646b892680
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67 lines
1.4 KiB
Nix
67 lines
1.4 KiB
Nix
{
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lib,
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buildPythonPackage,
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fetchFromGitHub,
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cython,
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numpy,
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pandas,
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property-cached,
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pytestCheckHook,
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scipy,
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setuptools,
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setuptools-scm,
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statsmodels,
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}:
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buildPythonPackage rec {
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pname = "arch";
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version = "7.2.0";
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pyproject = true;
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src = fetchFromGitHub {
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owner = "bashtage";
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repo = "arch";
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tag = "v${version}";
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hash = "sha256-3H/6mdPg8rg+N1wecqLDzc7Ot3SnUVpOagns4PsTD/Q=";
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};
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postPatch = ''
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substituteInPlace setup.cfg \
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--replace-fail 'PytestRemovedIn8Warning' 'PytestRemovedIn9Warning'
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substituteInPlace pyproject.toml \
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--replace-fail '"setuptools_scm[toml]>=8.0.3,<9",' '"setuptools_scm[toml]",'
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'';
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build-system = [
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setuptools
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setuptools-scm
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cython
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];
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dependencies = [
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numpy
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pandas
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property-cached
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scipy
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statsmodels
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];
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nativeCheckInputs = [ pytestCheckHook ];
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disabledTestPaths = [
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# Skip long-running/failing tests
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"arch/tests/univariate/test_forecast.py"
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"arch/tests/univariate/test_mean.py"
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];
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pythonImportsCheck = [ "arch" ];
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meta = {
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description = "Autoregressive Conditional Heteroskedasticity (ARCH) and other tools for financial econometrics";
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homepage = "https://github.com/bashtage/arch";
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changelog = "https://github.com/bashtage/arch/releases/tag/v${version}";
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license = lib.licenses.mit;
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maintainers = with lib.maintainers; [ jherland ];
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};
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}
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