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wegamekinglcwegamekinglc
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bump version to 0.6.6
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‎PyFin/__init__.py

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -23,4 +23,4 @@
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'Analysis',
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'Utilities']
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__version__ = "0.6.5"
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__version__ = "0.6.6"

‎setup.py

Lines changed: 181 additions & 181 deletions
Original file line numberDiff line numberDiff line change
@@ -1,181 +1,181 @@
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# -*- coding: utf-8 -*-
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from setuptools import setup
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from setuptools import find_packages
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from distutils.cmd import Command
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from distutils.extension import Extension
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import os
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import sys
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import io
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import subprocess
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import platform
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import numpy as np
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from Cython.Build import cythonize
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import Cython.Compiler.Options
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Cython.Compiler.Options.annotate = True
16-
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if "--line_trace" in sys.argv:
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line_trace = True
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print("Build with line trace enabled ...")
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sys.argv.remove("--line_trace")
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else:
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line_trace = False
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PACKAGE = "PyFin"
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NAME = "Finance-Python"
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VERSION = "0.6.5"
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DESCRIPTION = "PyFin " + VERSION
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AUTHOR = "cheng li"
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AUTHOR_EMAIL = "wegamekinglc@hotmail.com"
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URL = 'https://github.com/ChinaQuants/Finance-Python'
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def git_version():
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from subprocess import Popen, PIPE
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gitproc = Popen(['git', 'rev-parse', 'HEAD'], stdout=PIPE)
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(stdout, _) = gitproc.communicate()
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return stdout.strip()
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class test(Command):
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description = "test the distribution prior to install"
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user_options = [
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('test-dir=', None,
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"directory that contains the test definitions"),
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]
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def initialize_options(self):
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pass
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def finalize_options(self):
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pass
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def run(self):
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if sys.platform == 'win32':
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command = "coverage run PyFin/tests/testSuite.py& coverage report& coverage html"
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else:
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command = "coverage run PyFin/tests/testSuite.py; coverage report; coverage html"
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process = subprocess.Popen(command, shell=True)
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process.wait()
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class version_build(Command):
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description = "test the distribution prior to install"
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user_options = [
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('test-dir=', None,
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"directory that contains the test definitions"),
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]
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def initialize_options(self):
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pass
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def finalize_options(self):
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pass
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def run(self):
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git_ver = git_version()[:10]
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configFile = 'PyFin/__init__.py'
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file_handle = open(configFile, 'r')
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lines = file_handle.readlines()
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newFiles = []
85-
for line in lines:
86-
if line.startswith('__version__'):
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line = line.split('+')[0].rstrip()
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line = line + " + \"-" + git_ver + "\"\n"
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newFiles.append(line)
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file_handle.close()
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os.remove(configFile)
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file_handle = open(configFile, 'w')
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file_handle.writelines(newFiles)
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file_handle.close()
95-
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if sys.version_info > (3, 0, 0):
97-
requirements = "requirements/py3.txt"
98-
else:
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requirements = "requirements/py2.txt"
100-
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ext_modules = [
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"PyFin/Analysis/SeriesValues.pyx",
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"PyFin/Analysis/transformer.pyx",
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"PyFin/Analysis/SecurityValueHolders.pyx",
106-
"PyFin/Analysis/CrossSectionValueHolders.pyx",
107-
"PyFin/Analysis/TechnicalAnalysis/StatefulTechnicalAnalysers.pyx",
108-
"PyFin/Analysis/TechnicalAnalysis/StatelessTechnicalAnalysers.pyx",
109-
"PyFin/Math/Accumulators/impl.pyx",
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"PyFin/Math/Accumulators/IAccumulators.pyx",
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"PyFin/Math/Accumulators/StatefulAccumulators.pyx",
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"PyFin/Math/Accumulators/StatelessAccumulators.pyx",
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"PyFin/Math/Distributions/NormalDistribution.pyx",
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"PyFin/Math/Distributions/norm.pyx",
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"PyFin/Math/ErrorFunction.pyx",
116-
"PyFin/Math/MathConstants.pyx",
117-
"PyFin/Math/udfs.pyx",
118-
"PyFin/DateUtilities/Calendar.pyx",
119-
"PyFin/DateUtilities/Date.pyx",
120-
"PyFin/DateUtilities/Period.pyx",
121-
"PyFin/DateUtilities/Schedule.pyx",
122-
"PyFin/Utilities/Asserts.pyx",
123-
"PyFin/Utilities/Tools.pyx",
124-
"PyFin/PricingEngines/BlackFormula.pyx",
125-
"PyFin/PricingEngines/SabrFormulaImpl.pyx",
126-
"PyFin/PricingEngines/SVIInterpolationImpl.pyx",
127-
"PyFin/Enums/TimeUnits.pyx",
128-
"PyFin/Enums/BizDayConventions.pyx",
129-
"PyFin/Enums/DateGeneration.pyx",
130-
"PyFin/Enums/Months.pyx",
131-
"PyFin/Enums/NormalizingType.pyx",
132-
"PyFin/Enums/OptionType.pyx",
133-
"PyFin/Enums/Weekdays.pyx"
134-
]
135-
136-
137-
def generate_extensions(ext_modules, line_trace=False):
138-
139-
extensions = []
140-
141-
if line_trace:
142-
print("define cython trace to True ...")
143-
define_macros = [('CYTHON_TRACE', 1), ('CYTHON_TRACE_NOGIL', 1)]
144-
else:
145-
define_macros = []
146-
147-
for pyxfile in ext_modules:
148-
ext = Extension(name='.'.join(pyxfile.split('/'))[:-4],
149-
sources=[pyxfile],
150-
define_macros=define_macros)
151-
extensions.append(ext)
152-
return extensions
153-
154-
155-
if platform.system() != "Windows":
156-
import multiprocessing
157-
n_cpu = multiprocessing.cpu_count()
158-
else:
159-
n_cpu = 0
160-
161-
ext_modules_settings = cythonize(generate_extensions(ext_modules, line_trace),
162-
compiler_directives={'embedsignature': True, 'linetrace': line_trace},
163-
nthreads=n_cpu)
164-
165-
166-
setup(
167-
name=NAME,
168-
version=VERSION,
169-
description=DESCRIPTION,
170-
author=AUTHOR,
171-
author_email=AUTHOR_EMAIL,
172-
url=URL,
173-
packages=find_packages(),
174-
include_package_data=False,
175-
install_requires=io.open(requirements, encoding='utf8').read(),
176-
classifiers=[],
177-
cmdclass={"test": test,
178-
"version_build": version_build},
179-
ext_modules=ext_modules_settings,
180-
include_dirs=[np.get_include()],
181-
)
1+
# -*- coding: utf-8 -*-
2+
3+
from setuptools import setup
4+
from setuptools import find_packages
5+
from distutils.cmd import Command
6+
from distutils.extension import Extension
7+
import os
8+
import sys
9+
import io
10+
import subprocess
11+
import platform
12+
import numpy as np
13+
from Cython.Build import cythonize
14+
import Cython.Compiler.Options
15+
Cython.Compiler.Options.annotate = True
16+
17+
if "--line_trace" in sys.argv:
18+
line_trace = True
19+
print("Build with line trace enabled ...")
20+
sys.argv.remove("--line_trace")
21+
else:
22+
line_trace = False
23+
24+
PACKAGE = "PyFin"
25+
NAME = "Finance-Python"
26+
VERSION = "0.6.6"
27+
DESCRIPTION = "PyFin " + VERSION
28+
AUTHOR = "cheng li"
29+
AUTHOR_EMAIL = "wegamekinglc@hotmail.com"
30+
URL = 'https://github.com/ChinaQuants/Finance-Python'
31+
32+
33+
def git_version():
34+
from subprocess import Popen, PIPE
35+
gitproc = Popen(['git', 'rev-parse', 'HEAD'], stdout=PIPE)
36+
(stdout, _) = gitproc.communicate()
37+
return stdout.strip()
38+
39+
40+
class test(Command):
41+
description = "test the distribution prior to install"
42+
43+
user_options = [
44+
('test-dir=', None,
45+
"directory that contains the test definitions"),
46+
]
47+
48+
def initialize_options(self):
49+
pass
50+
51+
def finalize_options(self):
52+
pass
53+
54+
def run(self):
55+
if sys.platform == 'win32':
56+
command = "coverage run PyFin/tests/testSuite.py& coverage report& coverage html"
57+
else:
58+
command = "coverage run PyFin/tests/testSuite.py; coverage report; coverage html"
59+
process = subprocess.Popen(command, shell=True)
60+
process.wait()
61+
62+
63+
class version_build(Command):
64+
65+
description = "test the distribution prior to install"
66+
67+
user_options = [
68+
('test-dir=', None,
69+
"directory that contains the test definitions"),
70+
]
71+
72+
def initialize_options(self):
73+
pass
74+
75+
def finalize_options(self):
76+
pass
77+
78+
def run(self):
79+
git_ver = git_version()[:10]
80+
configFile = 'PyFin/__init__.py'
81+
82+
file_handle = open(configFile, 'r')
83+
lines = file_handle.readlines()
84+
newFiles = []
85+
for line in lines:
86+
if line.startswith('__version__'):
87+
line = line.split('+')[0].rstrip()
88+
line = line + " + \"-" + git_ver + "\"\n"
89+
newFiles.append(line)
90+
file_handle.close()
91+
os.remove(configFile)
92+
file_handle = open(configFile, 'w')
93+
file_handle.writelines(newFiles)
94+
file_handle.close()
95+
96+
if sys.version_info > (3, 0, 0):
97+
requirements = "requirements/py3.txt"
98+
else:
99+
requirements = "requirements/py2.txt"
100+
101+
102+
ext_modules = [
103+
"PyFin/Analysis/SeriesValues.pyx",
104+
"PyFin/Analysis/transformer.pyx",
105+
"PyFin/Analysis/SecurityValueHolders.pyx",
106+
"PyFin/Analysis/CrossSectionValueHolders.pyx",
107+
"PyFin/Analysis/TechnicalAnalysis/StatefulTechnicalAnalysers.pyx",
108+
"PyFin/Analysis/TechnicalAnalysis/StatelessTechnicalAnalysers.pyx",
109+
"PyFin/Math/Accumulators/impl.pyx",
110+
"PyFin/Math/Accumulators/IAccumulators.pyx",
111+
"PyFin/Math/Accumulators/StatefulAccumulators.pyx",
112+
"PyFin/Math/Accumulators/StatelessAccumulators.pyx",
113+
"PyFin/Math/Distributions/NormalDistribution.pyx",
114+
"PyFin/Math/Distributions/norm.pyx",
115+
"PyFin/Math/ErrorFunction.pyx",
116+
"PyFin/Math/MathConstants.pyx",
117+
"PyFin/Math/udfs.pyx",
118+
"PyFin/DateUtilities/Calendar.pyx",
119+
"PyFin/DateUtilities/Date.pyx",
120+
"PyFin/DateUtilities/Period.pyx",
121+
"PyFin/DateUtilities/Schedule.pyx",
122+
"PyFin/Utilities/Asserts.pyx",
123+
"PyFin/Utilities/Tools.pyx",
124+
"PyFin/PricingEngines/BlackFormula.pyx",
125+
"PyFin/PricingEngines/SabrFormulaImpl.pyx",
126+
"PyFin/PricingEngines/SVIInterpolationImpl.pyx",
127+
"PyFin/Enums/TimeUnits.pyx",
128+
"PyFin/Enums/BizDayConventions.pyx",
129+
"PyFin/Enums/DateGeneration.pyx",
130+
"PyFin/Enums/Months.pyx",
131+
"PyFin/Enums/NormalizingType.pyx",
132+
"PyFin/Enums/OptionType.pyx",
133+
"PyFin/Enums/Weekdays.pyx"
134+
]
135+
136+
137+
def generate_extensions(ext_modules, line_trace=False):
138+
139+
extensions = []
140+
141+
if line_trace:
142+
print("define cython trace to True ...")
143+
define_macros = [('CYTHON_TRACE', 1), ('CYTHON_TRACE_NOGIL', 1)]
144+
else:
145+
define_macros = []
146+
147+
for pyxfile in ext_modules:
148+
ext = Extension(name='.'.join(pyxfile.split('/'))[:-4],
149+
sources=[pyxfile],
150+
define_macros=define_macros)
151+
extensions.append(ext)
152+
return extensions
153+
154+
155+
if platform.system() != "Windows":
156+
import multiprocessing
157+
n_cpu = multiprocessing.cpu_count()
158+
else:
159+
n_cpu = 0
160+
161+
ext_modules_settings = cythonize(generate_extensions(ext_modules, line_trace),
162+
compiler_directives={'embedsignature': True, 'linetrace': line_trace},
163+
nthreads=n_cpu)
164+
165+
166+
setup(
167+
name=NAME,
168+
version=VERSION,
169+
description=DESCRIPTION,
170+
author=AUTHOR,
171+
author_email=AUTHOR_EMAIL,
172+
url=URL,
173+
packages=find_packages(),
174+
include_package_data=False,
175+
install_requires=io.open(requirements, encoding='utf8').read(),
176+
classifiers=[],
177+
cmdclass={"test": test,
178+
"version_build": version_build},
179+
ext_modules=ext_modules_settings,
180+
include_dirs=[np.get_include()],
181+
)

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