setup.py

# -*- coding: utf-8 -*-

from setuptools import setup
from setuptools import find_packages
from distutils.cmd import Command
from distutils.extension import Extension
import os
import sys
import io
import subprocess
import platform
import numpy as np
from Cython.Build import cythonize
import Cython.Compiler.Options
Cython.Compiler.Options.annotate = True

if "--line_trace" in sys.argv:
    line_trace = True
    profile = True
    print("Build with line trace enabled ...")
    sys.argv.remove("--line_trace")
else:
    line_trace = False
    profile = False

PACKAGE = "PyFin"
NAME = "Finance-Python"
__version__ = "0.9.10"
DESCRIPTION = "PyFin " + __version__
AUTHOR = "cheng li"
AUTHOR_EMAIL = "wegamekinglc@hotmail.com"
URL = 'https://github.com/ChinaQuants/Finance-Python'


def git_version():
    from subprocess import Popen, PIPE
    gitproc = Popen(['git', 'rev-parse', 'HEAD'], stdout=PIPE)
    (stdout, _) = gitproc.communicate()
    return stdout.strip().decode("utf8")


class test(Command):
    description = "test the distribution prior to install"

    user_options = [
        ('test-dir=', None,
         "directory that contains the test definitions"),
    ]

    def initialize_options(self):
        pass

    def finalize_options(self):
        pass

    def run(self):
        if sys.platform == 'win32':
            command = "coverage run PyFin/tests/testSuite.py& coverage report& coverage html"
        else:
            command = "coverage run PyFin/tests/testSuite.py; coverage report; coverage html"
        process = subprocess.Popen(command, shell=True)
        process.wait()


class version_build(Command):

    description = "test the distribution prior to install"

    user_options = [
        ('test-dir=', None,
         "directory that contains the test definitions"),
    ]

    def initialize_options(self):
        pass

    def finalize_options(self):
        pass

    def run(self):
        git_ver = git_version()[:10]
        configFiles = ['PyFin/__init__.py', 'setup.py']

        for configFile in configFiles:
            file_handle = open(configFile, 'r')
            lines = file_handle.readlines()
            newFiles = []
            for line in lines:
                if line.startswith('__version__'):
                    line = line.split('+')[0].rstrip()
                    line = line + " + \"-" + git_ver + "\"\n"
                newFiles.append(line)
            file_handle.close()
            os.remove(configFile)
            file_handle = open(configFile, 'w')
            file_handle.writelines(newFiles)
            file_handle.close()


requirements = "requirements.txt"


ext_modules = [
    "PyFin/Analysis/SeriesValues.pyx",
    "PyFin/Analysis/transformer.pyx",
    "PyFin/Analysis/SecurityValueHolders.pyx",
    "PyFin/Analysis/CrossSectionValueHolders.pyx",
    "PyFin/Analysis/TechnicalAnalysis/StatefulTechnicalAnalysers.pyx",
    "PyFin/Analysis/TechnicalAnalysis/StatelessTechnicalAnalysers.pyx",
    "PyFin/Math/Accumulators/impl.pyx",
    "PyFin/Math/Accumulators/IAccumulators.pyx",
    "PyFin/Math/Accumulators/StatefulAccumulators.pyx",
    "PyFin/Math/Accumulators/StatelessAccumulators.pyx",
    "PyFin/Math/Distributions/NormalDistribution.pyx",
    "PyFin/Math/Distributions/norm.pyx",
    "PyFin/Math/ErrorFunction.pyx",
    "PyFin/Math/MathConstants.pyx",
    "PyFin/Math/udfs.pyx",
    "PyFin/DateUtilities/Calendar.pyx",
    "PyFin/DateUtilities/Date.pyx",
    "PyFin/DateUtilities/Period.pyx",
    "PyFin/DateUtilities/Schedule.pyx",
    "PyFin/Utilities/Asserts.pyx",
    "PyFin/Utilities/Tools.pyx",
    "PyFin/PricingEngines/BlackFormula.pyx",
    "PyFin/PricingEngines/SabrFormulaImpl.pyx",
    "PyFin/PricingEngines/SVIInterpolationImpl.pyx",
    "PyFin/Enums/TimeUnits.pyx",
    "PyFin/Enums/BizDayConventions.pyx",
    "PyFin/Enums/DateGeneration.pyx",
    "PyFin/Enums/Months.pyx",
    "PyFin/Enums/NormalizingType.pyx",
    "PyFin/Enums/OptionType.pyx",
    "PyFin/Enums/Weekdays.pyx"
]


def generate_extensions(ext_modules, line_trace=False):

    extensions = []

    if line_trace:
        print("define cython trace to True ...")
        define_macros = [('CYTHON_TRACE', 1), ('CYTHON_TRACE_NOGIL', 1)]
    else:
        define_macros = []

    for pyxfile in ext_modules:
        ext = Extension(name='.'.join(pyxfile.split('/'))[:-4],
                        sources=[pyxfile],
                        define_macros=define_macros)
        extensions.append(ext)
    return extensions


if platform.system() != "Windows":
    import multiprocessing
    n_cpu = multiprocessing.cpu_count()
else:
    n_cpu = 0

ext_modules_settings = cythonize(generate_extensions(ext_modules, line_trace), 
                                 compiler_directives={"embedsignature": True,
                                                      "linetrace": line_trace,
                                                      "profile": profile,
                                                      "language_level": 3},
                                 nthreads=n_cpu)


setup(
    name=NAME,
    version=__version__,
    description=DESCRIPTION,
    author=AUTHOR,
    author_email=AUTHOR_EMAIL,
    url=URL,
    packages=find_packages(),
    include_package_data=False,
    install_requires=io.open(requirements, encoding='utf8').read(),
    classifiers=[],
    cmdclass={"test": test,
              "version_build": version_build},
    ext_modules=ext_modules_settings,
    include_dirs=[np.get_include()],
)