ENH: Adds Security cython class in new package 'zipline.assets'

The class is not yet used. Adding this class is part of the effort to allow Zipline
simulation of more types of assets than stocks.

DEV: Adds build_ext to .travis.yml
This commit is contained in:
jfkirk
2015-03-04 14:19:29 -05:00
parent d192b1846f
commit 0375b350b8
5 changed files with 253 additions and 3 deletions
+15 -3
View File
@@ -14,7 +14,17 @@
# See the License for the specific language governing permissions and
# limitations under the License.
from setuptools import setup, find_packages
from setuptools import setup, find_packages, Extension
from Cython.Build import cythonize
import numpy as np
ext_modules = [
Extension(
'zipline.assets._securities',
['zipline/assets/_securities.pyx'],
include_dirs=[np.get_include()],
),
]
setup(
name='zipline',
@@ -23,6 +33,7 @@ setup(
author='Quantopian Inc.',
author_email='opensource@quantopian.com',
packages=find_packages(),
ext_modules=cythonize(ext_modules),
scripts=['scripts/run_algo.py'],
include_package_data=True,
license='Apache 2.0',
@@ -45,9 +56,10 @@ setup(
'requests',
'numpy',
'pandas',
'six'
'six',
'Cython==0.20.1'
],
extras_require = {
extras_require={
'talib': ["talib"],
},
url="http://zipline.io"