@@ -125,6 +125,7 @@ (define-module (gnu packages finance)
#:use-module (gnu packages security-token)
#:use-module (gnu packages sphinx)
#:use-module (gnu packages sqlite)
+ #:use-module (gnu packages statistics)
#:use-module (gnu packages tex)
#:use-module (gnu packages texinfo)
#:use-module (gnu packages textutils)
@@ -1016,6 +1017,40 @@ (define-public trezor-gpg-pinentry-tk
settings.")
(license license:bsd-2)))
+(define-public python-arch
+ (package
+ (name "python-arch")
+ (version "6.1.0")
+ (source (origin
+ (method url-fetch)
+ (uri (pypi-uri "arch" version))
+ (sha256
+ (base32
+ "15mr5rvxwpfhbj5lg85i9gqpvs37rjhifjzhcp512fg2i7yz3663"))))
+ (build-system pyproject-build-system)
+ (arguments
+ ;; Default check phase failed to detect conftest.py in the subdirectory.
+ (list #:phases #~(modify-phases %standard-phases
+ (replace 'check
+ (lambda* (#:key tests? #:allow-other-keys)
+ (when tests?
+ (invoke "python" "-m" "pytest"
+ "arch/tests" "-vv")))))))
+ (native-inputs (list python-cython python-pytest))
+ ;; XXX: It is preferrable to compile modules with Cython, however it fails
+ ;; without a hint. Use Numba for now. TODO: try to build with Cython.
+ (propagated-inputs (list python-numba
+ python-numpy
+ python-pandas
+ python-scipy
+ python-statsmodels))
+ (home-page "https://github.com/bashtage/arch")
+ (synopsis "ARCH for Python")
+ (description
+ "This package provides Autoregressive Conditional Heteroskedasticity
+(ARCH) and other tools for financial econometrics.")
+ (license license:expat)))
+
(define-public python-mnemonic
(package
(name "python-mnemonic")