Merge pull request #2643 from quantopian/q-py36

Python 3.6 Support

Author: dmichalowicz

.appveyor.yml

@@ -37,6 +37,13 @@ environment:
       PANDAS_DATAREADER_VERSION: "0.4.0"
       DASK_VERSION: "0.17.1"
 
+    - PYTHON_VERSION: "3.6"
+      PANDAS_VERSION: "0.22.0"
+      NUMPY_VERSION: "1.14.1"
+      SCIPY_VERSION: "1.0.0"
+      PANDAS_DATAREADER_VERSION: "0.4.0"
+      DASK_VERSION: "0.17.1"
+
 # We always use a 64-bit machine, but can build x86 distributions
 # with the PYTHON_ARCH variable (which is used by CMD_IN_ENV).
 platform:

.travis.yml

@@ -3,6 +3,7 @@ fast_finish: true
 python:
   - 2.7
   - 3.5
+  - 3.6
 env:
   global:
     # 1. Generated a token for travis at https://anaconda.org/quantopian/settings/access with scope api:write.
@@ -23,6 +24,8 @@ matrix:
   exclude:
     - python: 2.7
       env: NEW_PANDAS=1
+    - python: 3.6
+      env: OLD_PANDAS=1
 #  include:
 #    # Workaround Travis OSX not natively supporting Python.
 #    - os: osx

conda/0_sortedcontainers/meta.yaml

@@ -1,86 +1,48 @@
 {% set name = "sortedcontainers" %}
-{% set version = "1.4.4" %}
-{% set file_ext = "tar.gz" %}
-{% set hash_type = "sha256" %}
-{% set hash_value = "192f59da6df6f91204f85a614a09b88e5ca680a4cc6a31fbc8689cad472da212" %}
+{% set version = "2.1.0" %}
+{% set sha256 = "974e9a32f56b17c1bac2aebd9dcf197f3eb9cd30553c5852a3187ad162e1a03a" %}
 
 package:
-  name: '{{ name|lower }}'
-  version: '{{ version }}'
+  name: {{ name }}
+  version: {{ version }}
 
 source:
-  fn: '{{ name }}-{{ version }}.{{ file_ext }}'
-  url: https://pypi.io/packages/source/{{ name[0] }}/{{ name }}/{{ name }}-{{ version }}.{{ file_ext }}
-  '{{ hash_type }}': '{{ hash_value }}'
+  fn: {{ name }}-{{ version }}.tar.gz
+  url: https://pypi.io/packages/source/{{ name[0] }}/{{ name }}/{{ name }}-{{ version }}.tar.gz
+  sha256: {{ sha256 }}
 
 build:
   number: 0
   script: python setup.py install --single-version-externally-managed --record=record.txt
 
 requirements:
-  build:
+  host:
     - python
     - setuptools
+
   run:
     - python
 
+
 test:
   imports:
     - sortedcontainers
-  requires:
-    - tox
 
 about:
   home: http://www.grantjenks.com/docs/sortedcontainers/
-  license: Apache Software License
-  license_family: APACHE
-  license_file: ''
+  license: Apache 2.0
+  license_file: LICENSE
   summary: 'Python Sorted Container Types: SortedList, SortedDict, and SortedSet'
-  description: "Python SortedContainers\n=======================\n\n.. image:: https://api.travis-ci.org/grantjenks/sorted_containers.svg\n    :target: http://www.grantjenks.com/docs/sortedcontainers/\n\
-    \n`SortedContainers`_ is an Apache2 licensed `sorted collections library`_,\nwritten in pure-Python, and fast as C-extensions.\n\nPython's standard library is great until you need a sorted collections\n\
-    type. Many will attest that you can get really far without one, but the moment\nyou **really need** a sorted list, dict, or set, you're faced with a dozen\ndifferent implementations, most using C-extensions\
-    \ without great documentation\nand benchmarking.\n\nIn Python, we can do better. And we can do it in pure-Python!\n\n.. code-block:: python\n\n    >>> sl = sortedcontainers.SortedList(xrange(10000000))\n\
-    \    >>> 1234567 in sl\n    True\n    >>> sl[7654321]\n    7654321\n    >>> sl.add(1234567)\n    >>> sl.count(1234567)\n    2\n    >>> sl *= 3\n    >>> len(sl)\n    30000003\n\n**Note:** don't try this\
-    \ without at least a half gigabyte of memory. In Python\nan integer requires about 24 bytes. SortedList will add about 8 bytes per\nobject stored in the container. That's pretty hard to beat as it's\
-    \ the cost of\na pointer to each object. It's also 66% less overhead than a typical binary\ntree implementation (e.g. red-black tree, avl tree, aa tree, splay tree, treap,\netc.) for which every node\
-    \ must also store two pointers to children nodes.\n\n`SortedContainers`_ takes all of the work out of Python sorted collections -\nmaking your deployment and use of Python easy. There's no need to install\
-    \ a C\ncompiler or pre-build and distribute custom extensions. Performance is a\nfeature and testing has 100% coverage with unit tests and hours of stress.\n\n.. _`SortedContainers`: http://www.grantjenks.com/docs/sortedcontainers/\n\
-    .. _`sorted collections library`: http://www.grantjenks.com/docs/sortedcontainers/\n\nTestimonials\n------------\n\n**Alex Martelli**, `Wikipedia`_\n\nGood stuff! ... I like the `simple, effective implementation`_\
-    \ idea of splitting\nthe sorted containers into smaller \"fragments\" to avoid the O(N) insertion costs.\n\n.. _`Wikipedia`: http://en.wikipedia.org/wiki/Alex_Martelli\n.. _`simple, effective implementation`:\
-    \ http://www.grantjenks.com/docs/sortedcontainers/implementation.html\n\n**Jeff Knupp**, `Review of SortedContainers`_\n\nThat last part, \"fast as C-extensions,\" was difficult to believe. I would\
-    \ need\nsome sort of `Performance Comparison`_ to be convinced this is true. The author\nincludes this in the docs. It is.\n\n.. _`Review of SortedContainers`: http://reviews.jeffknupp.com/reviews/sortedcontainers/3/\n\
-    \n**Kevin Samuel**, `Formations Python`_\n\nI'm quite amazed, not just by the code quality (it's incredibly\nreadable and has more comment than code, wow), but the actual\namount of work you put at\
-    \ stuff that is *not* code:\ndocumentation, benchmarking, implementation explanations. Even\nthe git log is clean and the unit tests run out of the box on\nPython 2 and 3.\n\n.. _`Formations Python`:\
-    \ http://formationspython.com/\n\n**Mark Summerfield**, a short plea for `Python Sorted Collections`_\n\nPython's \"batteries included\" standard library seems to have a battery\nmissing. And the argument\
-    \ that \"we never had it before\" has worn thin. It is\ntime that Python offered a full range of collection classes out of the box,\nincluding sorted ones.\n\n.. _`Python Sorted Collections`: http://www.qtrac.eu/pysorted.html\n\
-    \nFeatures\n--------\n\n- Pure-Python\n- Fully documented\n- Benchmark comparison (alternatives, runtimes, load-factors)\n- 100% test coverage\n- Hours of stress testing\n- Performance matters (often\
-    \ faster than C implementations)\n- Compatible API (nearly identical to popular blist and rbtree modules)\n- Feature-rich (e.g. get the five largest keys in a sorted dict: d.iloc[-5:])\n- Pragmatic\
-    \ design (e.g. SortedSet is a Python set with a SortedList index)\n- Developed on Python 2.7\n- Tested on CPython 2.6, 2.7, 3.2, 3.3, 3.4, 3.5 and PyPy 5.1+, PyPy3 2.4+\n\nQuickstart\n----------\n\n\
-    Installing `SortedContainers`_ is simple with\n`pip <http://www.pip-installer.org/>`_::\n\n    $ pip install sortedcontainers\n\nYou can access documentation in the interpreter with Python's built-in\
-    \ help\nfunction:\n\n.. code-block:: python\n\n    >>> from sortedcontainers import SortedList, SortedSet, SortedDict\n    >>> help(SortedList)\n\nDocumentation\n-------------\n\nComplete documentation\
-    \ including performance comparisons is available at\nhttp://www.grantjenks.com/docs/sortedcontainers/ .\n\nUser Guide\n..........\n\nFor those wanting more details, this part of the documentation describes\n\
-    introduction, implementation, performance, and development.\n\n- `Introduction`_\n- `Performance Comparison`_\n- `Load Factor Performance Comparison`_\n- `Runtime Performance Comparison`_\n- `Simulated\
-    \ Workload Performance Comparison`_\n- `Implementation Details`_\n- `Performance at Scale`_\n- `Developing and Contributing`_\n- `Release History`_\n\n.. _`Introduction`: http://www.grantjenks.com/docs/sortedcontainers/introduction.html\n\
-    .. _`Performance Comparison`: http://www.grantjenks.com/docs/sortedcontainers/performance.html\n.. _`Load Factor Performance Comparison`: http://www.grantjenks.com/docs/sortedcontainers/performance-load.html\n\
-    .. _`Runtime Performance Comparison`: http://www.grantjenks.com/docs/sortedcontainers/performance-runtime.html\n.. _`Simulated Workload Performance Comparison`: http://www.grantjenks.com/docs/sortedcontainers/performance-workload.html\n\
-    .. _`Implementation Details`: http://www.grantjenks.com/docs/sortedcontainers/implementation.html\n.. _`Performance at Scale`: http://www.grantjenks.com/docs/sortedcontainers/performance-scale.html\n\
-    .. _`Developing and Contributing`: http://www.grantjenks.com/docs/sortedcontainers/development.html\n.. _`Release History`: http://www.grantjenks.com/docs/sortedcontainers/history.html\n\nAPI Documentation\n\
-    .................\n\nIf you are looking for information on a specific function, class or method, this\npart of the documentation is for you.\n\n- `SortedList`_\n- `SortedListWithKey`_\n- `SortedDict`_\n\
-      - `SortedSet`_\n\n.. _`SortedList`: http://www.grantjenks.com/docs/sortedcontainers/sortedlist.html\n.. _`SortedListWithKey`: http://www.grantjenks.com/docs/sortedcontainers/sortedlistwithkey.html\n\
-    .. _`SortedDict`: http://www.grantjenks.com/docs/sortedcontainers/sorteddict.html\n.. _`SortedSet`: http://www.grantjenks.com/docs/sortedcontainers/sortedset.html\n\nTalks\n-----\n\n- `Python Sorted\
-    \ Collections | PyCon 2016 Talk`_\n- `SF Python Holiday Party 2015 Lightning Talk`_\n- `DjangoCon 2015 Lightning Talk`_\n\n.. _`Python Sorted Collections | PyCon 2016 Talk`: http://www.grantjenks.com/docs/sortedcontainers/pycon-2016-talk.html\n\
-    .. _`SF Python Holiday Party 2015 Lightning Talk`: http://www.grantjenks.com/docs/sortedcontainers/sf-python-2015-lightning-talk.html\n.. _`DjangoCon 2015 Lightning Talk`: http://www.grantjenks.com/docs/sortedcontainers/djangocon-2015-lightning-talk.html\n\
-    \nContribute\n----------\n\nCollaborators are welcome!\n\n#. Check for open issues or open a fresh issue to start a discussion around a\n   bug.  There is a Contributor Friendly tag for issues that\
-    \ should be used by\n   people who are not very familiar with the codebase yet.\n#. Fork the `SortedContainers repository\n   <https://github.com/grantjenks/sorted_containers>`_ on GitHub and start\n\
-    \   making your changes to a new branch.\n#. Write a test which shows that the bug was fixed.\n#. Send a pull request and bug the maintainer until it gets merged and\n   published.\n\nUseful Links\n\
-    ------------\n\n- `SortedContainers Documentation`_\n- `SortedContainers at PyPI`_\n- `SortedContainers at Github`_\n- `SortedContainers Issue Tracker`_\n\n.. _`SortedContainers Documentation`: http://www.grantjenks.com/docs/sortedcontainers/\n\
-    .. _`SortedContainers at PyPI`: https://pypi.python.org/pypi/sortedcontainers\n.. _`SortedContainers at Github`: https://github.com/grantjenks/sorted_containers\n.. _`SortedContainers Issue Tracker`:\
-    \ https://github.com/grantjenks/sorted_containers/issues\n\nSortedContainers License\n------------------------\n\nCopyright 2014-2016 Grant Jenks\n\nLicensed under the Apache License, Version 2.0 (the\
-    \ \"License\");\nyou may not use this file except in compliance with the License.\nYou may obtain a copy of the License at\n\n    http://www.apache.org/licenses/LICENSE-2.0\n\nUnless required by applicable\
-    \ law or agreed to in writing, software\ndistributed under the License is distributed on an \"AS IS\" BASIS,\nWITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.\nSee the License\
-    \ for the specific language governing permissions and\nlimitations under the License."
-  doc_url: ''
-  dev_url: ''
+  description: |
+    SortedContainers is a sorted collections library, written in pure-Python
+    and fast as C-extensions.
+  doc_url: http://www.grantjenks.com/docs/sortedcontainers/
+  dev_url: https://github.com/grantjenks/python-sortedcontainers
+  doc_source_url: https://github.com/grantjenks/python-sortedcontainers/blob/master/docs/index.rst
 
 extra:
-  recipe-maintainers: ''
+  recipe-maintainers:
+    - grantjenks
+    - msarahan
+    - richafrank
+    - nehaljwani

etc/conda_build_matrix.py

@@ -4,7 +4,7 @@
 
 import click
 
-py_versions = ('2.7', '3.4', '3.5')
+py_versions = ('2.7', '3.4', '3.5', '3.6')
 npy_versions = ('1.9', '1.10')
 zipline_path = os.path.join(
     os.path.dirname(__file__),

etc/requirements.txt

@@ -75,7 +75,7 @@ sqlalchemy==1.1.18
 # For asset db management
 alembic==0.7.7
 
-sortedcontainers==1.4.4
+sortedcontainers==2.1.0
 # for intervaltree
 intervaltree==2.1.0
 

etc/requirements_blaze.txt

@@ -15,6 +15,6 @@ flask-cors==2.1.3
 Jinja2==2.10.1
 MarkupSafe==0.23
 Werkzeug==0.12.2
-psutil==4.3.0
+psutil==5.6.7
 
 -e git://github.com/quantopian/blaze.git@f26375a6708eab85b7acc7869d6c518df2f974eb#egg=blaze

setup.py

@@ -314,6 +314,7 @@ def setup_requirements(requirements_path, module_names, strict_bounds,
         'Programming Language :: Python',
         'Programming Language :: Python :: 2.7',
         'Programming Language :: Python :: 3.5',
+        'Programming Language :: Python :: 3.6',
         'Operating System :: OS Independent',
         'Intended Audience :: Science/Research',
         'Topic :: Office/Business :: Financial',

tests/test_examples.py

@@ -13,6 +13,7 @@
 # See the License for the specific language governing permissions and
 # limitations under the License.
 from functools import partial
+from operator import itemgetter
 import tarfile
 
 import matplotlib
@@ -76,11 +77,20 @@ def test_example(self, example_name):
             },
         )
         expected_perf = self.expected_perf[example_name]
+        # Exclude positions column as the positions do not always have the
+        # same order
+        columns = [column for column in examples._cols_to_check
+                   if column != 'positions']
         assert_equal(
-            actual_perf[examples._cols_to_check],
-            expected_perf[examples._cols_to_check],
+            actual_perf[columns],
+            expected_perf[columns],
             # There is a difference in the datetime columns in pandas
             # 0.16 and 0.17 because in 16 they are object and in 17 they are
             # datetime[ns, UTC]. We will just ignore the dtypes for now.
             check_dtype=False,
         )
+        # Sort positions by SID before comparing
+        assert_equal(
+            expected_perf['positions'].apply(sorted, key=itemgetter('sid')),
+            actual_perf['positions'].apply(sorted, key=itemgetter('sid')),
+        )