Merge pull request #402 from bashtage/setuptools-first

MAINT: Import setuptools first

arch/bootstrap/_samplers.pyx

@@ -3,8 +3,8 @@
 
 import numpy as np
 
-cimport numpy as np
 cimport cython
+cimport numpy as np
 
 np.import_array()
 

arch/tests/test_examples.py

@@ -6,11 +6,11 @@
 
 try:
     import jupyter_client
-    import nbformat
-    from nbconvert.preprocessors import ExecutePreprocessor
 
     # matplotlib is required for most notebooks
     import matplotlib  # noqa: F401
+    from nbconvert.preprocessors import ExecutePreprocessor
+    import nbformat
 
     kernels = jupyter_client.kernelspec.find_kernel_specs()
 except ImportError:  # pragma: no cover

arch/unitroot/critical_values/simulation/adf_z_critical_values_simulation.py

@@ -9,9 +9,8 @@
 """
 import datetime
 
-from numpy import array, nan, percentile, savez
-
 from ipyparallel import Client
+from numpy import array, nan, percentile, savez
 
 from .adf_simulation import adf_simulation
 

arch/unitroot/critical_values/simulation/adf_z_critical_values_simulation_joblib.py

@@ -5,18 +5,17 @@
 import os
 import random
 
-import colorama
-import numpy as np
-from numpy.random import PCG64, Generator, SeedSequence
-
 from adf_simulation import (
     OUTPUT_PATH,
     PERCENTILES,
     TIME_SERIES_LENGTHS,
     TRENDS,
     adf_simulation,
 )
+import colorama
 from joblib import Parallel, delayed
+import numpy as np
+from numpy.random import PCG64, Generator, SeedSequence
 import psutil
 
 GREEN = colorama.Fore.GREEN

arch/unitroot/critical_values/simulation/adf_z_critical_values_simulation_large_cluster.py

@@ -13,9 +13,8 @@
 import datetime
 import time
 
-from numpy import array, nan, percentile, savez
-
 from ipyparallel import Client
+from numpy import array, nan, percentile, savez
 
 from .adf_simulation import adf_simulation
 

arch/unitroot/critical_values/simulation/adf_z_simlation_process.py

@@ -1,11 +1,10 @@
 import glob
 import os
 
+from adf_simulation import OUTPUT_PATH, PERCENTILES, TIME_SERIES_LENGTHS, TRENDS
 from black import FileMode, TargetVersion, format_file_contents
 import numpy as np
 import pandas as pd
-
-from adf_simulation import OUTPUT_PATH, PERCENTILES, TIME_SERIES_LENGTHS, TRENDS
 from shared import estimate_cv_regression, fit_pval_model, format_dict
 
 critical_values = (1.0, 5.0, 10.0)

arch/unitroot/critical_values/simulation/engle_granger_simulation.py

@@ -11,11 +11,10 @@
 from typing import List
 
 import colorama
+from joblib import Parallel, cpu_count, delayed
 import numpy as np
 from numpy.random import PCG64, Generator, SeedSequence
 
-from joblib import Parallel, cpu_count, delayed
-
 ROOT = os.path.join(os.path.split(os.path.abspath(__file__))[0], "engle-granger")
 if not os.path.exists(ROOT):
     os.mkdir(ROOT)

arch/unitroot/critical_values/simulation/engle_granger_simulation_process.py

@@ -4,9 +4,8 @@
 from black import FileMode, TargetVersion, format_file_contents
 import numpy as np
 import scipy.stats as stats
-from statsmodels.regression.linear_model import OLS, WLS
-
 from shared import format_dict
+from statsmodels.regression.linear_model import OLS, WLS
 
 PERCENTILES = list(np.arange(0.1, 1.0, 0.1)) + list(np.arange(1.0, 100.0, 0.5))
 PERCENTILES = PERCENTILES[::-1]

arch/unitroot/critical_values/simulation/phillips-ouliaris-simulation-process.py

@@ -9,12 +9,11 @@
 import matplotlib.pyplot as plt
 import numpy as np
 import pandas as pd
+from phillips_ouliaris import FILE_TYPES, ROOT, TRENDS
 from scipy import stats
 import seaborn as sns
-from statsmodels.regression.linear_model import OLS, WLS
-
-from phillips_ouliaris import FILE_TYPES, ROOT, TRENDS
 from shared import format_dict
+from statsmodels.regression.linear_model import OLS, WLS
 
 META = {"z_a": "negative", "z_t": "negative", "p_u": "positive", "p_z": "positive"}
 CRITICAL_VALUES = (1, 5, 10)

arch/unitroot/critical_values/simulation/phillips-ouliaris-simulation.py

@@ -8,15 +8,15 @@
 from typing import Optional, Tuple
 
 import colorama
+from joblib import Parallel, delayed
 import numpy as np
 from numpy.linalg import inv, lstsq, solve
 import pandas as pd
+from phillips_ouliaris import QUANTILES, ROOT, SAMPLE_SIZES, TRENDS
+import psutil
 
 from arch.typing import NDArray
 from arch.utility.timeseries import add_trend
-from joblib import Parallel, delayed
-from phillips_ouliaris import QUANTILES, ROOT, SAMPLE_SIZES, TRENDS
-import psutil
 
 GREEN = colorama.Fore.GREEN
 BLUE = colorama.Fore.BLUE

arch/univariate/base.py

@@ -1264,8 +1264,8 @@ def plot(
 
         >>> fig = res.plot(scale=360)
         """
-        from matplotlib.pyplot import figure
         from matplotlib.axes import Axes
+        from matplotlib.pyplot import figure
 
         def _set_tight_x(
             axis: Axes, index: Tuple[Union[float, DateLike], Union[float, DateLike]]

arch/univariate/recursions_python.py

@@ -118,7 +118,8 @@ def arch_recursion_python(
             if (t - i - 1) < 0:
                 sigma2[t] += parameters[i + 1] * backcast
             else:
-                sigma2[t] += parameters[i + 1] * resids[t - i - 1] ** 2
+                # Remove square due to numba error in 0.50.1
+                sigma2[t] += parameters[i + 1] * (resids[t - i - 1] * resids[t - i - 1])
         sigma2[t] = bounds_check(sigma2[t], var_bounds[t])
 
     return sigma2

arch/univariate/volatility.py

@@ -19,21 +19,21 @@
 
 try:
     from arch.univariate.recursions import (
+        egarch_recursion,
+        figarch_recursion,
+        figarch_weights,
         garch_recursion,
         harch_recursion,
-        egarch_recursion,
         midas_recursion,
-        figarch_weights,
-        figarch_recursion,
     )
 except ImportError:  # pragma: no cover
     from arch.univariate.recursions_python import (
-        garch_recursion,
-        harch_recursion,
         egarch_recursion,
-        midas_recursion,
         figarch_recursion,
         figarch_weights,
+        garch_recursion,
+        harch_recursion,
+        midas_recursion,
     )
 
 __all__ = [

setup.cfg

@@ -38,15 +38,11 @@ markers =
 sections=FUTURE,COMPAT,STDLIB,THIRDPARTY,PRE_CORE,FIRSTPARTY,LOCALFOLDER
 known_first_party=arch
 known_third_party=Cython,numpy,matplotlib,pandas,patsy,pytest,statsmodels,seaborn
-multi_line_output=3
-include_trailing_comma=True
-use_parentheses=True
-line_length=88
-known_compat=arch.compat.*
-force_grid_wrap=0
+known_compat=arch.compat.*,setuptools,setuptools.*
 combine_as_imports=True
 force_sort_within_sections=True
 force_to_top=True
+profile=black
 
 [mypy]
 ignore_missing_imports=True

setup.py

@@ -1,12 +1,13 @@
+from setuptools import Command, Extension, find_packages, setup
+from setuptools.dist import Distribution
+
 from collections import defaultdict
 from distutils.errors import CCompilerError, DistutilsExecError, DistutilsPlatformError
 import fnmatch
 import os
 import sys
 
 import pkg_resources
-from setuptools import Command, Extension, find_packages, setup
-from setuptools.dist import Distribution
 
 import versioneer