@
+#!/bin/bash
+
+$PYTHON setup.py install --single-version-externally-managed --record=record.txt
+
+# Add more build steps here, if they are necessary.
+
+# See
+# http://docs.continuum.io/conda/build.html
+# for a list of environment variables that are set during the build process.

conda/bcolz/meta.yaml

@@ -0,0 +1,68 @@
+package:
+  name: bcolz
+  version: "0.12.1"
+
+source:
+  fn: bcolz-0.12.1.tar.gz
+  url: https://pypi.python.org/packages/source/b/bcolz/bcolz-0.12.1.tar.gz
+  md5: 43deb659e1f926976be3850e01844360
+#  patches:
+   # List any patch files here
+   # - fix.patch
+
+# build:
+  # noarch_python: True
+  # preserve_egg_dir: True
+  # entry_points:
+    # Put any entry points (scripts to be generated automatically) here. The
+    # syntax is module:function.  For example
+    #
+    # - bcolz = bcolz:main
+    #
+    # Would create an entry point called bcolz that calls bcolz.main()
+
+
+  # If this is a new build for the same version, increment the build
+  # number. If you do not include this key, it defaults to 0.
+  # number: 1
+
+requirements:
+  build:
+    - python
+    - setuptools
+    - numpy x.x
+    - setuptools_scm
+    - cython ==0.22.1
+
+  run:
+    - python
+    - numpy x.x
+
+test:
+  # Python imports
+  imports:
+    - bcolz
+#    - bcolz.tests
+
+  # commands:
+    # You can put test commands to be run here.  Use this to test that the
+    # entry points work.
+
+
+  # You can also put a file called run_test.py in the recipe that will be run
+  # at test time.
+
+#  requires:
+#    - mock
+#    - unittest2 ; python_version < 2.7
+    # Put any additional test requirements here.  For example
+    # - nose
+
+about:
+  home: https://github.com/Blosc/bcolz
+  license: BSD License
+  summary: 'columnar and compressed data containers.'
+
+# See
+# http://docs.continuum.io/conda/build.html for
+# more information about meta.yaml

conda/setuptools_scm/bld.bat

@@ -0,0 +1,8 @@
+"%PYTHON%" setup.py install
+if errorlevel 1 exit 1
+
+:: Add more build steps here, if they are necessary.
+
+:: See
+:: http://docs.continuum.io/conda/build.html
+:: for a list of environment variables that are set during the build process.

conda/setuptools_scm/build.sh

@@ -0,0 +1,9 @@
+#!/bin/bash
+
+$PYTHON setup.py install
+
+# Add more build steps here, if they are necessary.
+
+# See
+# http://docs.continuum.io/conda/build.html
+# for a list of environment variables that are set during the build process.

conda/setuptools_scm/meta.yaml

@@ -0,0 +1,62 @@
+package:
+  name: setuptools_scm
+  version: "1.10.1"
+
+source:
+  fn: setuptools_scm-1.10.1.tar.bz2
+  url: https://pypi.python.org/packages/source/s/setuptools_scm/setuptools_scm-1.10.1.tar.bz2
+  md5: 99823e2cd564b996f18820a065f0a974
+#  patches:
+   # List any patch files here
+   # - fix.patch
+
+build:
+  # noarch_python: True
+  preserve_egg_dir: True
+  # entry_points:
+    # Put any entry points (scripts to be generated automatically) here. The
+    # syntax is module:function.  For example
+    #
+    # - setuptools_scm = setuptools_scm:main
+    #
+    # Would create an entry point called setuptools_scm that calls setuptools_scm.main()
+
+
+  # If this is a new build for the same version, increment the build
+  # number. If you do not include this key, it defaults to 0.
+  # number: 1
+
+requirements:
+  build:
+    - python
+    - setuptools
+
+  run:
+    - python
+    - setuptools
+
+test:
+  # Python imports
+  imports:
+    - setuptools_scm
+
+  # commands:
+    # You can put test commands to be run here.  Use this to test that the
+    # entry points work.
+
+
+  # You can also put a file called run_test.py in the recipe that will be run
+  # at test time.
+
+  # requires:
+    # Put any additional test requirements here.  For example
+    # - nose
+
+about:
+  home: https://github.com/pypa/setuptools_scm/
+  license: MIT License
+  summary: 'the blessed package to manage your versions by scm tags'
+
+# See
+# http://docs.continuum.io/conda/build.html for
+# more information about meta.yaml

conda/ta-lib/build.sh

@@ -1,12 +1,16 @@
 #!/bin/bash
-wget -O ta-lib-0.4.0-src.tar.gz http://sourceforge.net/projects/ta-lib/files/ta-lib/0.4.0/ta-lib-0.4.0-src.tar.gz/download
-tar xvzf ta-lib-0.4.0-src.tar.gz
+wget http://prdownloads.sourceforge.net/ta-lib/ta-lib-0.4.0-src.tar.gz
+tar xvfz ta-lib-0.4.0-src.tar.gz
 pushd ta-lib
 ./configure --prefix=$PREFIX
 make
 make install
 popd
+rm ta-lib-0.4.0-src.tar.gz
+rm -r ta-lib
 
 export LD_LIBRARY_PATH=$LD_LIBRARY_PATH:$PREFIX/lib
+export TA_INCLUDE_PATH=$PREFIX/include
+export TA_LIBRARY_PATH=$PREFIX/lib
 python setup.py build
 python setup.py install --prefix=$PREFIX

conda/ta-lib/meta.yaml

@@ -1,10 +1,11 @@
 package:
   name: ta-lib
-  version: !!str 0.4.8
+  version: !!str 0.4.9
 
 source:
-  fn: TA_Lib-0.4.8.tar.gz
-  url: https://github.com/mrjbq7/ta-lib/archive/TA_Lib-0.4.8.tar.gz
+  fn: TA_Lib-0.4.9.tar.gz
+  url: https://github.com/mrjbq7/ta-lib/archive/TA_Lib-0.4.9.tar.gz
+  md5: f2f6ec8b7d552ff96d53d56ffb7b4e97
 
 requirements:
   build:

conda/zipline/meta.yaml

@@ -6,9 +6,6 @@ package:
 
 build:
   number: {{ environ.get('GIT_DESCRIBE_NUMBER', 0) }}
-  {% if environ.get('GIT_DESCRIBE_NUMBER', '0') == '0' %}string: py{{ environ.get('PY_VER').replace('.', '') }}_0
-  {% else %}string: py{{ environ.get('PY_VER').replace('.', '') }}_{{ environ.get('GIT_BUILD_STR', 'GIT_STUB') }}{% endif %}
-
 
 source:
   git_url: ../../
@@ -16,9 +13,9 @@ source:
 requirements:
   build:
     - python
-    - setuptools
-    - cython
-    - numpy
+    {% for req in data.get('build_requires', []) -%}
+    - {{req}}
+    {% endfor %}
   run:
     - python
     {% for req in data.get('install_requires', []) -%}

docs/source/appendix.rst

@@ -107,7 +107,7 @@ Asset Metadata
    :members:
 
 Data API
-~~~~
+~~~~~~~~
 
 .. autoclass:: zipline.data.minute_bars.BcolzMinuteBarWriter
    :members:

docs/source/conf.py

@@ -20,7 +20,10 @@ extensions = [
 ]
 
 
-extlinks = dict(issue=('https://github.com/quantopian/zipline/issues/%s', '#'))
+extlinks = {
+    'issue': ('https://github.com/quantopian/zipline/issues/%s', '#'),
+    'commit': ('https://github.com/quantopian/zipline/commit/%s', ''),
+}
 
 # -- Docstrings ---------------------------------------------------------------
 
@@ -38,7 +41,7 @@ master_doc = 'index'
 
 # General information about the project.
 project = u'Zipline'
-copyright = u'2015, Quantopian Inc.'
+copyright = u'2016, Quantopian Inc.'
 
 # The full version, including alpha/beta/rc tags.
 release = version
@@ -75,7 +78,7 @@ html_static_path = ['.static']
 html_use_index = True
 
 # If true, "Created using Sphinx" is shown in the HTML footer. Default is True.
-html_show_sphinx = False
+html_show_sphinx = True
 
 # If true, "(C) Copyright ..." is shown in the HTML footer. Default is True.
 html_show_copyright = True

docs/source/whatsnew/0.6.1.txt

@@ -123,7 +123,7 @@ Enhancements
 Bug Fixes
 ~~~~~~~~~
 
-* Adjust benchmark events to match market hours (:issue:`241).
+* Adjust benchmark events to match market hours (:issue:`241`).
   Previously benchmark events were emitted at 0:00 on the day the
   benchmark related to: in 'minute' emission mode this meant that the
   benchmarks were emitted before any intra-day trades were processed.

docs/source/whatsnew/0.8.4.txt

@@ -22,6 +22,9 @@ Highlights
   ``BoundColumn.latest`` now returns a proper ``Filter`` object when the column
   is of dtype ``bool``.
 
+* Zipline now supports ``numpy`` 1.10, ``pandas`` 0.17, and ``scipy`` 0.16
+  (:issue:`969`).
+
 Enhancements
 ~~~~~~~~~~~~
 
@@ -75,8 +78,8 @@ Enhancements
   preprocessor functions to explicitly allow ``None`` (:issue:`947`).
 
 * Added :func:`~zipline.utils.input_validation.ensure_timezone` to allow string
-  arguments to get converted into ``datetime.tzinfo`` objects. This also allows
-  ``tzinfo`` objects to be passed directly (:issue:`947`).
+  arguments to get converted into :class:`datetime.tzinfo` objects. This also
+  allows ``tzinfo`` objects to be passed directly (:issue:`947`).
 
 * Added two optional arguments, ``data_query_time`` and ``data_query_tz`` to
   :class:`~zipline.pipeline.loaders.blaze.core.BlazeLoader` and
@@ -120,7 +123,7 @@ Bug Fixes
   us to think that the object was not empty even when it was (:issue:`826`).
 
 * Fixes an error raised in calculating beta when benchmark data were sparse.
-  Instead `numpy.nan` is returned (:issue:`859`).
+  Instead :data:`numpy.nan` is returned (:issue:`859`).
 
 * Fixed an issue pickling :func:`~zipline.utils.sentinel.sentinel` objects
   (:issue:`872`).
@@ -139,7 +142,7 @@ Bug Fixes
   This would map the same symbol to two different sids (:issue:`942`).
 
 * Fixed an issue where the
-  :class:"`~zipline.finance.performance.period.PerformancePeriod` incorrectly
+  :class:`~zipline.finance.performance.period.PerformancePeriod` incorrectly
   reported the total_positions_value when creating a
   :class:`~zipline.protocol.Account` (:issue:`950`).
 
@@ -147,8 +150,10 @@ Bug Fixes
   python, where Assets did not compare properly with int64s (:issue:`959`).
 
 * Fixed a bug where boolean operators were not properly implemented on
-  :class:~zipline.pipeline.Filter` (:issue:`991`).
+  :class:`~zipline.pipeline.Filter` (:issue:`991`).
 
+* Installation of zipline no longer downgrades numpy to 1.9.2 silently and
+  unconditionally (:issue:`969`).
 
 Performance
 ~~~~~~~~~~~
@@ -169,7 +174,11 @@ Maintenance and Refactorings
 * Asset databases now contain version information to ensure compatibility
   with current Zipline version (:issue:`815`).
 
-* Upgrade requests version to 2.9.1.
+* Upgrade ``requests`` version to 2.9.1 (:commit:`2ee40db`)
+
+* Upgrade ``logbook`` version to 0.12.5 (:commit:`11465d9`).
+
+* Upgrade ``Cython`` version to 0.23.4 (:commit:`5f49fa2`).
 
 Build
 ~~~~~
@@ -181,6 +190,7 @@ Build
 * Fixed conda build, which now uses git source as its source and reads
   requirements using setup.py, instead of copying them and letting them get out
   of sync (:issue:`937`).
+* Require ``setuptools`` > 18.0 (:issue:`951`).
 
 Documentation
 ~~~~~~~~~~~~~
@@ -199,7 +209,7 @@ Miscellaneous
 * Added a :meth:`~zipline.pipeline.pipeline.Pipeline.show_graph` method to render
   a Pipeline as an image (:issue:`836`).
 * Adds :func:`~zipline.utils.test_utils.subtest` decorator for creating subtests
-  without ``nose_parameterized.expand`` which bloats the test output
+  without :func:`nose_parameterized.expand` which bloats the test output
   (:issue:`833`).
 * Limits timer report in test output to 15 longest tests (:issue:`838`).
 * Treasury and benchmark downloads will now wait up to an hour to download

etc/requirements.txt

@@ -1,5 +1,7 @@
 # Incompatible with earlier PIP versions
 pip>=7.1.0
+# bcolz fails to install if this is not in the build_requires.
+setuptools>18.0
 
 # Logging
 Logbook==0.12.5
@@ -24,7 +26,7 @@ six==1.9.0
 # For fetching remote data
 requests==2.9.1
 
-Cython==0.23.4
+Cython==0.22.1
 
 # faster OrderedDict
 cyordereddict==0.2.2

setup.py

@@ -157,6 +157,10 @@ REQ_PATTERN = re.compile("([^=<>]+)([<=>]{1,2})(.*)")
 
 
 def _conda_format(req):
+    match = REQ_PATTERN.match(req)
+    if match and match.group(1).lower() == 'numpy':
+        return 'numpy x.x'
+
     return REQ_PATTERN.sub(
         lambda m: '%s %s%s' % (m.group(1).lower(), m.group(2), m.group(3)),
         req,
@@ -202,7 +206,8 @@ def extras_requires(conda_format=False):
     }
 
 
-def module_requirements(requirements_path, module_names, strict_bounds):
+def module_requirements(requirements_path, module_names, strict_bounds,
+                        conda_format=False):
     module_names = set(module_names)
     found = set()
     module_lines = []
@@ -215,6 +220,8 @@ def module_requirements(requirements_path, module_names, strict_bounds):
         name = match.group(1)
         if name in module_names:
             found.add(name)
+            if conda_format:
+                line = _conda_format(line)
             module_lines.append(line)
 
     if found != module_names:
@@ -225,8 +232,20 @@ def module_requirements(requirements_path, module_names, strict_bounds):
 
 conda_build = os.path.basename(sys.argv[0]) == 'conda-build'
 
+setup_requires = module_requirements(
+    'etc/requirements.txt',
+    ('Cython', 'numpy'),
+    strict_bounds=conda_build,
+    conda_format=conda_build,
+)
+
+conditional_arguments = {
+    'setup_requires' if not conda_build else 'build_requires': setup_requires,
+}
+
 setup(
     name='zipline',
+    url="http://zipline.io",
     version=versioneer.get_version(),
     cmdclass=LazyBuildExtCommandClass(versioneer.get_cmdclass()),
     description='A backtester for financial algorithms.',
@@ -252,10 +271,5 @@ setup(
     ],
     install_requires=install_requires(conda_format=conda_build),
     extras_require=extras_requires(conda_format=conda_build),
-    setup_requires=module_requirements(
-        'etc/requirements.txt',
-        ('Cython', 'numpy'),
-        strict_bounds=False,
-    ),
-    url="http://zipline.io",
+    **conditional_arguments
 )