setup.py

"""
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 collections import defaultdict
import fnmatch
import os
from os.path import join as pjoin, relpath
from pathlib import Path
import shutil
import sys

import pkg_resources

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
    from Cython.Build import cythonize
    from Cython.Distutils import build_ext

    HAS_CYTHON = True
except ImportError:
    from setuptools.command.build_ext import build_ext

    HAS_CYTHON = 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 = "0.29.26"  # released 2020

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 :: 3.8",
    "Programming Language :: Python :: 3.9",
    "Programming Language :: Python :: 3.10",
    "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.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 = pkg_resources.resource_filename("numpy", "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 IOError(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, "r", 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:
    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=">=3.8",
)

# Clean-up copied files
for copy in FILES_COPIED_TO_PACKAGE:
    os.unlink(copy)