adding docker ignore, fix docker, move to pybind

.dockerignore

@@ -0,0 +1,8 @@
+.ipynb_checkpoints
+notebooks
+Dockerfile
+.DS_Store
+keys
+*.csv
+*.sh
+logs

CMakeLists.txt

@@ -116,13 +116,14 @@ set(CMAKE_CXX_FLAGS " \
     ")
 
 
-find_package(Boost)
-if(NOT Boost_FOUND)
-    message("${Red}Boost could not be located${ColorReset}")
+find_package(pybind11)
+if(NOT pybind11_FOUND)
+    message("${Red}PyBind11 could not be located${ColorReset}")
+    build_dep("pybind11", "cmake/Pybind.txt.in")
 else()
-    message("${Cyan}Found boost in ${Boost_INCLUDE_DIRS} ${Boost_LIBRARY_DIRS} ${ColorReset}")
+    message("${Cyan}Found PyBind11 in ${pybind11_INCLUDE_DIRS}${ColorReset}")
 endif()
-include_directories( ${Boost_INCLUDE_DIRS} )
+include_directories( ${pybind11_INCLUDE_DIRS} )
 
 if(WIN32)
     foreach(warning 4244 4251 4267 4275 4290 4786 4305 4996)
@@ -137,16 +138,10 @@ endif()
 # PYTHON BINDINGS BUILD #
 #########################
 include_directories("/usr/local/include/python3.7m")  # FIXME
+link_directories("/usr/local/lib")  # FIXME
 find_package( PythonInterp 3.7 REQUIRED )
-find_package( PythonLibs 3.7 REQUIRED )
 include_directories( ${PYTHON_INCLUDE_DIRS} )
 find_package(NumPy)
-
-find_package( Boost COMPONENTS python REQUIRED )
-find_library( BOOST_PYTHON boost_python)
-find_library( BOOST_NUMPY boost_numpy)
-include_directories( ${Boost_INCLUDE_DIR} )
-
 include_directories( ${PYTHON_NUMPY_INCLUDE_DIR})
 #####################
 

Dockerfile

@@ -1,11 +1,10 @@
-FROM timkpaine/aat:latest
+FROM timkpaine/aat-deps:latest
 
 WORKDIR /usr/src/app
 ADD . /usr/src/app
 
 RUN python3 -m pip install -U codecov coverage pytest pytest-cov mock flake8 pylint
 RUN python3 -m pip install -r requirements.txt
 
-RUN make build
 RUN make test
 RUN codecov --token caa422e7-7543-4adb-8ee1-e4a7ea24b988

aat/trading.py

@@ -15,6 +15,10 @@
 from .ui.server import ServerApplication
 from .utils import ex_type_to_ex
 from .logging import LOG as log, SLIP as sllog, TXNS as tlog
+from .test import say_hello
+from .exchanges._cpp_helpers import test
+test()
+say_hello("test")
 
 
 class TradingEngine(object):

cmake/Pybind.txt.in

@@ -0,0 +1,16 @@
+cmake_minimum_required(VERSION 2.8.2)
+
+project(pybind11-download NONE)
+
+include(ExternalProject)
+ExternalProject_Add(pybind11
+  GIT_REPOSITORY    https://github.com/pybind/pybind11.git
+  GIT_TAG           master
+  SOURCE_DIR        "${CMAKE_BINARY_DIR}/pybind11-src"
+  BINARY_DIR        "${CMAKE_BINARY_DIR}/pybind11-build"
+  CONFIGURE_COMMAND ""
+  BUILD_COMMAND     ""
+  INSTALL_COMMAND   ""
+  TEST_COMMAND      ""
+  CMAKE_ARGS        "-DCMAKE_TOOLCHAIN_FILE=${CMAKE_TOOLCHAIN_FILE}"
+)

cpp/include/aat/exchanges/_cpp_helpers.hpp

@@ -1,13 +1,14 @@
 #include <iostream>
-#include <boost/python/module.hpp>
-#include <boost/python/def.hpp>
+#include <pybind11/pybind11.h>
+namespace py = pybind11;
 
 #ifndef __AAT_CPP_HELPERS_HPP__
 #define __AAT_CPP_HELPERS_HPP__
 void test();
 
-BOOST_PYTHON_MODULE(_cpp_helpers)
+PYBIND11_MODULE(_cpp_helpers, m)
 {
-    boost::python::def("test", test);
+    m.doc() = "A Test";
+    m.def("test", &test, "A test function");
 }
 #endif

cpp/include/aat/test.hpp

@@ -1,14 +1,15 @@
 #include <iostream>
-#include <boost/python/module.hpp>
-#include <boost/python/def.hpp>
+#include <pybind11/pybind11.h>
+namespace py = pybind11;
 
 #ifndef __AAT_TEST_HPP__
 #define __AAT_TEST_HPP__
 void say_hello(const char* name);
 
 
-BOOST_PYTHON_MODULE(test)
+PYBIND11_MODULE(test, m)
 {
-    boost::python::def("say_hello", say_hello);
+    m.doc() = "A Test";
+    m.def("say_hello", &say_hello, "A test function");
 }
 #endif

scripts/Dockerfile.build

@@ -2,19 +2,14 @@ FROM python:3.7
 
 RUN apt-get update
 RUN apt-get -y install apt-transport-https libtbb-dev cmake
+
 RUN curl -sL https://deb.nodesource.com/setup_10.x | bash -
 RUN apt-get install -y nodejs
 RUN npm install -g yarn
-RUN apt-get -y remove python3
-
-RUN python3.7 -m pip install numpy
 
-RUN ls -al /usr/local/lib/python3.7/site-packages/numpy
-
-RUN wget https://dl.bintray.com/boostorg/release/1.67.0/source/boost_1_67_0.tar.gz >/dev/null 2>&1  || echo "wget failed"
-RUN tar xfz boost_1_67_0.tar.gz
-RUN cd boost_1_67_0 && CPLUS_INCLUDE_PATH="$CPLUS_INCLUDE_PATH:/usr/local/include/python3.7m" C_INCLUDE_PATH="$C_INCLUDE_PATH:/usr/local/include/python3.7m" ./bootstrap.sh --with-python=/usr/local/bin/python3.7  || echo "boostrap failed"
-RUN cd boost_1_67_0 && CPLUS_INCLUDE_PATH="$CPLUS_INCLUDE_PATH:/usr/local/include/python3.7m" C_INCLUDE_PATH="$C_INCLUDE_PATH:/usr/local/include/python3.7m" ./b2 -j4 install || echo "build boost failed" 
+RUN apt-get -y remove python3
+RUN python3.7 -m pip install numpy pytest
 
-RUN ln -s /usr/local/lib/libboost_python37.so /usr/local/lib/libboost_python.so
-RUN ln -s /usr/local/lib/libboost_numpy37.so /usr/local/lib/libboost_numpy.so
+RUN wget https://github.com/pybind/pybind11/archive/v2.2.4.tar.gz >/dev/null 2>&1  || echo "wget failed"
+RUN tar xfz v2.2.4.tar.gz
+RUN cd pybind11-2.2.4/ && mkdir build && cd build && cmake .. && make -j 4 && make install