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at master
1234567891011121314151617181920212223242526272829303132333435363738394041424344454647484950515253545556575859606162636465666768697071{ lib, buildPythonPackage, python, fetchFromGitHub, cython, numpy, pandas, property-cached, pytestCheckHook, scipy, setuptools-scm, statsmodels, meson-python,}:
buildPythonPackage rec { pname = "arch"; version = "8.0.0"; pyproject = true;
src = fetchFromGitHub { owner = "bashtage"; repo = "arch"; tag = "v${version}"; hash = "sha256-qw8sSgsMu6YTiQlzsrePnDKkFBtrxD9RK6ZZE5jFeX0="; };
build-system = [ setuptools-scm cython meson-python ];
dependencies = [ numpy pandas property-cached scipy statsmodels ];
nativeCheckInputs = [ pytestCheckHook ];
# Replace the source tree's arch/ with symlinks to the installed package. # pytest adds rootdir to sys.path, so the source arch/ always shadows the # installed one. The source tree lacks _version.py (generated by setuptools-scm) # and compiled Cython extensions, causing import failures. # Symlinking to the installed package makes all imports resolve correctly. preCheck = '' rm -rf arch ln -s $out/${python.sitePackages}/arch arch '';
disabledTestPaths = [ # Skip long-running/failing tests "arch/tests/univariate/test_forecast.py" "arch/tests/univariate/test_mean.py" ];
pythonImportsCheck = [ "arch" ];
meta = { description = "Autoregressive Conditional Heteroskedasticity (ARCH) and other tools for financial econometrics"; homepage = "https://github.com/bashtage/arch"; changelog = "https://github.com/bashtage/arch/releases/tag/${src.tag}"; license = lib.licenses.mit; maintainers = with lib.maintainers; [ jherland ]; };}