mirror of
https://github.com/saymrwulf/prophet.git
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014b3b5919
* Update memory requirement description per #326 * Fix R warning with extra regressor; disallow constant extra regressors. * Fix unit test broken in new pandas * Fix diagnostics unit tests for new pandas * Fix copy with extra seasonalities / regressors Py * Fix copy with extra seasonalities / regressors R * Fix weekly_start and yearly_start in R plot_components * Fix plotting in pandas 0.21 by using pydatetime instead of numpy * Version bump * Update README for new version * Fix missing columns in SHF with extra regressor
127 lines
4 KiB
Python
127 lines
4 KiB
Python
import os.path
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import pickle
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import platform
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import sys
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from pkg_resources import (
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normalize_path,
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working_set,
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add_activation_listener,
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require,
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)
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from setuptools import setup
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from setuptools.command.build_py import build_py
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from setuptools.command.develop import develop
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from setuptools.command.test import test as test_command
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PLATFORM = 'unix'
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if platform.platform().startswith('Win'):
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PLATFORM = 'win'
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SETUP_DIR = os.path.dirname(os.path.abspath(__file__))
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MODELS_DIR = os.path.join(SETUP_DIR, 'stan', PLATFORM)
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MODELS_TARGET_DIR = os.path.join('fbprophet', 'stan_models')
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def build_stan_models(target_dir, models_dir=MODELS_DIR):
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from pystan import StanModel
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for model_type in ['linear', 'logistic']:
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model_name = 'prophet_{}_growth.stan'.format(model_type)
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target_name = '{}_growth.pkl'.format(model_type)
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with open(os.path.join(models_dir, model_name)) as f:
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model_code = f.read()
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sm = StanModel(model_code=model_code)
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with open(os.path.join(target_dir, target_name), 'wb') as f:
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pickle.dump(sm, f, protocol=pickle.HIGHEST_PROTOCOL)
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class BuildPyCommand(build_py):
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"""Custom build command to pre-compile Stan models."""
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def run(self):
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if not self.dry_run:
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target_dir = os.path.join(self.build_lib, MODELS_TARGET_DIR)
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self.mkpath(target_dir)
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build_stan_models(target_dir)
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build_py.run(self)
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class DevelopCommand(develop):
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"""Custom develop command to pre-compile Stan models in-place."""
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def run(self):
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if not self.dry_run:
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target_dir = os.path.join(self.setup_path, MODELS_TARGET_DIR)
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self.mkpath(target_dir)
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build_stan_models(target_dir)
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develop.run(self)
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class TestCommand(test_command):
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"""We must run tests on the build directory, not source."""
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def with_project_on_sys_path(self, func):
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# Ensure metadata is up-to-date
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self.reinitialize_command('build_py', inplace=0)
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self.run_command('build_py')
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bpy_cmd = self.get_finalized_command("build_py")
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build_path = normalize_path(bpy_cmd.build_lib)
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# Build extensions
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self.reinitialize_command('egg_info', egg_base=build_path)
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self.run_command('egg_info')
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self.reinitialize_command('build_ext', inplace=0)
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self.run_command('build_ext')
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ei_cmd = self.get_finalized_command("egg_info")
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old_path = sys.path[:]
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old_modules = sys.modules.copy()
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try:
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sys.path.insert(0, normalize_path(ei_cmd.egg_base))
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working_set.__init__()
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add_activation_listener(lambda dist: dist.activate())
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require('%s==%s' % (ei_cmd.egg_name, ei_cmd.egg_version))
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func()
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finally:
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sys.path[:] = old_path
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sys.modules.clear()
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sys.modules.update(old_modules)
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working_set.__init__()
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setup(
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name='fbprophet',
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version='0.2.1',
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description='Automatic Forecasting Procedure',
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url='https://facebook.github.io/prophet/',
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author='Sean J. Taylor <sjt@fb.com>, Ben Letham <bletham@fb.com>',
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author_email='sjt@fb.com',
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license='BSD',
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packages=['fbprophet', 'fbprophet.tests'],
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setup_requires=[
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],
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install_requires=[
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'matplotlib',
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'pandas>=0.18.1',
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'pystan>=2.14',
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],
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zip_safe=False,
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include_package_data=True,
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# For Python 3, Will enforce that tests are run after a build.
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use_2to3=True,
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cmdclass={
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'build_py': BuildPyCommand,
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'develop': DevelopCommand,
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'test': TestCommand,
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},
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test_suite='fbprophet.tests',
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long_description="""
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Implements a procedure for forecasting time series data based on an additive model where non-linear trends are fit with yearly and weekly seasonality, plus holidays. It works best with daily periodicity data with at least one year of historical data. Prophet is robust to missing data, shifts in the trend, and large outliers.
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"""
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)
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