mirror of
https://github.com/wassname/catalyst.git
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2fd2f02c2a
This commit refactors the Security cython class to Asset, and refactors some fields of the class accordingly. This change is so the terminology is consistent and correct when Asset is extended to asset types that are not securities, such as futures.
67 lines
2.0 KiB
Python
67 lines
2.0 KiB
Python
#!/usr/bin/env python
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#
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# Copyright 2014 Quantopian, Inc.
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#
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# Licensed under the Apache License, Version 2.0 (the "License");
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# you may not use this file except in compliance with the License.
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# You may obtain a copy of the License at
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#
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# http://www.apache.org/licenses/LICENSE-2.0
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#
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# Unless required by applicable law or agreed to in writing, software
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# distributed under the License is distributed on an "AS IS" BASIS,
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# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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# See the License for the specific language governing permissions and
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# limitations under the License.
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from setuptools import setup, find_packages, Extension
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from Cython.Build import cythonize
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import numpy as np
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ext_modules = [
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Extension(
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'zipline.assets._assets',
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['zipline/assets/_assets.pyx'],
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include_dirs=[np.get_include()],
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),
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]
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setup(
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name='zipline',
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version='0.8.0rc1',
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description='A backtester for financial algorithms.',
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author='Quantopian Inc.',
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author_email='opensource@quantopian.com',
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packages=find_packages(),
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ext_modules=cythonize(ext_modules),
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scripts=['scripts/run_algo.py'],
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include_package_data=True,
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license='Apache 2.0',
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classifiers=[
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'Development Status :: 4 - Beta',
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'License :: OSI Approved :: Apache Software License',
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'Natural Language :: English',
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'Programming Language :: Python',
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'Programming Language :: Python :: 2.7',
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'Programming Language :: Python :: 3.3',
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'Operating System :: OS Independent',
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'Intended Audience :: Science/Research',
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'Topic :: Office/Business :: Financial',
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'Topic :: Scientific/Engineering :: Information Analysis',
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'Topic :: System :: Distributed Computing',
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],
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install_requires=[
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'Logbook',
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'pytz',
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'requests',
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'numpy',
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'pandas',
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'six',
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'Cython==0.20.1'
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],
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extras_require={
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'talib': ["talib"],
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},
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url="http://zipline.io"
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)
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