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22 lines (21 loc) · 738 Bytes
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import setuptools
setuptools.setup(
name='factordata',
version='1.0',
author='Felix Kempf',
author_email='felix.kempf@kcl.ac.uk',
description='Constructs 103 US firm-level firm characteristics and corresponding L/S portfolios',
url='https://github.com/fkempf92/FactorData',
project_urls = {
"Bug Tracker": "https://github.com/fkempf92/FactorData/issues"
},
license='MIT',
packages=['factordata'],
install_requires=['bls >= 0.3.0',
'pandas >= 1.0.5',
'numpy >= 1.18.5',
'wrds >= 3.1.1',
'scipy >= 1.5.0',
'statsmodels >= 0.11.1',
'fredapi >= 0.5.0'],
)