maq git repo dependency blocks pypi publish

[jeongyoonlee]

Describe the bug

We can't publish a new version to PyPI as it doesn't allow publishing a package with git repo dependencies (ref: pypi/warehouse#9404).

To Reproduce

python -m twine upload dist/*

Expected behavior A new package is to be uploaded to PyPI without error.

Screenshots

WARNING  Error during upload. Retry with the --verbose option for more details.                                                                                                                                                                        
ERROR    HTTPError: 400 Bad Request from https://upload.pypi.org/legacy/                                                                                                                                                                               
         Invalid value for requires_dist. Error: Can't have direct dependency: 'maq @ git+https://github.com/grf-labs/maq.git@py0.2.2#egg=maq&subdirectory=python-package'      

Environment (please complete the following information):

• OS: [e.g. macOS, Windows, Ubuntu]
• Python Version: [e.g. 3.6, 3.7]
• Versions of Major Dependencies (pandas, scikit-learn, cython): [e.g. pandas==0.25, scikit-learn==0.22, cython==0.28]

Additional context

[jeongyoonlee]

@erikcs, do you have a plan to publish maq to PyPI?

[erikcs]

Hi @jeongyoonlee, sorry, I thought we touched potential dep issues here

Unfortunately, I don't currently have the bandwidth to put together a pypi source release, as making a sdist with C++ that installs/compiles w/o issues on all the possible system configurations out there can be challenging. It could risk making further complications for a causalML install.

git + pip was nice since that takes care of everything. Since that turns out not be viable option, what about the following:

• Remove maq from the pyproject.toml deps
• Remove maq from metrics/init and test_metrics

Then:

• keep the maq example in the online /docs, but highlight that this example requires the optional package maq to be installed via pip install "git+https://github.com/grf-labs/maq.git#egg=maq&subdirectory=python-package" (+ make the appropriate edits to that notebook).
• add a pip+git install of maq in the online docs builds https://github.com/uber/causalml/tree/master/.github/workflows in case your causalML doc system actually runs the code in the jupyter notebooks and not just renders them?

[ras44]

Just refreshed to see the updates from @erikcs addressing this issue 2 days ago. Feel free to ignore my recent pushes doing the same!