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setup.py
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from setuptools import setup, find_packages
setup(
name='priceprop',
version='1.0.2',
description=(
'Calibrate and simulate linear propagator models for the price '
'impact of an extrinsic order flow.'
),
long_description="""
The models and methods are explained in:
Patzelt, F. and Bouchaud, J-P.:
Nonlinear price impact from linear models
Journal of Statistical Mechanics (2017, in print)
Preprint at arXiv:1706.04163
""",
classifiers=[
'Development Status :: 5 - Production/Stable',
'Intended Audience :: Developers',
'Intended Audience :: Education',
'Intended Audience :: Science/Research',
'License :: OSI Approved :: MIT License',
'Programming Language :: Python :: 2 :: Only',
'Programming Language :: Python :: 2.7',
#'Programming Language :: Python :: 3',
#'Programming Language :: Python :: 3.6',
'Topic :: Scientific/Engineering',
'Topic :: Software Development :: Libraries',
'Topic :: Software Development :: Libraries :: Python Modules'
],
keywords=[
'propagator', 'price impact', 'intra day', 'order flow',
'price return', 'Transient Impact Model', 'TIM',
'History Dependent Impact Model', 'HDIM'
],
url='http://github.com/felixpatzelt/priceprop',
download_url=(
'https://github.com/felixpatzelt/priceprop/archive/1.0.2.tar.gz'
),
author='Felix Patzelt',
author_email='[email protected]',
license='MIT',
packages=find_packages(),
install_requires=[
'numpy',
'scipy',
'pandas',
'scorr'
],
include_package_data=True,
zip_safe=False,
test_suite='tests',
)