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{
lib,
buildPythonPackage,
python,
fetchFromGitHub,
cython,
numpy,
pandas,
property-cached,
pytestCheckHook,
scipy,
setuptools-scm,
statsmodels,
meson-python,
}:
buildPythonPackage rec {
pname = "arch";
version = "8.0.0";
pyproject = true;
src = fetchFromGitHub {
owner = "bashtage";
repo = "arch";
tag = "v${version}";
hash = "sha256-qw8sSgsMu6YTiQlzsrePnDKkFBtrxD9RK6ZZE5jFeX0=";
};
build-system = [
setuptools-scm
cython
meson-python
];
dependencies = [
numpy
pandas
property-cached
scipy
statsmodels
];
nativeCheckInputs = [ pytestCheckHook ];
# Replace the source tree's arch/ with symlinks to the installed package.
# pytest adds rootdir to sys.path, so the source arch/ always shadows the
# installed one. The source tree lacks _version.py (generated by setuptools-scm)
# and compiled Cython extensions, causing import failures.
# Symlinking to the installed package makes all imports resolve correctly.
preCheck = ''
rm -rf arch
ln -s $out/${python.sitePackages}/arch arch
'';
disabledTestPaths = [
# Skip long-running/failing tests
"arch/tests/univariate/test_forecast.py"
"arch/tests/univariate/test_mean.py"
];
pythonImportsCheck = [ "arch" ];
meta = {
description = "Autoregressive Conditional Heteroskedasticity (ARCH) and other tools for financial econometrics";
homepage = "https://github.com/bashtage/arch";
changelog = "https://github.com/bashtage/arch/releases/tag/${src.tag}";
license = lib.licenses.mit;
maintainers = with lib.maintainers; [ jherland ];
};
}
|
