setup.py

from setuptools import setup, find_packages

# Read requirements.txt, ignore comments
try:
    REQUIRES = list()
    f = open("requirements.txt", "rb")
    for line in f.read().decode("utf-8").split("\n"):
        line = line.strip()
        if "#" in line:
            line = line[:line.find("#")].strip()
        if line:
            REQUIRES.append(line)
except:
    print("'requirements.txt' not found!")
    REQUIRES = list()

setup(
    name = "finrl",
    version = "0.0.2",
    include_package_data=True,
    author='Hongyang Yang, Xiaoyang Liu',
    author_email='hy2500@columbia.edu',
    url = "https://github.com/finrl/finrl-library" ,
    license = "MIT" ,
    packages = find_packages(),
    #install_requires=REQUIRES,
    install_requires=REQUIRES+['pyfolio @ git+https://github.com/quantopian/pyfolio.git#egg=pyfolio-0.9.2'],
    #dependency_links=['git+https://github.com/quantopian/pyfolio.git#egg=pyfolio-0.9.2'],
    description = "FinRL library, a Deep Reinforcement Learning library for automated trading in quantitative finance.",
    long_description = """finrl is a Python library for that facilitates beginners to expose themselves to quantitative finance 
    and to develop their own trading strategies, it is developed by `AI4Finance`_. 
    
    FinRL has been developed under three primary principles: completeness, hands-on tutorial and reproducibility. 
    
    .. _AI4Finance: https://github.com/AI4Finance-LLC
    """,
    classifiers = [
        # Trove classifiers
        # Full list: https://pypi.python.org/pypi?%3Aaction=list_classifiers
        'License :: OSI Approved :: MIT License',
        'Programming Language :: Python',
        'Programming Language :: Python :: 3',
        'Programming Language :: Python :: 3.6',
        'Programming Language :: Python :: 3.7',
        'Programming Language :: Python :: 3.8',
        'Programming Language :: Python :: Implementation :: CPython',
        'Programming Language :: Python :: Implementation :: PyPy'
    ],
    keywords = "Reinforcment Learning",
    platform=['any'],
    python_requires='>=3.6',
)