setup.py

from setuptools import setup

setup(
    name='pypbo',
    version='0.13',
    packages=['pypbo', 'pypbo.perf'],
    url='https://github.com/nocluebutalotofit/pypbo',
    license='',
    author='esvhd, binrush, nocluebutalotofit',
    author_email='',
    description='Python implementation of Probability of Backtest Overfitting[1].'
                '[1] Bailey, David H. and Borwein, Jonathan M. and Lopez de Prado,'
                ' Marcos and Zhu, Qiji Jim, The Probability of Backtest Overfitting'
                ' (February 27, 2015). Journal of Computational Finance (Risk Journals), '
                '2015, Forthcoming. Available at SSRN: http://ssrn.com/abstract=2326253 or '
                'http://dx.doi.org/10.2139/ssrn.2326253',
    install_requires=[
        'seaborn',
        'pandas',
        'numpy',
        'scipy',
        'statsmodels>=0.8',
        'matplotlib',
        'joblib',
        'psutil',
    ],
)