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32 lines (30 loc) · 876 Bytes
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from setuptools import setup, find_packages
with open("README.md", "r") as fh:
long_description = fh.read()
setup(
name="Backtest-Optimizer",
version="0.1.0",
author="Alexnader Demachev",
author_email="alexdemachev@gmail.com",
description="Hyperparameter search with Combinatorial Cross Validation",
long_description=long_description,
long_description_content_type="text/markdown",
url="https://github.com/alex33d/backtest_optimizer",
packages=find_packages(),
classifiers=[
"Programming Language :: Python :: 3",
"License :: OSI Approved :: MIT License",
"Operating System :: OS Independent",
],
python_requires='>=3.6',
install_requires=[
'numpy',
'pandas',
'scikit-learn',
'optuna',
'matplotlib',
'scipy',
'joblib',
'statsmodels'
],
)