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authorYuri Victorovich <yuri@FreeBSD.org>2022-12-26 20:57:37 +0000
committerYuri Victorovich <yuri@FreeBSD.org>2022-12-26 21:00:29 +0000
commitcc2dc105ef495bc5cfc6cb3e94b78ad28d91210d (patch)
tree8ca3affc51403a023606c8011194e2d6c8d9ac9a
parente9c2fa18e8f804503eea9bedb519df96510e8a9a (diff)
downloadports-cc2dc105ef495bc5cfc6cb3e94b78ad28d91210d.tar.gz
ports-cc2dc105ef495bc5cfc6cb3e94b78ad28d91210d.zip
science/py-arch: New port: Autoregressive Conditional Heteroskedasticity (ARCH) models
-rw-r--r--science/Makefile1
-rw-r--r--science/py-arch/Makefile32
-rw-r--r--science/py-arch/distinfo3
-rw-r--r--science/py-arch/pkg-descr2
4 files changed, 38 insertions, 0 deletions
diff --git a/science/Makefile b/science/Makefile
index f8687aeea6e7..4d6572989c77 100644
--- a/science/Makefile
+++ b/science/Makefile
@@ -292,6 +292,7 @@
SUBDIR += py-abipy
SUBDIR += py-access
SUBDIR += py-arbor
+ SUBDIR += py-arch
SUBDIR += py-asap3
SUBDIR += py-asdf
SUBDIR += py-asdf-standard
diff --git a/science/py-arch/Makefile b/science/py-arch/Makefile
new file mode 100644
index 000000000000..00845260fb34
--- /dev/null
+++ b/science/py-arch/Makefile
@@ -0,0 +1,32 @@
+PORTNAME= arch
+DISTVERSION= 5.3.1
+CATEGORIES= science python # economics
+MASTER_SITES= CHEESESHOP
+PKGNAMEPREFIX= ${PYTHON_PKGNAMEPREFIX}
+
+MAINTAINER= yuri@FreeBSD.org
+COMMENT= Autoregressive Conditional Heteroskedasticity (ARCH) models
+WWW= https://github.com/RomelTorres/alpha_vantage
+
+LICENSE= BSD3CLAUSE
+LICENSE_FILE= ${WRKSRC}/LICENSE.md
+
+PY_DEPENDS= ${PYNUMPY} \
+ ${PYTHON_PKGNAMEPREFIX}pandas>=1.0:math/py-pandas@${PY_FLAVOR} \
+ ${PYTHON_PKGNAMEPREFIX}property-cached>=1.6.4:devel/py-property-cached@${PY_FLAVOR} \
+ ${PYTHON_PKGNAMEPREFIX}scipy>=1.3:science/py-scipy@${PY_FLAVOR} \
+ ${PYTHON_PKGNAMEPREFIX}statsmodels>=0.11:math/py-statsmodels@${PY_FLAVOR}
+BUILD_DEPENDS= ${PY_DEPENDS}
+RUN_DEPENDS= ${PY_DEPENDS}
+
+USES= python:3.8+
+USE_PYTHON= distutils cython autoplist pytest
+
+TEST_WRKSRC= ${WRKSRC}/arch/tests
+
+post-install:
+ @${STRIP_CMD} \
+ ${STAGEDIR}${PYTHON_SITELIBDIR}/arch/bootstrap/_samplers${PYTHON_EXT_SUFFIX}.so \
+ ${STAGEDIR}${PYTHON_SITELIBDIR}/arch/univariate/recursions${PYTHON_EXT_SUFFIX}.so
+
+.include <bsd.port.mk>
diff --git a/science/py-arch/distinfo b/science/py-arch/distinfo
new file mode 100644
index 000000000000..3a44c942e6c2
--- /dev/null
+++ b/science/py-arch/distinfo
@@ -0,0 +1,3 @@
+TIMESTAMP = 1672085658
+SHA256 (arch-5.3.1.tar.gz) = 106f15c8770a34f71239b6c88f8517814e6b7fea3b8f2e009b3a8a23fd7e77c2
+SIZE (arch-5.3.1.tar.gz) = 3086255
diff --git a/science/py-arch/pkg-descr b/science/py-arch/pkg-descr
new file mode 100644
index 000000000000..e9f9bfdedc5b
--- /dev/null
+++ b/science/py-arch/pkg-descr
@@ -0,0 +1,2 @@
+Autoregressive Conditional Heteroskedasticity (ARCH) and other tools for
+financial econometrics, written in Python.