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AsyncAlgoTrading · Dec 27, 2019 · 573761c · 573761c
2 parents 4c08874 + bd1d6af
commit 573761c
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Showing 20 changed files with 413 additions and 494 deletions.
diff --git a/.bumpversion.cfg b/.bumpversion.cfg
@@ -0,0 +1,19 @@
+[bumpversion]
+current_version = 0, 0, 2, 'final', 0
+commit = False
+tag = False
+parse = (?P<major>\d+)\,\ (?P<minor>\d+)\,\ (?P<patch>\d+)\,\ \'(?P<release>\S+)\'\,\ (?P<build>\d+)
+serialize = 
+	{major}, {minor}, {patch}, '{release}', {build}
+
+[bumpversion:part:release]
+optional_value = final
+values = 
+	alpha
+	candidate
+	final
+
+[bumpversion:part:build]
+
+[bumpversion:file:aat/_version.py]
+
diff --git a/.travis.yml b/.travis.yml
@@ -1,17 +1,83 @@
-language: python
-cache: pip
+dist: xenial
+language: node_js
+node_js: "12"
+sudo: required
 
-services:
-  - docker
+matrix:
+  fast_finish: true
+  include:
+    # Python 3.7 Linux build - docker
+    - python: "3.7"
+      language: python
+      env: TEST=DOCKER
+      cache: pip
+      services: docker
 
-os:
-  - linux
-  # - osx
+    # Python 3.7 Linux build
+    - python: "3.7"
+      env: TEST=PYTHON
+      language: python
+      cache: pip
 
-python:
-  - "3.6"
+    # Python 3.7 Linux manylinux2010 build
+    - python: "3.7"
+      language: python
+      env: TEST=MANYLINUX2010
+      cache: pip
+      services: docker
 
-script: docker build .
+    # Python 3.7 Linux manylinux2014 build
+    - python: "3.7"
+      language: python
+      env: TEST=MANYLINUX2014
+      cache: pip
+      services: docker
+
+    # Python 3.7 Mac build
+    - env: TEST=PYTHON
+      cache: pip
+      os: osx
+      osx_image: xcode11.2
+
+  allow_failures:
+    # Mac builds get extensively tested by the core developers.
+    # They are also extremely slow to load on travis.
+    # So pull requests should check these, but they are allowed
+    # to fail
+
+    # Python 3.7 Linux manylinux2014 build
+    - python: "3.7"
+      language: python
+      env: TEST=MANYLINUX2014
+      cache: pip
+      services: docker
+
+    # Python 3.7 Mac build
+    - env: TEST=PYTHON
+      cache: pip
+      os: osx
+      osx_image: xcode11.2
+
+addons:
+  apt:
+    update: true
+    sources:
+      - ubuntu-toolchain-r-test
+    packages:
+      - gcc-4.9
+      - g++-4.9
+  homebrew:
+    update: true
+    packages:
+      - python
+      - pybind11
+      - cmake
+      - boost
+
+
+script:
+  - if [ "$TEST" = "PYTHON" ]; then make build && make test; fi
+  - if [ "$TEST" = "DOCKER" ]; then docker build .; fi
 
 branches:
   only:

diff --git a/CMakeLists.txt b/CMakeLists.txt
@@ -1,9 +1,18 @@
-cmake_minimum_required(VERSION 2.8.12)
+cmake_minimum_required(VERSION 3.7.2)
 project(aat)
+
+set(CMAKE_BUILD_TYPE "Release")
+set(CMAKE_CXX_FLAGS_RELEASE "-O3 -DNDEBUG")
+set(CMAKE_C_FLAGS_RELEASE "-O3 -DNDEBUG")
+
 set(CMAKE_CXX_STANDARD 14)
 set(CMAKE_EXPORT_COMPILE_COMMANDS ON)
 set(CMAKE_MODULE_PATH "${CMAKE_SOURCE_DIR}/cmake/modules/" ${CMAKE_MODULE_PATH} )
-find_package(Color)
+
+if(NOT DEFINED AAT_CMAKE_MODULE_PATH)
+    set(AAT_CMAKE_MODULE_PATH "${CMAKE_SOURCE_DIR}/../../cmake/")
+endif()
+set(CMAKE_MODULE_PATH "${AAT_CMAKE_MODULE_PATH}/modules" ${CMAKE_MODULE_PATH})
 
 if(${CMAKE_SYSTEM_NAME} MATCHES "Windows")
     set(WIN32 ON)
@@ -19,6 +28,16 @@ else()
     set(LINUX ON)
 endif()
 
+
+## Helper function
+function(string_starts_with str search)
+  string(FIND "${str}" "${search}" out)
+  if("${out}" EQUAL 0)
+    return(true)
+  endif()
+  return(false)
+endfunction()
+
 ##############################
 # helper to grab gtest et al #
 ##############################
@@ -40,6 +59,7 @@ function (build_dep name cmake_file)
             message(FATAL_ERROR "Build step for ${name} failed: ${result}")
         endif()
     endif()
+
     add_subdirectory(${CMAKE_BINARY_DIR}/${name}-src
         ${CMAKE_BINARY_DIR}/${name}-build
         EXCLUDE_FROM_ALL)
@@ -50,57 +70,65 @@ function (build_dep name cmake_file)
 endfunction()
 ##############################
 
-
 #######################
 # BUILD CONFIGURATION #
 #######################
+find_package(Color)
 option(CMAKE_BUILD_TYPE "Release/Debug build" RELEASE)
 option(CPP_BUILD_TESTS "Build the C++ Tests" ON)
 option(CPP_BUILD_STRICT "Build the C++ with strict warnings" OFF)
 
-if(DEFINED ENV{PSP_DEBUG})
+if(DEFINED ENV{DEBUG})
     set(CMAKE_BUILD_TYPE DEBUG)
 else()
     if (NOT DEFINED CMAKE_BUILD_TYPE)
         set(CMAKE_BUILD_TYPE RELEASE)
     endif()
 endif()
 
-if (NOT DEFINED CPP_BUILD_TESTS)
-    set(CPP_BUILD_TESTS ON)
-endif()
-
 if (NOT DEFINED CPP_BUILD_STRICT)
     set(CPP_BUILD_STRICT OFF)
 endif()
 
-message(WARNING "${Cyan}Building C++ binding${ColorReset}")
-message(WARNING "${Cyan}Building Python binding${ColorReset}")
+if(DEFINED ENV{MANYLINUX})
+    set(MANYLINUX ON)
+else()
+    set(MANYLINUX OFF)
+endif()
+
+if(NOT DEFINED AAT_PYTHON_VERSION)
+    set(AAT_PYTHON_VERSION 3.7)
+endif()
+
+
+set(BUILD_MESSAGE "")
+set(BUILD_MESSAGE "${BUILD_MESSAGE}\n${Cyan}Building C++ binding${ColorReset}")
+set(BUILD_MESSAGE "${BUILD_MESSAGE}\n${Cyan}Building Python binding${ColorReset}")
 
 if (CPP_BUILD_TESTS)
-    message(WARNING "${Cyan}Building C++ tests${ColorReset}")
+    set(BUILD_MESSAGE "${BUILD_MESSAGE}\n${Cyan}Building C++ tests${ColorReset}")
 else()
-    message(WARNING "${Cyan}Skipping C++ tests${ColorReset}")
+    set(BUILD_MESSAGE "${BUILD_MESSAGE}\n${Cyan}Skipping C++ tests${ColorReset}")
 endif()
 
 if (NOT CPP_BUILD_STRICT)
-    message(WARNING "${Cyan}Building C++ without strict warnings${ColorReset}")
+    set(BUILD_MESSAGE "${BUILD_MESSAGE}\n${Cyan}Building C++ without strict warnings${ColorReset}")
 else()
-    message(WARNING "${Cyan}Building C++ with strict warnings${ColorReset}")
+    set(BUILD_MESSAGE "${BUILD_MESSAGE}\n${Cyan}Building C++ with strict warnings${ColorReset}")
 endif()
 
 string(TOLOWER "${CMAKE_BUILD_TYPE}" CMAKE_BUILD_TYPE_LOWER )
 if(CMAKE_BUILD_TYPE_LOWER STREQUAL debug)
-    message(WARNING "${Red}Building DEBUG${ColorReset}")
+    set(BUILD_MESSAGE "${BUILD_MESSAGE}\n${Red}Building DEBUG${ColorReset}")
     add_definitions(-DDEBUG)
 else()
-    message(WARNING "${Cyan}Building RELEASE${ColorReset}")
+    set(BUILD_MESSAGE "${BUILD_MESSAGE}\n${Cyan}Building RELEASE${ColorReset}")
 endif()
 
 if(BUILD_DOCS)
-    message(WARNING "${Cyan}Building Documentation${ColorReset}")
+    set(BUILD_MESSAGE "${BUILD_MESSAGE}\n${Cyan}Building Documentation${ColorReset}")
 else()
-    message(WARNING "${Cyan}Skipping Documentation${ColorReset}")
+    set(BUILD_MESSAGE "${BUILD_MESSAGE}\n${Cyan}Skipping Documentation${ColorReset}")
 endif()
 #######################
 
@@ -125,6 +153,7 @@ set(CMAKE_CXX_FLAGS " \
     ${OPT_FLAGS} \
     ")
 
+message(WARNING "${BUILD_MESSAGE}")
 
 find_package(pybind11)
 if(NOT pybind11_FOUND)
@@ -147,22 +176,79 @@ endif()
 #########################
 # PYTHON BINDINGS BUILD #
 #########################
-include_directories("/usr/local/include/python3.7m")  # FIXME
-link_directories("/usr/local/lib")  # FIXME
-find_package( PythonInterp 3.7 REQUIRED )
-include_directories( ${PYTHON_INCLUDE_DIRS} )
+include_directories("${AAT_PYTHON_SRC}/perspective/include")
+if(MANYLINUX)
+    # Manylinux docker images have no shared libraries
+    # The instead use a statically built python.
+    # Cmake's default FindPython can't find the python headers
+    # without also finding (or failing to find) the python libraries
+    # so we use a custom FindPythonHeaders that is the same as the
+    # default, but ignores when the python libraries can't be found.
+    message("${Red}Manylinux build has no python shared libraries${ColorReset}")
+    find_package( Python ${AAT_PYTHON_VERSION} REQUIRED COMPONENTS Interpreter )
+    find_package( PythonHeaders ${AAT_PYTHON_VERSION} REQUIRED)
+else()
+    message("${Cyan}Use python shared libraries${ColorReset}")
+    find_package( Python ${AAT_PYTHON_VERSION} REQUIRED COMPONENTS Interpreter Development)
+endif()
+message("${Cyan}Using python ${PYTHON_INCLUDE_DIRS} ${Python_LIBRARIES} ${ColorReset}")
+include_directories( ${Python_INCLUDE_DIRS} )
+
+# already found from before
+find_package(Boost)
+
+if(MACOS)
+    # on mac, use the vanilla pybind11 finder
+    find_package(pybind11)
+    if(pybind11_FOUND)
+        # Homebrew install pybind11
+        set(PYTHON_PYBIND_FOUND pybind11_FOUND)
+    else()
+        # see if python installed pybind11 is available
+        find_package(Pybind)
+        if(PYTHON_PYBIND_FOUND)
+            # Need to add extra flags due to pybind weirness
+            # https://github.com/pybind/pybind11/blob/7830e8509f2adc97ce9ee32bf99cd4b82089cc4c/tools/pybind11Tools.cmake#L103
+            set(CMAKE_SHARED_LINKER_FLAGS "${CMAKE_SHARED_LINKER_FLAGS} -undefined dynamic_lookup")
+        endif()
+    endif()
+
+else()
+    # on linux or in docker, use our custom pybind finder to look 
+    # for just the python installed pybind
+    find_package(Pybind)
+endif()
+
+if(NOT PYTHON_PYBIND_FOUND)
+    message("${Red}PyBind11 could not be located${ColorReset}")
+    psp_build_dep("pybind11" "${AAT_CMAKE_MODULE_PATH}/Pybind.txt.in")
+else()
+    message("${Cyan}Found PyBind11 in ${PYTHON_PYBIND_INCLUDE_DIR}${ColorReset}")
+    include_directories( ${PYTHON_PYBIND_INCLUDE_DIR} )
+endif()
+
 find_package(NumPy)
+if(NOT PYTHON_NUMPY_FOUND)
+    message(FATAL_ERROR "${Red}Numpy could not be located${ColorReset}")
+else()
+    message(WARNING "${Cyan}Numpy found: ${PYTHON_NUMPY_INCLUDE_DIR}${ColorReset}")
+
+endif()
 include_directories( ${PYTHON_NUMPY_INCLUDE_DIR})
 #####################
 
 if (WIN32)
     set(CMAKE_CXX_FLAGS " /EHsc")
 else()
-    set(CMAKE_CXX_FLAGS " -std=c++0x ${CMAKE_CXX_FLAGS}")
+    if(CMAKE_CXX_COMPILER_ID STREQUAL "GNU")
+        set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -std=c++1y")
+    else()
+        set(CMAKE_CXX_FLAGS " -std=c++0x ${CMAKE_CXX_FLAGS}")
+    endif()
 endif()
 
 
-if(NOT WIN32)
+if(MACOS)
     set(CMAKE_SHARED_LIBRARY_SUFFIX .so)
 
     # Look for the binary using @loader_path (relative to binary location) instead of @rpath
@@ -212,29 +298,6 @@ if(CPP_BUILD_STRICT AND NOT WIN32)
 endif()
 
 
-#############
-# CPP TESTS #
-#############
-if (CPP_BUILD_TESTS)
-    if (WIN32)
-      set(gtest_force_shared_crt ON CACHE BOOL "" FORCE)
-    endif()
-    build_dep("googletest" "cmake/GTest.txt.in")
-
-    add_subdirectory(cpp/tests)
-    add_custom_target(gcov
-        COMMAND mkdir -p ${CMAKE_BINARY_DIR}/coverage
-        WORKING_DIRECTORY ${CMAKE_BINARY_DIR}
-    )
-    add_custom_command(TARGET gcov
-        COMMAND echo "=================== GCOV ===================="
-        COMMAND gcovr -r ../ --html --html-details -o coverage/index.html
-        COMMAND xdg-open coverage/index.html
-        WORKING_DIRECTORY ${CMAKE_BINARY_DIR}
-    )
-endif()
-#############
-
 ########
 # Docs #
 ########

diff --git a/Makefile b/Makefile
@@ -53,15 +53,6 @@ annotate_l: ## MyPy type annotation check - count only
 docs:  ## Build the sphinx docs
 	make -C docs html
 
-micro:  ## steps before dist, defaults to previous tag + one micro
-	. scripts/deploy.sh MICRO
-
-minor:  ## steps before dist, defaults to previous tag + one micro
-	. scripts/deploy.sh MINOR
-
-major:  ## steps before dist, defaults to previous tag + one micro
-	. scripts/deploy.sh MAJOR
-
 dist:  ## dist to pypi
 	rm -rf dist build
 	python3 setup.py sdist

diff --git a/aat/__init__.py b/aat/__init__.py
@@ -1 +1 @@
-from ._version import VERSION as __version__  # noqa: F401
+from ._version import __version__  # noqa: F401