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