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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
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@@ -14,7 +14,17 @@
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# See the License for the specific language governing permissions and
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# limitations under the License.
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from setuptools import setup, find_packages
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from setuptools import setup, find_packages, Extension
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from Cython.Build import cythonize
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import numpy as np
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ext_modules = [
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Extension(
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'zipline.assets._securities',
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['zipline/assets/_securities.pyx'],
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include_dirs=[np.get_include()],
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),
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]
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setup(
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name='zipline',
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@@ -23,6 +33,7 @@ setup(
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author='Quantopian Inc.',
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author_email='opensource@quantopian.com',
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packages=find_packages(),
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ext_modules=cythonize(ext_modules),
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scripts=['scripts/run_algo.py'],
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include_package_data=True,
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license='Apache 2.0',
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@@ -45,9 +56,10 @@ setup(
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'requests',
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'numpy',
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'pandas',
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'six'
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'six',
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'Cython==0.20.1'
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],
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extras_require = {
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extras_require={
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'talib': ["talib"],
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},
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url="http://zipline.io"
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