Merge e8bc6e3 into 5608ca2

.travis.yml

@@ -79,7 +79,7 @@ before_install:
   - echo conda create --yes --quiet -n arch-test ${PKGS}
   - conda create --yes --quiet -n arch-test ${PKGS}
   - source activate arch-test
-  - pip install cached_property flake8 pytest pytest-xdist pytest-cov coverage coveralls codecov nbformat nbconvert!=5.4 jupyter_client ipython jupyter -q
+  - pip install property_cached flake8 pytest pytest-xdist pytest-cov coverage coveralls codecov nbformat nbconvert!=5.4 jupyter_client ipython jupyter -q
   - if [[ "$STATSMODELS_MASTER" == true ]]; then sh ./ci/statsmodels-master.sh; fi;
   - |
     if [[ "$DOCBUILD" == true ]]; then

README.rst

@@ -38,13 +38,11 @@ Module Contents
 -  `Bootstrapping <#bootstrap>`__
 -  `Multiple Comparison Tests <#multiple-comparison>`__
 
-Python 2.7 Support
-~~~~~~~~~~~~~~~~~~
+Python 3
+~~~~~~~~
 
-Version 4.8 is the final version that officially supports or is tested
-on Python 2.7, and is the final version that has Python 2.7 wheels. It
-is time to move to Python 3.5+, and to enjoy the substantial improvement
-available in recent Python releases.
+``arch`` is Python 3 only. Version 4.8 is the final version that
+supported Python 2.7.
 
 .. _documentation-1:
 

appveyor.yml

@@ -25,7 +25,7 @@ build_script:
   - cmd: conda update conda --quiet
   - cmd: conda install numpy cython pytest pandas scipy patsy statsmodels matplotlib numba nbconvert nbformat pip pyyaml setuptools pyqt pyparsing --quiet
   - cmd: python -m pip install --upgrade pip
-  - cmd: pip install pytest-xdist cached_property
+  - cmd: pip install pytest-xdist property_cached
   - cmd: python setup.py develop
 
 test_script:

arch/univariate/base.py

@@ -27,7 +27,7 @@
                                      data_scale_warning,
                                      starting_value_warning)
 from arch.utility.testing import WaldTestStatistic
-from arch.vendor.cached_property import cached_property
+from property_cached import cached_property
 
 __all__ = ['implicit_constant', 'ARCHModelResult', 'ARCHModel', 'ARCHModelForecast', 'constraint']
 
@@ -664,13 +664,13 @@ def starting_values(self):
         elif params.shape[0] > 1:
             return params[:-1]
 
-    @abstractmethod
     @cached_property
+    @abstractmethod
     def num_params(self):
         """
         Number of parameters in the model
         """
-        pass
+        return 0
 
     @abstractmethod
     def simulate(self, params, nobs, burn=500, initial_value=None, x=None,

arch/univariate/mean.py

@@ -19,7 +19,7 @@
 from arch.univariate.volatility import (ARCH, EGARCH, FIGARCH, GARCH, HARCH,
                                         ConstantVariance)
 from arch.utility.array import cutoff_to_index, ensure1d, parse_dataframe
-from arch.vendor.cached_property import cached_property
+from property_cached import cached_property
 
 __all__ = ['HARX', 'ConstantMean', 'ZeroMean', 'ARX', 'arch_model', 'LS']
 

arch/utility/array.py

@@ -8,6 +8,8 @@
 from abc import ABCMeta
 import datetime as dt
 
+from property_cached import cached_property
+
 import numpy as np
 from pandas import (DataFrame, DatetimeIndex, NaT, Series, Timestamp,
                     to_datetime)
@@ -110,8 +112,14 @@ def __new__(mcs, name, bases, clsdict):
                     doc = getattr(getattr(mro_cls, attr), '__doc__')
                     if doc:
                         if isinstance(attribute, property):
-                            clsdict[attr] = property(attribute.fget, attribute.fset,
-                                                     attribute.fdel, doc)
+
+                            if isinstance(attribute, cached_property):
+                                attribute.func.__doc__ = doc
+                                clsdict[attr] = cached_property(attribute.func)
+                            else:
+                                clsdict[attr] = property(attribute.fget,
+                                                         attribute.fset,
+                                                         attribute.fdel, doc)
                         else:
                             attribute.__doc__ = doc
                         break

arch/utility/testing.py

@@ -4,7 +4,7 @@
 
 from scipy.stats import chi2
 
-from arch.vendor.cached_property import cached_property
+from property_cached import cached_property
 
 __all__ = ['WaldTestStatistic']
 

arch/vendor/__init__.py

@@ -1,7 +1,7 @@
 try:
     # Prefer system installed version if available
-    from cached_property import cached_property
+    from property_cached import cached_property
 except ImportError:
-    from arch.vendor.cached_property import cached_property
+    from arch.vendor.property_cached import cached_property
 
 __all__ = ['cached_property']