diff options
| author | Yuri Victorovich <yuri@FreeBSD.org> | 2022-12-26 20:57:37 +0000 |
|---|---|---|
| committer | Yuri Victorovich <yuri@FreeBSD.org> | 2022-12-26 21:00:29 +0000 |
| commit | cc2dc105ef495bc5cfc6cb3e94b78ad28d91210d (patch) | |
| tree | 8ca3affc51403a023606c8011194e2d6c8d9ac9a | |
| parent | e9c2fa18e8f804503eea9bedb519df96510e8a9a (diff) | |
science/py-arch: New port: Autoregressive Conditional Heteroskedasticity (ARCH) models
| -rw-r--r-- | science/Makefile | 1 | ||||
| -rw-r--r-- | science/py-arch/Makefile | 32 | ||||
| -rw-r--r-- | science/py-arch/distinfo | 3 | ||||
| -rw-r--r-- | science/py-arch/pkg-descr | 2 |
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. |