science/py-arch: New port: Autoregressive Conditional Heteroskedasticity (ARCH) models

science/Makefile

@@ -292,6 +292,7 @@
     SUBDIR += py-abipy
     SUBDIR += py-access
     SUBDIR += py-arbor
+    SUBDIR += py-arch
     SUBDIR += py-asap3
     SUBDIR += py-asdf
     SUBDIR += py-asdf-standard

science/py-arch/Makefile

@@ -0,0 +1,32 @@
+PORTNAME=	arch
+DISTVERSION=	5.3.1
+CATEGORIES=	science python # economics
+MASTER_SITES=	CHEESESHOP
+PKGNAMEPREFIX=	${PYTHON_PKGNAMEPREFIX}
+
+MAINTAINER=	yuri@FreeBSD.org
+COMMENT=	Autoregressive Conditional Heteroskedasticity (ARCH) models
+WWW=		https://github.com/RomelTorres/alpha_vantage
+
+LICENSE=	BSD3CLAUSE
+LICENSE_FILE=	${WRKSRC}/LICENSE.md
+
+PY_DEPENDS=	${PYNUMPY} \
+		${PYTHON_PKGNAMEPREFIX}pandas>=1.0:math/py-pandas@${PY_FLAVOR} \
+		${PYTHON_PKGNAMEPREFIX}property-cached>=1.6.4:devel/py-property-cached@${PY_FLAVOR}  \
+		${PYTHON_PKGNAMEPREFIX}scipy>=1.3:science/py-scipy@${PY_FLAVOR} \
+		${PYTHON_PKGNAMEPREFIX}statsmodels>=0.11:math/py-statsmodels@${PY_FLAVOR}
+BUILD_DEPENDS=	${PY_DEPENDS}
+RUN_DEPENDS=	${PY_DEPENDS}
+
+USES=		python:3.8+
+USE_PYTHON=	distutils cython autoplist pytest
+
+TEST_WRKSRC=	${WRKSRC}/arch/tests
+
+post-install:
+	@${STRIP_CMD} \
+		${STAGEDIR}${PYTHON_SITELIBDIR}/arch/bootstrap/_samplers${PYTHON_EXT_SUFFIX}.so \
+		${STAGEDIR}${PYTHON_SITELIBDIR}/arch/univariate/recursions${PYTHON_EXT_SUFFIX}.so
+
+.include <bsd.port.mk>

science/py-arch/distinfo

@@ -0,0 +1,3 @@
+TIMESTAMP = 1672085658
+SHA256 (arch-5.3.1.tar.gz) = 106f15c8770a34f71239b6c88f8517814e6b7fea3b8f2e009b3a8a23fd7e77c2
+SIZE (arch-5.3.1.tar.gz) = 3086255

science/py-arch/pkg-descr

@@ -0,0 +1,2 @@
+Autoregressive Conditional Heteroskedasticity (ARCH) and other tools for
+financial econometrics, written in Python.