Derivatives Interface

.github/workflows/build.yml

@@ -0,0 +1,58 @@
+name: Build
+
+on: [push, pull_request]
+
+jobs:
+  build_wheels:
+    name: Build wheel on ${{ matrix.os }}
+    runs-on: ${{ matrix.os }}
+    strategy:
+      matrix:
+        os: [ubuntu-latest, macos-latest, windows-latest]
+
+    steps:
+    - uses: actions/checkout@master
+      with:
+        submodules: 'recursive'
+
+    - name: Add msbuild to PATH
+      uses: microsoft/setup-msbuild@v1.0.0
+      if: startsWith(matrix.os,'windows')
+
+    - name: Add Windows SDK
+      shell: cmd
+      if: startsWith(matrix.os,'windows')
+      run: |
+        choco install windows-sdk-8.1
+    - uses: actions/setup-python@v1
+      name: Install Python
+      with:
+        python-version: '3.7'
+
+    - name: Build wheels
+      env:
+        CIBW_BUILD: "cp3?-*"
+        CIBW_SKIP: "*-win32 *-manylinux_i686"
+        CIBW_MANYLINUX_X86_64_IMAGE: "dockcross/manylinux2010-x64"
+        CIBW_TEST_REQUIRES: "pytest cvxpy"
+        CIBW_TEST_COMMAND: "pytest -s {project}/module/tests -k \"not codegen and not mkl\" "
+      run: |
+        python -m pip install cibuildwheel==1.5.5
+        python -m cibuildwheel --output-dir wheelhouse
+    - name: Build source
+      if: startsWith(matrix.os, 'ubuntu')
+      run: |
+        python setup.py sdist --dist-dir=wheelhouse
+    - name: Release to pypi
+      if: github.event_name == 'push' && startsWith(github.event.ref, 'refs/tags')
+      env:
+        TWINE_USERNAME: __token__
+        TWINE_PASSWORD: ${{ secrets.pypi_password }}
+      run: |
+        python -m pip install --upgrade twine
+        twine upload wheelhouse/*
+    - name: Upload artifacts to github
+      uses: actions/upload-artifact@v1
+      with:
+        name: wheels
+        path: ./wheelhouse

.gitignore

@@ -121,3 +121,5 @@ ENV/
 
 .gdb_history
 .cquery_cached_index/
+pip-wheel-metadata/
+scratch/