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setup.py
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33 lines (30 loc) · 1.04 KB
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from setuptools import setup
import re
# https://stackoverflow.com/questions/458550/standard-way-to-embed-version-into-python-package#7071358
VERSIONFILE = "erc/_version.py"
verstrline = open(VERSIONFILE, "rt").read()
VSRE = r"^__version__ = ['\"]([^'\"]*)['\"]"
mo = re.search(VSRE, verstrline, re.M)
if mo:
verstr = mo.group(1)
else:
raise RuntimeError("Unable to find version string in %s." %
(VERSIONFILE,))
LONG_DESCRIPTION = """
Implement risk parity optimization detailed in "On the Properties of
Equally-Weighted Risk Contributions Portfolios" by Maillard, Roncalli, and
Teiletche
"""
setup(name='erc',
version=verstr,
description='Risk parity optimization',
long_description=LONG_DESCRIPTION,
url='https://github.com/MatthewGilbert/erc',
author='Matthew Gilbert',
author_email='matthew.gilbert12@gmail.com',
license='MIT',
platforms='any',
install_requires=['scipy', 'numpy'],
packages=['erc', 'erc.tests'],
test_suite='erc.tests',
zip_safe=False)