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setup.py
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setup.py
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#!/usr/bin/env python
from setuptools import setup, find_packages, Extension
from Cython.Distutils import build_ext
import numpy
with open('README.rst') as file:
long_description = file.read()
kwargs = {'libraries': [], 'include_dirs': [numpy.get_include()]}
ext_modules = [Extension('diffusions.simulate',
['./diffusions/simulate.pyx'], **kwargs)]
setup(name='diffusions',
version='1.0',
description='Affine Diffusions. Simulation and estimation.',
long_description=long_description,
author='Stanislav Khrapov',
author_email='khrapovs@gmail.com',
url='https://github.com/khrapovs/diffusions',
license='MIT',
packages=find_packages(),
ext_modules=ext_modules,
cmdclass={'build_ext': build_ext},
zip_safe=False,
keywords=['diffusion', 'econometrics', 'estimation', 'affine',
'CIR', 'Vasicek', 'Brownian motion', 'SDE', 'GBM',
'Heston', 'volatility', 'stochastic', 'central tendency',
'GMM'],
classifiers=[
'Development Status :: 4 - Beta',
'Intended Audience :: End Users/Desktop',
'Intended Audience :: Financial and Insurance Industry',
'License :: OSI Approved :: MIT License',
'Operating System :: OS Independent',
'Programming Language :: Python :: 2.7',
'Programming Language :: Python :: 3.3',
'Programming Language :: Python :: 3.4',
],
)