Added setproctitle and C extension doc.

docs/extensions.rst

@@ -0,0 +1,103 @@
+.. highlight:: cython
+
+Philosophy
+==========
+
+Use judgement when to use C extensions. Debugging them potentially
+has a time cost of t=infinity, they can segfault, and may not be
+debugabble by anyone else. Simply put 90% of the time its not worth it
+and construction of extensions be must informed by scientific profiling.
+Listen to your inner Knuth.
+
+Writing C Extensions
+====================
+
+Caveats aside, C Extensions can be in two forms:
+
+- C
+- Cython
+
+Cython is a superset of Python which compiles into C. The code it
+produces is generally not human readable.
+
+Reference: http://docs.cython.org/
+
+C is well, C. You manage your own memory and interface with Python.h .
+If you need raw performance or need to interface with other C libraries
+this is often the best approach. Of course this requires that you
+be very careful to tend to memory and and Python's internal garbage
+collection.
+
+Reference: http://docs.python.org/c-api/
+
+One can write C++ extensions, but please don't.
+
+One could also embed Assembly in C and thus in Python, but again please
+don't.
+
+Compilers
+=========
+
+Compatability
+
+    - Do not use Clang
+    - Do not use GCC-LLVM
+
+Use standard GCC >= 4.6 from gnu.org, otherwise extensions will have
+undefined behavior and will not be portable.
+
+Also make sure to code against Python 2.7 and numpy 1.6.1 header
+files. If using Cython have it auto figure out the paths to ensurable
+portability.
+
+Building
+========
+
+In pavement.py ::
+
+    example = Extension(
+        "zipline/example", ["zipline/example.pyx"],
+    )
+
+If you need Numpy::
+
+    example = Extension(
+        "zipline/example", ["zipline/example.pyx"],
+        include_dirs=[np.get_include()],
+    )
+
+To build in development ::
+
+    $ paver build_ext --inplace
+
+Pure C
+======
+
+.. highlight :: c
+    #include "Python.h"
+
+Releasing the GIL
+=================
+
+::
+    from libc.stdio cimport printf
+
+    with nogil:
+        # in here you allowed to do whatever you like so long as
+        # you do not touch Python objects. This really should
+        # only be used to interface with other C libraries.
+
+        printf("hello, world\n");
+
+Debugging
+=========
+
+Compile with debug symbols and use gdb and valgrind. It sucks but its
+really the only way.
+
+Vim
+===
+
+For syntax highlighting in Vim::
+
+    :set syntax=pyrex

etc/requirements.txt

@@ -10,3 +10,6 @@ gevent-zeromq==0.2.2
 # Packaging
 distribute==0.6.27
 setuptools==0.6c11
+
+# Unix
+setproctitle==1.1.6