-
Notifications
You must be signed in to change notification settings - Fork 1
Expand file tree
/
Copy pathrequirements.txt
More file actions
112 lines (93 loc) · 5.07 KB
/
Copy pathrequirements.txt
File metadata and controls
112 lines (93 loc) · 5.07 KB
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
# =============================================================================
# REQUIREMENTS.TXT
# High-Resolution, Source-Dependent Macroeconomic Scenario Analysis and
# Forecasting System
#
# This requirements file specifies all dependencies for the production-grade
# implementation of "In-between Transatlantic (Monetary) Disturbances"
# analytical framework (Camara & Aublin, 2025).
#
# Installation: pip install -r requirements.txt
# Python Version: >=3.8,<3.12
# =============================================================================
# =============================================================================
# CORE NUMERICAL COMPUTING AND DATA MANIPULATION
# =============================================================================
# NumPy: Foundation for numerical computing, linear algebra operations
# Required for: Matrix operations, rotational decomposition, MCMC sampling
numpy>=1.21.0,<2.0.0
# Pandas: Time series manipulation, data structures, and financial data handling
# Required for: High-frequency data processing, time zone management, data cleaning
pandas>=1.3.0,<3.0.0
# SciPy: Scientific computing, statistical distributions, optimization
# Required for: Multivariate normal distributions, statistical tests, linear algebra
scipy>=1.7.0,<2.0.0
# =============================================================================
# ECONOMETRIC AND STATISTICAL MODELING
# =============================================================================
# Statsmodels: Econometric modeling, regression analysis, statistical tests
# Required for: VAR/BVAR estimation, OLS regression, diagnostic tests, HAC covariance
statsmodels>=0.12.0,<1.0.0
# =============================================================================
# FINANCIAL MARKET DATA INFRASTRUCTURE
# =============================================================================
# Pandas Market Calendars: Trading calendar management for financial time series
# Required for: Market day identification, holiday handling, trading session alignment
pandas-market-calendars>=2.0.0,<5.0.0
# Pytz: Timezone handling and conversions
# Required for: UTC/local time conversions, DST handling, multi-market synchronization
pytz>=2021.1
# =============================================================================
# HIGH-PERFORMANCE COMPUTING AND PARALLELIZATION
# =============================================================================
# Joblib: Parallel processing and memory-efficient operations
# Required for: Parallel MCMC chains, bootstrap procedures, cross-validation
joblib>=1.0.0,<2.0.0
# TQDM: Progress bars and monitoring for long-running computations
# Required for: MCMC sampling progress, data processing monitoring, batch operations
tqdm>=4.60.0,<5.0.0
# =============================================================================
# OPTIONAL PERFORMANCE ENHANCEMENTS
# =============================================================================
# Numba: Just-in-time compilation for numerical functions (optional but recommended)
# Uncomment for significant performance improvements in Monte Carlo simulations
# numba>=0.56.0,<1.0.0
# Cython: C extensions for Python (optional, for custom optimized routines)
# Uncomment if using custom Cython extensions for matrix operations
# Cython>=0.29.0,<1.0.0
# =============================================================================
# DEVELOPMENT AND TESTING DEPENDENCIES (OPTIONAL)
# =============================================================================
# Uncomment the following section if setting up development environment:
# pytest>=6.0.0,<8.0.0 # Unit testing framework
# pytest-cov>=2.10.0,<5.0.0 # Coverage reporting
# black>=21.0.0,<24.0.0 # Code formatting
# flake8>=3.8.0,<7.0.0 # Linting
# mypy>=0.812,<2.0.0 # Type checking
# jupyter>=1.0.0,<2.0.0 # Notebook environment
# matplotlib>=3.3.0,<4.0.0 # Visualization (if needed for diagnostics)
# seaborn>=0.11.0,<1.0.0 # Statistical visualization
# =============================================================================
# COMPATIBILITY NOTES
# =============================================================================
#
# Python Version Compatibility:
# - Minimum: Python 3.8 (f-strings, walrus operator, typing improvements)
# - Maximum: Python 3.11 (tested compatibility)
# - Python 3.12: May work but not extensively tested
#
# Operating System Compatibility:
# - Linux: Fully supported and recommended for production
# - macOS: Fully supported
# - Windows: Supported with potential minor timezone handling differences
#
# Architecture Compatibility:
# - x86_64: Fully optimized
# - ARM64 (M1/M2 Macs): Supported via conda-forge or native wheels
#
# Memory Requirements:
# - Minimum: 8GB RAM for basic operations
# - Recommended: 16GB+ RAM for full-scale BVAR estimation
# - High-frequency data processing: 32GB+ RAM recommended
#
# =============================================================================