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基于C++/Python的开源量化交易研究框架 spread retract

http://hikyuu.org/

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setup.py 11.49 KB
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#!/usr/bin/env python
#-*- coding:utf-8 -*-
from setuptools import setup, find_packages
import sys
import os
import shutil
import platform
import click
#------------------------------------------------------------------------------
# 前置检查
#------------------------------------------------------------------------------
def check_xmake():
"""检查是否按照了编译工具 xmake"""
print("checking xmake ...")
xmake = os.system("xmake --version")
return False if xmake != 0 else True
def get_boost_envrionment():
"""
获取 BOOST 环境变量设置
@return (current_boost_root, current_boost_lib)
"""
current_dir = os.getcwd()
current_boost_root = None
current_boost_lib = None
if 'BOOST_ROOT' not in os.environ or 'BOOST_LIB' not in os.environ:
for dir in os.listdir():
if len(dir) >= 5 and dir[:5] == 'boost' and os.path.isdir(dir):
current_boost_root = current_dir + '/' + dir
current_boost_lib = current_dir + '/' + dir + '/stage/lib'
os.environ['BOOST_ROOT'] = current_boost_root
os.environ['BOOST_LIB'] = current_boost_lib
else:
current_boost_root = os.environ['BOOST_ROOT']
current_boost_lib = os.environ['BOOST_LIB']
return (current_boost_root, current_boost_lib)
def get_python_version():
"""
获取 python版本,并判断当前 python 版本是否发生了变化
@return (py_version, py_version_changed)
"""
py_version = platform.python_version_tuple()
py_version = int(py_version[0])*10 + int(py_version[1])
py_version_changed = True
if os.path.exists('py_version'):
with open('py_version', 'r+') as f:
old_py_version = f.read()
if old_py_version == str(py_version):
py_version_changed = False
else:
f.seek(0)
f.write(str(py_version))
print('old python version:', int(old_py_version)*0.1)
else:
with open('py_version', 'w') as f:
f.write(str(py_version))
print('current python version:', int(py_version)*0.1, '\n')
return (py_version, py_version_changed)
def build_boost():
""" 编译依赖的 boost 库 """
current_boost_root, current_boost_lib = get_boost_envrionment()
if current_boost_root is None or current_boost_lib is None:
print("Can't get boost environment!")
return
current_dir = os.getcwd()
if sys.platform == 'win32':
os.chdir(current_boost_root)
if not os.path.exists('b2.exe'):
os.system('bootstrap.bat')
os.system('b2 release link=shared address-model=64 -j 4 --with-python --with-date_time --with-filesystem --with-system --with-serialization --with-test')
os.chdir(current_dir)
else:
cmd = 'cd {boost} ; if [ ! -f "b2" ]; then ./bootstrap.sh ; fi; ./b2 release link=shared address-model=64 -j 4 --with-python --with-date_time --with-filesystem --with-system --with-serialization --with-test; cd {current}'.format(boost=current_boost_root, current=current_dir)
os.system(cmd)
def clear_with_python_changed():
"""
python版本发生变化时,清理之前的python编译结果
应该仅在 pyhon 版本发生变化时被调用
"""
current_plat = sys.platform
current_bits = 64 if sys.maxsize > 2**32 else 32
if current_plat == 'win32' and current_bits == 64:
build_pywrap_dir = 'build\\release\\windows\\x64\\.objs\\windows\\x64\\release\\hikyuu_pywrap'
elif current_plat == 'win32' and current_bits == 32:
build_pywrap_dir = 'build\\release\\windows\\x86\\.objs\\windows\\x64\\release\\hikyuu_pywrap'
elif current_plat == 'linux' and current_bits == 64:
build_pywrap_dir = 'build/release/linux/x86_64/.objs/linux/x86_64/release/hikyuu_pywrap'
elif current_plat == "darwin" and current_bits == 64:
build_pywrap_dir = 'build/release/macosx/x86_64/.objs/macosx/x86_64/release/hikyuu_pywrap'
else:
print("************不支持的平台**************")
exit(0)
if os.path.lexists(build_pywrap_dir):
shutil.rmtree(build_pywrap_dir)
current_boost_root, _ = get_boost_envrionment()
if os.path.lexists('{}/bin.v2/libs/python'.format(current_boost_root)):
shutil.rmtree('{}/bin.v2/libs/python'.format(current_boost_root))
#------------------------------------------------------------------------------
# 执行构建
#------------------------------------------------------------------------------
def start_build(verbose=False ):
""" 执行编译 """
global g_verbose
g_verbose = verbose
if not check_xmake():
print("Please install xmake")
return
print("\nchecking python version ...")
py_version, py_version_changed = get_python_version()
if py_version < 31:
print("Python version must >= 3.1 !")
return
print("checking boost ...")
current_boost_root, current_boost_lib = get_boost_envrionment()
if current_boost_root is None or current_boost_lib is None:
print("Please configure BOOST")
exit(0)
print('BOOST_ROOT:', current_boost_root)
print('BOOST_LIB:', current_boost_lib)
#如果 python 发生变化,则编译依赖的 boost 库(boost.python)
if py_version_changed:
clear_with_python_changed()
print('\ncompile boost ...')
build_boost()
if py_version_changed:
os.system("xmake f -c -y")
else:
os.system("xmake f -y")
os.system("xmake -b hikyuu {}".format("-v -D" if verbose else ""))
os.system("xmake -b _hikyuu {}".format("-v -D" if verbose else ""))
os.system("xmake -b _indicator {}".format("-v -D" if verbose else ""))
os.system("xmake -b _trade_manage {}".format("-v -D" if verbose else ""))
os.system("xmake -b _trade_sys {}".format("-v -D" if verbose else ""))
os.system("xmake -b _trade_instance {}".format("-v -D" if verbose else ""))
os.system("xmake -b _data_driver {}".format("-v -D" if verbose else ""))
#------------------------------------------------------------------------------
# 控制台命令
#------------------------------------------------------------------------------
@click.group()
def cli():
pass
@click.command()
@click.option('-v', '--verbose', is_flag=True, help='显示详细的编译信息')
def build(verbose):
""" 执行编译 """
start_build(verbose)
@click.command()
@click.option('-f', "--f", default='small',
type=click.Choice(['small', 'all']),
help="测试范围(small:小, all:全部")
@click.option("-compile", "--compile", default=False, type=click.BOOL, help='是否强制重新编译(默认:false)')
@click.option('-v', '--verbose', is_flag=True, help='显示详细的编译信息')
def test(f, compile, verbose):
""" 执行单元测试 """
if compile:
start_build(verbose)
if f == 'all':
os.system("xmake f --test=all")
os.system("xmake -b unit-test")
os.system("xmake r unit-test")
else:
os.system("xmake f --test=small")
os.system("xmake -b small-test")
os.system("xmake r small-test")
@click.command()
def clear():
""" 清除当前编译设置及结果 """
if os.path.lexists('.xmake'):
print('delete .xmake')
shutil.rmtree('.xmake')
if os.path.lexists('build'):
print('delete build')
shutil.rmtree('build')
if os.path.lexists('Hikyuu.egg-info'):
print('delete Hikyuu.egg-info')
shutil.rmtree('Hikyuu.egg-info')
if os.path.exists('py_version'):
print('delete py_version')
os.remove('py_version')
for r, _, f_list in os.walk('hikyuu'):
for name in f_list:
if (name != 'UnRAR.exe' and len(name) > 4 and name[-4:] in ('.dll','.exe','.pyd')) \
or (len(name) > 8 and name[:9] == 'libboost_') \
or (len(name) > 6 and name[-6:] == '.dylib'):
print('delete', r + '/' + name)
os.remove(os.path.join(r, name))
print('clear finished!')
@click.command()
def uninstall():
""" 卸载已安装的 python 包 """
if sys.platform == 'win32':
site_lib_dir = sys.base_prefix + "/lib/site-packages"
else:
usr_dir = os.path.expanduser('~')
py_version, _ = get_python_version()
site_lib_dir = '{}/.local/lib/python{:>.1f}/site-packages'.format(usr_dir, py_version*0.1)
for dir in os.listdir(site_lib_dir):
if dir == 'hikyuu' or (len(dir) > 6 and dir[:6] == 'Hikyuu'):
print('delete', site_lib_dir + '/' + dir)
shutil.rmtree(site_lib_dir + '/' + dir)
print("Uninstall finished!")
@click.command()
def install():
""" 编译并安装 Hikyuu python 库 """
start_build()
py_version, py_version_changed = get_python_version()
if py_version_changed:
os.system("xmake f -c -y")
if sys.platform == 'win32':
install_dir = sys.base_prefix + "\\Lib\\site-packages\\Hikyuu"
else:
usr_dir = os.path.expanduser('~')
install_dir = '{}/.local/lib/python{:>.1f}/site-packages/Hikyuu'.format(usr_dir, py_version*0.1)
try:
shutil.rmtree(install_dir)
except:
pass
os.makedirs(install_dir)
os.system('xmake install -o "{}"'.format(install_dir))
@click.command()
def wheel():
""" 生成 python 的 wheel 安装包 """
# 尝试编译
start_build()
# 清理之前遗留的打包产物
print("Clean up the before papackaging outputs ...")
py_version, _ = get_python_version()
if os.path.lexists('Hikyuu.egg-info'):
shutil.rmtree('Hikyuu.egg-info')
if os.path.lexists('build/lib'):
shutil.rmtree('build/lib')
if os.path.lexists('build'):
for bdist in os.listdir('build'):
if len(bdist) >= 5 and bdist[:5] == 'bdist' and os.path.lexists(bdist):
shutil.rmtree(bdist)
for x in os.listdir('hikyuu'):
if x[:12] == 'boost_python':
if x[12:14] != str(py_version):
os.remove('hikyuu/{}'.format(x))
# 构建打包命令
print("start pacakaging bdist_wheel ...")
current_plat = sys.platform
current_bits = 64 if sys.maxsize > 2**32 else 32
if current_plat == 'win32' and current_bits == 64:
plat = "win-amd64"
elif current_plat == 'win32' and current_bits == 32:
plat = "win32"
elif current_plat == 'linux' and current_bits == 64:
plat = "manylinux1_x86_64"
elif current_plat == 'linux' and current_bits == 32:
plat = "manylinux1_i386"
else:
print("*********尚未实现该平台的支持*******")
return
cmd = 'python sub_setup.py bdist_wheel --python-tag cp{} -p {}'.format(py_version, plat)
os.system(cmd)
@click.command()
def upload():
""" 发布上传至 pypi,仅供发布者使用!!! """
if not os.path.lexists('dist'):
print("Not found wheel package! Pleae wheel first")
return
print("current wheel:")
for bdist in os.listdir('dist'):
print(bdist)
print("")
val = input('Are you sure upload now (y/n)? (deault: n) ')
if val == 'y':
os.system("twine upload dist/*")
#------------------------------------------------------------------------------
# 添加 click 命令
#------------------------------------------------------------------------------
cli.add_command(build)
cli.add_command(test)
cli.add_command(clear)
cli.add_command(install)
cli.add_command(uninstall)
cli.add_command(wheel)
cli.add_command(upload)
if __name__ == "__main__":
cli()

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