py-zipline: Update to 1.3.0

To: pkgsrc-wip-changes%NetBSD.org@localhost
Subject: py-zipline: Update to 1.3.0
From: Min Kim <minskim%NetBSD.org@localhost>
Date: Sat, 25 Jan 2020 02:20:14 +0000
Module Name:	pkgsrc-wip
Committed By:	Min Kim <minskim%NetBSD.org@localhost>
Pushed By:	minskim
Date:		Fri Jan 24 18:20:14 2020 -0800
Changeset:	e1166a8aeee5084dbf134bf420bfcca7644a6a22

Modified Files:
	py-zipline/Makefile
	py-zipline/PLIST
	py-zipline/distinfo
	py-zipline/patches/patch-zipline_assets_asset__writer.py
	py-zipline/patches/patch-zipline_testing_core.py
Added Files:
	py-zipline/patches/patch-etc_requirements.txt
	py-zipline/patches/patch-setup.py
	py-zipline/patches/patch-zipline.egg-info_requires.txt
	py-zipline/patches/patch-zipline_algorithm.py
	py-zipline/patches/patch-zipline_data_bundles_core.py
	py-zipline/patches/patch-zipline_gens_tradesimulation.py
	py-zipline/patches/patch-zipline_testing_fixtures.py

Log Message:
py-zipline: Update to 1.3.0

Highlights:

- Support for Newer Numpy/Pandas Versions
- Standalone trading_calendars Module
- Custom Blotters
- Custom Command-Line Arguments

To see a diff of this commit:
https://wip.pkgsrc.org/cgi-bin/gitweb.cgi?p=pkgsrc-wip.git;a=commitdiff;h=e1166a8aeee5084dbf134bf420bfcca7644a6a22

Please note that diffs are not public domain; they are subject to the
copyright notices on the relevant files.

diffstat:
 py-zipline/Makefile                                |  9 +++-
 py-zipline/PLIST                                   | 63 +++++++---------------
 py-zipline/distinfo                                | 19 ++++---
 py-zipline/patches/patch-etc_requirements.txt      | 27 ++++++++++
 py-zipline/patches/patch-setup.py                  | 19 +++++++
 .../patches/patch-zipline.egg-info_requires.txt    | 35 ++++++++++++
 py-zipline/patches/patch-zipline_algorithm.py      | 15 ++++++
 .../patches/patch-zipline_assets_asset__writer.py  | 12 ++++-
 .../patches/patch-zipline_data_bundles_core.py     | 15 ++++++
 .../patches/patch-zipline_gens_tradesimulation.py  | 15 ++++++
 py-zipline/patches/patch-zipline_testing_core.py   |  2 +-
 .../patches/patch-zipline_testing_fixtures.py      | 15 ++++++
 12 files changed, 193 insertions(+), 53 deletions(-)

diffs:
diff --git a/py-zipline/Makefile b/py-zipline/Makefile
index e008ecadd7..7ba476d4e3 100644
--- a/py-zipline/Makefile
+++ b/py-zipline/Makefile
@@ -1,6 +1,6 @@
 # $NetBSD: Makefile,v 1.1 2012/11/09 18:14:45 jihbed Exp $
 
-DISTNAME=	zipline-1.2.0
+DISTNAME=	zipline-1.3.0
 PKGNAME=	${PYPKGPREFIX}-${DISTNAME}
 CATEGORIES=	finance
 MASTER_SITES=	${MASTER_SITE_PYPI:=z/zipline/}
@@ -36,6 +36,7 @@ DEPENDS+=	${PYPKGPREFIX}-sqlalchemy>=1.0.8:../../databases/py-sqlalchemy
 DEPENDS+=	${PYPKGPREFIX}-statsmodels>=0.6.1:../../math/py-statsmodels
 DEPENDS+=	${PYPKGPREFIX}-tables>=3.3.0:../../math/py-tables
 DEPENDS+=	${PYPKGPREFIX}-toolz>=0.8.2:../../devel/py-toolz
+DEPENDS+=	${PYPKGPREFIX}-trading-calendars>=1.0.1:../../time/py-trading-calendars
 
 PYTHON_VERSIONS_INCOMPATIBLE=	27
 
@@ -45,6 +46,12 @@ BUILDLINK_API_DEPENDS.py-cython+=	${PYPKGPREFIX}-cython>=0.22.1
 BUILDLINK_API_DEPENDS.py-numpy+=	${PYPKGPREFIX}-numpy>=1.11.1
 .include "../../math/py-numpy/buildlink3.mk"
 
+post-extract:
+	${FIND} ${WRKSRC} -name *.c | ${XARGS} ${RM}
+
+pre-install:
+	${RM} -f ${WRKSRC}/zipline.egg-info/requires.txt.orig
+
 post-install:
 	${MV} ${DESTDIR}${PREFIX}/bin/zipline \
 		${DESTDIR}${PREFIX}/bin/zipline-${PYVERSSUFFIX}
diff --git a/py-zipline/PLIST b/py-zipline/PLIST
index c539eaec54..b8bb171316 100644
--- a/py-zipline/PLIST
+++ b/py-zipline/PLIST
@@ -4,6 +4,7 @@ ${PYSITELIB}/${EGG_INFODIR}/PKG-INFO
 ${PYSITELIB}/${EGG_INFODIR}/SOURCES.txt
 ${PYSITELIB}/${EGG_INFODIR}/dependency_links.txt
 ${PYSITELIB}/${EGG_INFODIR}/entry_points.txt
+${PYSITELIB}/${EGG_INFODIR}/pbr.json
 ${PYSITELIB}/${EGG_INFODIR}/requires.txt
 ${PYSITELIB}/${EGG_INFODIR}/top_level.txt
 ${PYSITELIB}/zipline/__init__.py
@@ -74,6 +75,9 @@ ${PYSITELIB}/zipline/data/benchmarks.pyo
 ${PYSITELIB}/zipline/data/bundles/__init__.py
 ${PYSITELIB}/zipline/data/bundles/__init__.pyc
 ${PYSITELIB}/zipline/data/bundles/__init__.pyo
+${PYSITELIB}/zipline/data/bundles/avocados.py
+${PYSITELIB}/zipline/data/bundles/avocados.pyc
+${PYSITELIB}/zipline/data/bundles/avocados.pyo
 ${PYSITELIB}/zipline/data/bundles/core.py
 ${PYSITELIB}/zipline/data/bundles/core.pyc
 ${PYSITELIB}/zipline/data/bundles/core.pyo
@@ -143,6 +147,9 @@ ${PYSITELIB}/zipline/examples/momentum_pipeline.pyo
 ${PYSITELIB}/zipline/examples/olmar.py
 ${PYSITELIB}/zipline/examples/olmar.pyc
 ${PYSITELIB}/zipline/examples/olmar.pyo
+${PYSITELIB}/zipline/extensions.py
+${PYSITELIB}/zipline/extensions.pyc
+${PYSITELIB}/zipline/extensions.pyo
 ${PYSITELIB}/zipline/finance/__init__.py
 ${PYSITELIB}/zipline/finance/__init__.pyc
 ${PYSITELIB}/zipline/finance/__init__.pyo
@@ -151,9 +158,15 @@ ${PYSITELIB}/zipline/finance/_finance_ext.so
 ${PYSITELIB}/zipline/finance/asset_restrictions.py
 ${PYSITELIB}/zipline/finance/asset_restrictions.pyc
 ${PYSITELIB}/zipline/finance/asset_restrictions.pyo
-${PYSITELIB}/zipline/finance/blotter.py
-${PYSITELIB}/zipline/finance/blotter.pyc
-${PYSITELIB}/zipline/finance/blotter.pyo
+${PYSITELIB}/zipline/finance/blotter/__init__.py
+${PYSITELIB}/zipline/finance/blotter/__init__.pyc
+${PYSITELIB}/zipline/finance/blotter/__init__.pyo
+${PYSITELIB}/zipline/finance/blotter/blotter.py
+${PYSITELIB}/zipline/finance/blotter/blotter.pyc
+${PYSITELIB}/zipline/finance/blotter/blotter.pyo
+${PYSITELIB}/zipline/finance/blotter/simulation_blotter.py
+${PYSITELIB}/zipline/finance/blotter/simulation_blotter.pyc
+${PYSITELIB}/zipline/finance/blotter/simulation_blotter.pyo
 ${PYSITELIB}/zipline/finance/cancel_policy.py
 ${PYSITELIB}/zipline/finance/cancel_policy.pyc
 ${PYSITELIB}/zipline/finance/cancel_policy.pyo
@@ -423,44 +436,9 @@ ${PYSITELIB}/zipline/utils/argcheck.pyo
 ${PYSITELIB}/zipline/utils/cache.py
 ${PYSITELIB}/zipline/utils/cache.pyc
 ${PYSITELIB}/zipline/utils/cache.pyo
-${PYSITELIB}/zipline/utils/calendars/__init__.py
-${PYSITELIB}/zipline/utils/calendars/__init__.pyc
-${PYSITELIB}/zipline/utils/calendars/__init__.pyo
-${PYSITELIB}/zipline/utils/calendars/_calendar_helpers.pyx
-${PYSITELIB}/zipline/utils/calendars/_calendar_helpers.so
-${PYSITELIB}/zipline/utils/calendars/calendar_utils.py
-${PYSITELIB}/zipline/utils/calendars/calendar_utils.pyc
-${PYSITELIB}/zipline/utils/calendars/calendar_utils.pyo
-${PYSITELIB}/zipline/utils/calendars/exchange_calendar_bmf.py
-${PYSITELIB}/zipline/utils/calendars/exchange_calendar_bmf.pyc
-${PYSITELIB}/zipline/utils/calendars/exchange_calendar_bmf.pyo
-${PYSITELIB}/zipline/utils/calendars/exchange_calendar_cfe.py
-${PYSITELIB}/zipline/utils/calendars/exchange_calendar_cfe.pyc
-${PYSITELIB}/zipline/utils/calendars/exchange_calendar_cfe.pyo
-${PYSITELIB}/zipline/utils/calendars/exchange_calendar_cme.py
-${PYSITELIB}/zipline/utils/calendars/exchange_calendar_cme.pyc
-${PYSITELIB}/zipline/utils/calendars/exchange_calendar_cme.pyo
-${PYSITELIB}/zipline/utils/calendars/exchange_calendar_ice.py
-${PYSITELIB}/zipline/utils/calendars/exchange_calendar_ice.pyc
-${PYSITELIB}/zipline/utils/calendars/exchange_calendar_ice.pyo
-${PYSITELIB}/zipline/utils/calendars/exchange_calendar_lse.py
-${PYSITELIB}/zipline/utils/calendars/exchange_calendar_lse.pyc
-${PYSITELIB}/zipline/utils/calendars/exchange_calendar_lse.pyo
-${PYSITELIB}/zipline/utils/calendars/exchange_calendar_nyse.py
-${PYSITELIB}/zipline/utils/calendars/exchange_calendar_nyse.pyc
-${PYSITELIB}/zipline/utils/calendars/exchange_calendar_nyse.pyo
-${PYSITELIB}/zipline/utils/calendars/exchange_calendar_tsx.py
-${PYSITELIB}/zipline/utils/calendars/exchange_calendar_tsx.pyc
-${PYSITELIB}/zipline/utils/calendars/exchange_calendar_tsx.pyo
-${PYSITELIB}/zipline/utils/calendars/trading_calendar.py
-${PYSITELIB}/zipline/utils/calendars/trading_calendar.pyc
-${PYSITELIB}/zipline/utils/calendars/trading_calendar.pyo
-${PYSITELIB}/zipline/utils/calendars/us_futures_calendar.py
-${PYSITELIB}/zipline/utils/calendars/us_futures_calendar.pyc
-${PYSITELIB}/zipline/utils/calendars/us_futures_calendar.pyo
-${PYSITELIB}/zipline/utils/calendars/us_holidays.py
-${PYSITELIB}/zipline/utils/calendars/us_holidays.pyc
-${PYSITELIB}/zipline/utils/calendars/us_holidays.pyo
+${PYSITELIB}/zipline/utils/calendars.py
+${PYSITELIB}/zipline/utils/calendars.pyc
+${PYSITELIB}/zipline/utils/calendars.pyo
 ${PYSITELIB}/zipline/utils/classproperty.py
 ${PYSITELIB}/zipline/utils/classproperty.pyc
 ${PYSITELIB}/zipline/utils/classproperty.pyo
@@ -542,9 +520,6 @@ ${PYSITELIB}/zipline/utils/security_list.pyo
 ${PYSITELIB}/zipline/utils/sentinel.py
 ${PYSITELIB}/zipline/utils/sentinel.pyc
 ${PYSITELIB}/zipline/utils/sentinel.pyo
-${PYSITELIB}/zipline/utils/serialization_utils.py
-${PYSITELIB}/zipline/utils/serialization_utils.pyc
-${PYSITELIB}/zipline/utils/serialization_utils.pyo
 ${PYSITELIB}/zipline/utils/sharedoc.py
 ${PYSITELIB}/zipline/utils/sharedoc.pyc
 ${PYSITELIB}/zipline/utils/sharedoc.pyo
diff --git a/py-zipline/distinfo b/py-zipline/distinfo
index a85b8e7af0..c6b78201d5 100644
--- a/py-zipline/distinfo
+++ b/py-zipline/distinfo
@@ -1,9 +1,16 @@
 $NetBSD: distinfo,v 1.1 2012/11/09 18:14:45 jihbed Exp $
 
-SHA1 (zipline-1.2.0.tar.gz) = 22ddbd436a90a7d82eeef873948b17bb92a7e14c
-RMD160 (zipline-1.2.0.tar.gz) = 866b8ec00545efa9db85ad8a5a4c4af036646e91
-SHA512 (zipline-1.2.0.tar.gz) = 435646dbdb0eda6954fc8dcaeced3fe29b3a3eeb54735aabd769cf827b49e227e6b7fb6f14cae89456274d9106db643beb6ffcff69c5aa7af77a2d77e69e1e44
-Size (zipline-1.2.0.tar.gz) = 659617 bytes
-SHA1 (patch-zipline_assets_asset__writer.py) = 7d83ce61414a41eb53c2dc08cc08b27d7de0e7d0
+SHA1 (zipline-1.3.0.tar.gz) = ba65d211c40079c8832294a0c78a2b489493fba2
+RMD160 (zipline-1.3.0.tar.gz) = c0f11d84390f53bef8070c4ece30f49afe1ab9a6
+SHA512 (zipline-1.3.0.tar.gz) = df3b6d273bc68b631d57c32a651b36882acb1a198ec6f2b8e43aa028ec35cefab0dee442a0dffcbbeb76315e8635d2651582884898003b82e7c7b995eda7d269
+Size (zipline-1.3.0.tar.gz) = 2461344 bytes
+SHA1 (patch-etc_requirements.txt) = b0b5f797ca5c568b5b825733f56b7d892dfed198
+SHA1 (patch-setup.py) = affa1b13214ac226d125028c59d63152bad039bb
+SHA1 (patch-zipline.egg-info_requires.txt) = 0b89bd8ae076f3e6838e6c0195bb50300f0bd094
+SHA1 (patch-zipline_algorithm.py) = 48b7b10c037c7bae6bcdfb4e619b4585d6fdccba
+SHA1 (patch-zipline_assets_asset__writer.py) = 0c689300a1dce037ac48393dbb1e697b34714fe8
 SHA1 (patch-zipline_assets_assets.py) = cbe5412b797206e0c55e2b0b2afab7e7c731c4ed
-SHA1 (patch-zipline_testing_core.py) = f499e381370422fa9b75214b94d629b5d4ee5aaa
+SHA1 (patch-zipline_data_bundles_core.py) = fc0ec45f9ea328197283f18526c2a7a2e55383ed
+SHA1 (patch-zipline_gens_tradesimulation.py) = fcf344e65fbb1d7505504c23930e41ad87ac7336
+SHA1 (patch-zipline_testing_core.py) = 46cc9ae5c9efc7660f72934f72d33886c18163b2
+SHA1 (patch-zipline_testing_fixtures.py) = 12c08df3adc770d40c9b388956a60bc32a69510b
diff --git a/py-zipline/patches/patch-etc_requirements.txt b/py-zipline/patches/patch-etc_requirements.txt
new file mode 100644
index 0000000000..2774ac24cf
--- /dev/null
+++ b/py-zipline/patches/patch-etc_requirements.txt
@@ -0,0 +1,27 @@
+$NetBSD$
+
+Remove unnecessary dependencies.
+
+--- etc/requirements.txt.orig	2018-04-01 22:31:05.000000000 +0000
++++ etc/requirements.txt
+@@ -1,5 +1,3 @@
+-# Incompatible with earlier PIP versions
+-pip>=7.1.0
+ # bcolz fails to install if this is not in the build_requires.
+ setuptools>18.0
+ 
+@@ -31,14 +29,9 @@ requests==2.9.1
+ 
+ Cython==0.25.2
+ 
+-# faster OrderedDict
+-cyordereddict==0.2.2
+-
+ # faster array ops.
+ bottleneck==1.0.0
+ 
+-contextlib2==0.4.0
+-
+ # networkx requires decorator
+ decorator==4.0.0
+ 
diff --git a/py-zipline/patches/patch-setup.py b/py-zipline/patches/patch-setup.py
new file mode 100644
index 0000000000..4307114e35
--- /dev/null
+++ b/py-zipline/patches/patch-setup.py
@@ -0,0 +1,19 @@
+$NetBSD$
+
+Allow to use newer versions of dependencies.
+
+--- setup.py.orig	2018-07-16 14:49:07.000000000 +0000
++++ setup.py
+@@ -166,9 +166,9 @@ def _filter_requirements(lines_iter, fil
+ 
+ 
+ REQ_UPPER_BOUNDS = {
+-    'bcolz': '<1',
+-    'pandas': '<=0.22',
+-    'networkx': '<2.0',
++    #'bcolz': '<1',
++    #'pandas': '<=0.22',
++    #'networkx': '<2.0',
+ }
+ 
+ 
diff --git a/py-zipline/patches/patch-zipline.egg-info_requires.txt b/py-zipline/patches/patch-zipline.egg-info_requires.txt
new file mode 100644
index 0000000000..65d327cd20
--- /dev/null
+++ b/py-zipline/patches/patch-zipline.egg-info_requires.txt
@@ -0,0 +1,35 @@
+$NetBSD$
+
+- Use contextlib from the standard library.
+- Allow to use newer versions of dependencies.
+- Remove unnecessary dependencies.
+
+--- zipline.egg-info/requires.txt.orig	2018-07-17 00:59:16.000000000 +0000
++++ zipline.egg-info/requires.txt
+@@ -1,11 +1,10 @@
+-pip>=7.1.0
+ setuptools>18.0
+ Logbook>=0.12.5
+ pytz>=2016.4
+ numpy>=1.11.1
+ requests-file>=1.4.1
+ scipy>=0.17.1
+-pandas<=0.22,>=0.18.1
++pandas>=0.18.1
+ pandas-datareader>=0.2.1
+ patsy>=0.4.0
+ statsmodels>=0.6.1
+@@ -15,11 +14,10 @@ requests>=2.9.1
+ Cython>=0.25.2
+ cyordereddict>=0.2.2
+ bottleneck>=1.0.0
+-contextlib2>=0.4.0
+ decorator>=4.0.0
+-networkx<2.0,>=1.9.1
++networkx>=1.9.1
+ numexpr>=2.6.1
+-bcolz<1,>=0.12.1
++bcolz>=0.12.1
+ click>=4.0.0
+ toolz>=0.8.2
+ multipledispatch>=0.4.8
diff --git a/py-zipline/patches/patch-zipline_algorithm.py b/py-zipline/patches/patch-zipline_algorithm.py
new file mode 100644
index 0000000000..52d229b0a8
--- /dev/null
+++ b/py-zipline/patches/patch-zipline_algorithm.py
@@ -0,0 +1,15 @@
+$NetBSD$
+
+Use contextlib from the standard library.
+
+--- zipline/algorithm.py.orig	2018-07-16 20:12:55.000000000 +0000
++++ zipline/algorithm.py
+@@ -20,7 +20,7 @@ from datetime import tzinfo, time
+ import logbook
+ import pytz
+ import pandas as pd
+-from contextlib2 import ExitStack
++from contextlib import ExitStack
+ import numpy as np
+ 
+ from itertools import chain, repeat
diff --git a/py-zipline/patches/patch-zipline_assets_asset__writer.py b/py-zipline/patches/patch-zipline_assets_asset__writer.py
index bee7560b08..a54d6dc5f5 100644
--- a/py-zipline/patches/patch-zipline_assets_asset__writer.py
+++ b/py-zipline/patches/patch-zipline_assets_asset__writer.py
@@ -1,9 +1,19 @@
 $NetBSD$
 
-Compatibility with Python 3.7 and 3.8
+- Use contextlib from the standard library.
+- Fix syntax errors with Python 3.7 and 3.8.
 
 --- zipline/assets/asset_writer.py.orig	2017-12-11 17:11:41.000000000 +0000
 +++ zipline/assets/asset_writer.py
+@@ -15,7 +15,7 @@
+ from collections import namedtuple
+ import re
+ 
+-from contextlib2 import ExitStack
++from contextlib import ExitStack
+ import numpy as np
+ import pandas as pd
+ import sqlalchemy as sa
 @@ -253,7 +253,7 @@ def _split_symbol_mappings(df):
                  len(ambigious),
                  '' if len(ambigious) == 1 else 's',
diff --git a/py-zipline/patches/patch-zipline_data_bundles_core.py b/py-zipline/patches/patch-zipline_data_bundles_core.py
new file mode 100644
index 0000000000..539809c32d
--- /dev/null
+++ b/py-zipline/patches/patch-zipline_data_bundles_core.py
@@ -0,0 +1,15 @@
+$NetBSD$
+
+Use contextlib from the standard library.
+
+--- zipline/data/bundles/core.py.orig	2018-07-16 14:49:07.000000000 +0000
++++ zipline/data/bundles/core.py
+@@ -4,7 +4,7 @@ import os
+ import shutil
+ import warnings
+ 
+-from contextlib2 import ExitStack
++from contextlib import ExitStack
+ import click
+ import pandas as pd
+ from trading_calendars import get_calendar
diff --git a/py-zipline/patches/patch-zipline_gens_tradesimulation.py b/py-zipline/patches/patch-zipline_gens_tradesimulation.py
new file mode 100644
index 0000000000..9d6f1f382d
--- /dev/null
+++ b/py-zipline/patches/patch-zipline_gens_tradesimulation.py
@@ -0,0 +1,15 @@
+$NetBSD$
+
+Use contextlib from the standard library.
+
+--- zipline/gens/tradesimulation.py.orig	2018-03-12 17:33:52.000000000 +0000
++++ zipline/gens/tradesimulation.py
+@@ -12,7 +12,7 @@
+ # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ # See the License for the specific language governing permissions and
+ # limitations under the License.
+-from contextlib2 import ExitStack
++from contextlib import ExitStack
+ from copy import copy
+ from logbook import Logger, Processor
+ from zipline.finance.order import ORDER_STATUS
diff --git a/py-zipline/patches/patch-zipline_testing_core.py b/py-zipline/patches/patch-zipline_testing_core.py
index aa4f2144b3..377427d52b 100644
--- a/py-zipline/patches/patch-zipline_testing_core.py
+++ b/py-zipline/patches/patch-zipline_testing_core.py
@@ -1,6 +1,6 @@
 $NetBSD$
 
-Compatibility with Python 3.7 and 3.8
+Fix syntax errors with Python 3.7 and 3.8.
 
 --- zipline/testing/core.py.orig	2018-03-12 17:33:52.000000000 +0000
 +++ zipline/testing/core.py
diff --git a/py-zipline/patches/patch-zipline_testing_fixtures.py b/py-zipline/patches/patch-zipline_testing_fixtures.py
new file mode 100644
index 0000000000..e1a83656f5
--- /dev/null
+++ b/py-zipline/patches/patch-zipline_testing_fixtures.py
@@ -0,0 +1,15 @@
+$NetBSD$
+
+Use contextlib from the standard library.
+
+--- zipline/testing/fixtures.py.orig	2018-07-16 14:49:07.000000000 +0000
++++ zipline/testing/fixtures.py
+@@ -3,7 +3,7 @@ import sqlite3
+ from unittest import TestCase
+ import warnings
+ 
+-from contextlib2 import ExitStack
++from contextlib import ExitStack
+ from logbook import NullHandler, Logger
+ import pandas as pd
+ from six import with_metaclass, iteritems
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