mirror of
https://github.com/wassname/catalyst.git
synced 2026-06-28 18:59:19 +08:00
Merge pull request #981 from quantopian/appveyor
BLD: appveyor and travis conda builds
This commit is contained in:
Richard Frank
+41
-13
@@ -1,16 +1,16 @@
|
||||
language: python
|
||||
sudo: false
|
||||
matrix:
|
||||
fast_finish: true
|
||||
include:
|
||||
- python: 2.7
|
||||
env: PANDAS_VERSION=0.16.1 NUMPY_VERSION=1.9.2 SCIPY_VERSION=0.15.1 CACHE_DIR=$HOME/.cache/.pip/pip_np19
|
||||
- python: 2.7
|
||||
env: PANDAS_VERSION=0.17.1 NUMPY_VERSION=1.10.2 SCIPY_VERSION=0.16.1 CACHE_DIR=$HOME/.cache/.pip/pip_np110
|
||||
- python: 3.4
|
||||
env: PANDAS_VERSION=0.16.1 NUMPY_VERSION=1.9.2 SCIPY_VERSION=0.15.1 CACHE_DIR=$HOME/.cache/.pip/pip_np19
|
||||
- python: 3.4
|
||||
env: PANDAS_VERSION=0.17.1 NUMPY_VERSION=1.10.2 SCIPY_VERSION=0.16.1 CACHE_DIR=$HOME/.cache/.pip/pip_np110
|
||||
fast_finish: true
|
||||
python:
|
||||
- 2.7
|
||||
- 3.4
|
||||
env:
|
||||
global:
|
||||
# ANACONDA_TOKEN with api:write
|
||||
- secure: "RJJjjQloUjCSkhII93QM+YAsr6YYq7hPFvlbnT07ogn1NeUPsVCyJ97oiZfKtPgdbd24hdQP/CHfB0HgTTES8n996tN3QWc4hZj0e10kFyIlas9qnkrRYRR1jxGShBDXrLdx/tGh8z1qnnCm1fy+fDhAF7Zerouwy4EA2YEzxdE="
|
||||
matrix:
|
||||
- PANDAS_VERSION=0.16.1 NUMPY_VERSION=1.9.2 SCIPY_VERSION=0.15.1
|
||||
- PANDAS_VERSION=0.17.1 NUMPY_VERSION=1.10.4 SCIPY_VERSION=0.16.1
|
||||
cache:
|
||||
directories:
|
||||
- $HOME/.cache/.pip/
|
||||
@@ -24,18 +24,46 @@ before_install:
|
||||
- sed -i "s/pandas==.*/pandas==$PANDAS_VERSION/" etc/requirements.txt
|
||||
- sed -i "s/scipy==.*/scipy==$SCIPY_VERSION/" etc/requirements.txt
|
||||
install:
|
||||
- conda create -n testenv --yes -c quantopian pip python=$TRAVIS_PYTHON_VERSION numpy=$NUMPY_VERSION scipy=$SCIPY_VERSION libgfortran=1.0 ta-lib=0.4.9
|
||||
- conda install conda-build=1.19.2 anaconda-client=1.3.1 --yes
|
||||
|
||||
- TALIB_VERSION=$(cat ./etc/requirements_talib.txt | sed "s/TA-Lib==\(.*\)/\1/")
|
||||
- conda create -n testenv --yes -c quantopian pip python=$TRAVIS_PYTHON_VERSION numpy=$NUMPY_VERSION scipy=$SCIPY_VERSION libgfortran=1.0 ta-lib=$TALIB_VERSION
|
||||
- source activate testenv
|
||||
- IFS='.' read -r -a NPY_VERSION_ARR <<< "$NUMPY_VERSION"
|
||||
- CONDA_NPY=${NPY_VERSION_ARR[0]}${NPY_VERSION_ARR[1]}
|
||||
- CONDA_PY=$TRAVIS_PYTHON_VERSION
|
||||
- CACHE_DIR="$HOME/.cache/.pip/pip_np""CONDA_NPY"
|
||||
- pip install --upgrade pip coverage coveralls --cache-dir=$CACHE_DIR
|
||||
- pip install -r etc/requirements.txt --cache-dir=$CACHE_DIR
|
||||
- pip install -r etc/requirements_dev.txt --cache-dir=$CACHE_DIR
|
||||
- pip install -r etc/requirements_blaze.txt --cache-dir=$CACHE_DIR # this uses git requirements right now
|
||||
- pip install -e . --cache-dir=$CACHE_DIR
|
||||
- pip install -r etc/requirements_talib.txt --cache-dir=$CACHE_DIR
|
||||
- pip install -e .[all] --cache-dir=$CACHE_DIR
|
||||
before_script:
|
||||
- pip freeze | sort
|
||||
script:
|
||||
- nosetests tests/
|
||||
- flake8 zipline tests
|
||||
# deactive env to get access to anaconda command
|
||||
- source deactivate
|
||||
- if [[ "$TRAVIS_SECURE_ENV_VARS" = "true" && "$TRAVIS_BRANCH" = "master" && "$TRAVIS_PULL_REQUEST" = "false" ]]; then DO_UPLOAD="true"; else DO_UPLOAD="false"; fi
|
||||
- |
|
||||
for recipe in $(ls -d conda/*/ | xargs -I {} basename {}); do
|
||||
if [[ "$recipe" = "zipline" ]]; then continue; fi
|
||||
|
||||
conda build conda/$recipe --python=$CONDA_PY --numpy=$CONDA_NPY --skip-existing -c quantopian -c https://conda.anaconda.org/quantopian/label/ci
|
||||
RECIPE_OUTPUT=$(conda build conda/$recipe --python=$CONDA_PY --numpy=$CONDA_NPY --output)
|
||||
if [[ -f "$RECIPE_OUTPUT" && "$DO_UPLOAD" = "true" ]]; then anaconda -t $ANACONDA_TOKEN upload "$RECIPE_OUTPUT" -u quantopian --label ci; fi
|
||||
done
|
||||
|
||||
# unshallow the clone so the conda build can clone it.
|
||||
- git fetch --unshallow
|
||||
- exec 3>&1; ZP_OUT=$(conda build conda/zipline --python=$CONDA_PY --numpy=$CONDA_NPY -c quantopian -c https://conda.anaconda.org/quantopian/label/ci | tee >(cat - >&3))
|
||||
- ZP_OUTPUT=$(echo "$ZP_OUT" | grep "anaconda upload" | awk '{print $NF}')
|
||||
- if [[ "$DO_UPLOAD" = "true" ]]; then anaconda -t $ANACONDA_TOKEN upload $ZP_OUTPUT -u quantopian --label ci; fi
|
||||
# reactivate env (necessary for coveralls)
|
||||
- source activate testenv
|
||||
|
||||
after_success:
|
||||
- coveralls
|
||||
|
||||
|
||||
+5
-2
@@ -4,7 +4,8 @@ Zipline
|
||||
|Gitter|
|
||||
|version status|
|
||||
|downloads|
|
||||
|build status|
|
||||
|travis status|
|
||||
|appveyor status|
|
||||
|Coverage Status|
|
||||
|
||||
Zipline is a Pythonic algorithmic trading library. It is an event-driven
|
||||
@@ -179,8 +180,10 @@ https://github.com/quantopian/zipline/wiki/Contribution-Requests
|
||||
:target: https://pypi.python.org/pypi/zipline
|
||||
.. |downloads| image:: https://img.shields.io/pypi/dd/zipline.svg
|
||||
:target: https://pypi.python.org/pypi/zipline
|
||||
.. |build status| image:: https://travis-ci.org/quantopian/zipline.png?branch=master
|
||||
.. |travis status| image:: https://travis-ci.org/quantopian/zipline.png?branch=master
|
||||
:target: https://travis-ci.org/quantopian/zipline
|
||||
.. |appveyor status| image:: https://ci.appveyor.com/api/projects/status/github/quantopian/zipline?branch=master&svg=true
|
||||
:target: https://ci.appveyor.com/project/quantopian/zipline/branch/master
|
||||
.. |Coverage Status| image:: https://coveralls.io/repos/quantopian/zipline/badge.png
|
||||
:target: https://coveralls.io/r/quantopian/zipline
|
||||
|
||||
|
||||
+109
@@ -0,0 +1,109 @@
|
||||
#matrix:
|
||||
# fast_finish: true
|
||||
|
||||
environment:
|
||||
global:
|
||||
# SDK v7.0 MSVC Express 2008's SetEnv.cmd script will fail if the
|
||||
# /E:ON and /V:ON options are not enabled in the batch script intepreter
|
||||
# See: http://stackoverflow.com/a/13751649/163740
|
||||
CMD_IN_ENV: "cmd /E:ON /V:ON /C .\\ci\\appveyor\\run_with_env.cmd"
|
||||
|
||||
# with api:write
|
||||
ANACONDA_TOKEN:
|
||||
secure: "u3oPlANiKY5g1yMtcK+2MQfb4ViKGEap3TcBtvS7Y1InyeWs80Ko3/PsP7Lp6qwq"
|
||||
|
||||
matrix:
|
||||
- PYTHON_VERSION: "2.7"
|
||||
PYTHON_ARCH: "64"
|
||||
PANDAS_VERSION: "0.16.1"
|
||||
NUMPY_VERSION: "1.9.2"
|
||||
SCIPY_VERSION: "0.15.1"
|
||||
|
||||
- PYTHON_VERSION: "3.4"
|
||||
PYTHON_ARCH: "64"
|
||||
PANDAS_VERSION: "0.16.1"
|
||||
NUMPY_VERSION: "1.9.2"
|
||||
SCIPY_VERSION: "0.15.1"
|
||||
|
||||
- PYTHON_VERSION: "2.7"
|
||||
PYTHON_ARCH: "64"
|
||||
PANDAS_VERSION: "0.17.1"
|
||||
NUMPY_VERSION: "1.10.4"
|
||||
SCIPY_VERSION: "0.16.1"
|
||||
|
||||
- PYTHON_VERSION: "3.4"
|
||||
PYTHON_ARCH: "64"
|
||||
PANDAS_VERSION: "0.17.1"
|
||||
NUMPY_VERSION: "1.10.4"
|
||||
SCIPY_VERSION: "0.16.1"
|
||||
|
||||
# We always use a 64-bit machine, but can build x86 distributions
|
||||
# with the PYTHON_ARCH variable (which is used by CMD_IN_ENV).
|
||||
platform:
|
||||
- x64
|
||||
|
||||
cache:
|
||||
- '%LOCALAPPDATA%\pip\Cache'
|
||||
|
||||
# all our python builds have to happen in tests_script...
|
||||
build: false
|
||||
|
||||
init:
|
||||
- "ECHO %PYTHON_VERSION% %PYTHON_ARCH% %PYTHON%"
|
||||
- "ECHO %NUMPY_VERSION%"
|
||||
|
||||
install:
|
||||
# If there is a newer build queued for the same PR, cancel this one.
|
||||
# The AppVeyor 'rollout builds' option is supposed to serve the same
|
||||
# purpose but it is problematic because it tends to cancel builds pushed
|
||||
# directly to master instead of just PR builds (or the converse).
|
||||
# credits: JuliaLang developers.
|
||||
- ps: if ($env:APPVEYOR_PULL_REQUEST_NUMBER -and $env:APPVEYOR_BUILD_NUMBER -ne ((Invoke-RestMethod `
|
||||
https://ci.appveyor.com/api/projects/$env:APPVEYOR_ACCOUNT_NAME/$env:APPVEYOR_PROJECT_SLUG/history?recordsNumber=50).builds | `
|
||||
Where-Object pullRequestId -eq $env:APPVEYOR_PULL_REQUEST_NUMBER)[0].buildNumber) { `
|
||||
throw "There are newer queued builds for this pull request, failing early." }
|
||||
|
||||
- ps: $NPY_VERSION_ARR=$env:NUMPY_VERSION -split '.', 0, 'simplematch'
|
||||
- ps: $env:CONDA_NPY=$NPY_VERSION_ARR[0..1] -join ""
|
||||
- ps: $PY_VERSION_ARR=$env:PYTHON_VERSION -split '.', 0, 'simplematch'
|
||||
- ps: $env:CONDA_PY=$PY_VERSION_ARR[0..1] -join ""
|
||||
- SET PYTHON=C:\Python%CONDA_PY%_64
|
||||
# Get cygwin's git out of our PATH. See https://github.com/omnia-md/conda-dev-recipes/pull/16/files#diff-180360612c6b8c4ed830919bbb4dd459
|
||||
- "del C:\\cygwin\\bin\\git.exe"
|
||||
# this installs the appropriate Miniconda (Py2/Py3, 32/64 bit),
|
||||
- powershell .\ci\appveyor\install.ps1
|
||||
- SET PATH=%PYTHON%;%PYTHON%\Scripts;%PATH%
|
||||
- sed -i "s/numpy==.*/numpy==%NUMPY_VERSION%/" etc/requirements.txt
|
||||
- sed -i "s/pandas==.*/pandas==%PANDAS_VERSION%/" etc/requirements.txt
|
||||
- sed -i "s/scipy==.*/scipy==%SCIPY_VERSION%/" etc/requirements.txt
|
||||
|
||||
- conda info -a
|
||||
- conda install conda-build=1.19.2 anaconda-client=1.3.1 --yes -q
|
||||
# https://blog.ionelmc.ro/2014/12/21/compiling-python-extensions-on-windows/ for 64bit C compilation
|
||||
- ps: copy .\ci\appveyor\vcvars64.bat "C:\Program Files (x86)\Microsoft Visual Studio 10.0\VC\bin\amd64"
|
||||
- "%CMD_IN_ENV% python .\\ci\\make_conda_packages.py"
|
||||
|
||||
# test that we can conda install zipline in a new env
|
||||
- conda create -n installenv --yes -q --use-local python=%PYTHON_VERSION% numpy=%NUMPY_VERSION% zipline -c quantopian -c https://conda.anaconda.org/quantopian/label/ci
|
||||
|
||||
- ps: $env:BCOLZ_VERSION=(sls "bcolz==(.*)" .\etc\requirements.txt -ca).matches.groups[1].value
|
||||
- ps: $env:NUMEXPR_VERSION=(sls "numexpr==(.*)" .\etc\requirements.txt -ca).matches.groups[1].value
|
||||
- ps: $env:TALIB_VERSION=(sls "TA-Lib==(.*)" .\etc\requirements_talib.txt -ca).matches.groups[1].value
|
||||
- conda create -n testenv --yes -q --use-local pip python=%PYTHON_VERSION% numpy=%NUMPY_VERSION% scipy=%SCIPY_VERSION% ta-lib=%TALIB_VERSION% bcolz=%BCOLZ_VERSION% numexpr=%NUMEXPR_VERSION% -c quantopian -c https://conda.anaconda.org/quantopian/label/ci
|
||||
- activate testenv
|
||||
- SET CACHE_DIR=%LOCALAPPDATA%\pip\Cache\pip_np%CONDA_NPY%py%CONDA_PY%
|
||||
- pip install -r etc/requirements.txt --cache-dir=%CACHE_DIR%
|
||||
- pip install -r etc/requirements_dev.txt --cache-dir=%CACHE_DIR%
|
||||
# this uses git requirements right now
|
||||
- pip install -r etc/requirements_blaze.txt --cache-dir=%CACHE_DIR%
|
||||
- pip install -r etc/requirements_talib.txt --cache-dir=%CACHE_DIR%
|
||||
- pip install -e .[all] --cache-dir=%CACHE_DIR%
|
||||
- pip freeze | sort
|
||||
|
||||
test_script:
|
||||
- nosetests tests/
|
||||
- flake8 zipline tests
|
||||
|
||||
branches:
|
||||
only:
|
||||
- master
|
||||
@@ -0,0 +1,96 @@
|
||||
# Sample script to install Miniconda under Windows
|
||||
# Authors: Olivier Grisel, Jonathan Helmus and Kyle Kastner, Robert McGibbon
|
||||
# License: CC0 1.0 Universal: http://creativecommons.org/publicdomain/zero/1.0/
|
||||
|
||||
$MINICONDA_URL = "http://repo.continuum.io/miniconda/"
|
||||
|
||||
|
||||
function DownloadMiniconda ($python_version, $platform_suffix) {
|
||||
$webclient = New-Object System.Net.WebClient
|
||||
if ($python_version -match "3.4") {
|
||||
$filename = "Miniconda3-latest-Windows-" + $platform_suffix + ".exe"
|
||||
} else {
|
||||
$filename = "Miniconda-latest-Windows-" + $platform_suffix + ".exe"
|
||||
}
|
||||
$url = $MINICONDA_URL + $filename
|
||||
|
||||
$basedir = $pwd.Path + "\"
|
||||
$filepath = $basedir + $filename
|
||||
if (Test-Path $filename) {
|
||||
Write-Host "Reusing" $filepath
|
||||
return $filepath
|
||||
}
|
||||
|
||||
# Download and retry up to 3 times in case of network transient errors.
|
||||
Write-Host "Downloading" $filename "from" $url
|
||||
$retry_attempts = 2
|
||||
for($i=0; $i -lt $retry_attempts; $i++){
|
||||
try {
|
||||
$webclient.DownloadFile($url, $filepath)
|
||||
break
|
||||
}
|
||||
Catch [Exception]{
|
||||
Start-Sleep 1
|
||||
}
|
||||
}
|
||||
if (Test-Path $filepath) {
|
||||
Write-Host "File saved at" $filepath
|
||||
} else {
|
||||
# Retry once to get the error message if any at the last try
|
||||
$webclient.DownloadFile($url, $filepath)
|
||||
}
|
||||
return $filepath
|
||||
}
|
||||
|
||||
|
||||
function InstallMiniconda ($python_version, $architecture, $python_home) {
|
||||
Write-Host "Installing Python" $python_version "for" $architecture "bit architecture to" $python_home
|
||||
if (Test-Path $python_home) {
|
||||
Write-Host $python_home "already exists, skipping."
|
||||
return $false
|
||||
}
|
||||
if ($architecture -match "32") {
|
||||
$platform_suffix = "x86"
|
||||
} else {
|
||||
$platform_suffix = "x86_64"
|
||||
}
|
||||
|
||||
$filepath = DownloadMiniconda $python_version $platform_suffix
|
||||
Write-Host "Installing" $filepath "to" $python_home
|
||||
$install_log = $python_home + ".log"
|
||||
$args = "/S /D=$python_home"
|
||||
Write-Host $filepath $args
|
||||
Start-Process -FilePath $filepath -ArgumentList $args -Wait -Passthru
|
||||
if (Test-Path $python_home) {
|
||||
Write-Host "Python $python_version ($architecture) installation complete"
|
||||
} else {
|
||||
Write-Host "Failed to install Python in $python_home"
|
||||
Get-Content -Path $install_log
|
||||
Exit 1
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
function InstallCondaPackages ($python_home, $spec) {
|
||||
$conda_path = $python_home + "\Scripts\conda.exe"
|
||||
$args = "install --yes " + $spec
|
||||
Write-Host ("conda " + $args)
|
||||
Start-Process -FilePath "$conda_path" -ArgumentList $args -Wait -Passthru
|
||||
}
|
||||
|
||||
function UpdateConda ($python_home) {
|
||||
$conda_path = $python_home + "\Scripts\conda.exe"
|
||||
Write-Host "Updating conda..."
|
||||
$args = "update --yes conda"
|
||||
Write-Host $conda_path $args
|
||||
Start-Process -FilePath "$conda_path" -ArgumentList $args -Wait -Passthru
|
||||
}
|
||||
|
||||
|
||||
function main () {
|
||||
InstallMiniconda $env:PYTHON_VERSION $env:PYTHON_ARCH $env:PYTHON
|
||||
UpdateConda $env:PYTHON
|
||||
InstallCondaPackages $env:PYTHON "conda-build jinja2 anaconda-client"
|
||||
}
|
||||
|
||||
main
|
||||
@@ -0,0 +1,95 @@
|
||||
:: EXPECTED ENV VARS: PYTHON_ARCH (either x86 or x64)
|
||||
:: CONDA_PY (either 27, 33, 35 etc. - only major version is extracted)
|
||||
::
|
||||
::
|
||||
:: To build extensions for 64 bit Python 3, we need to configure environment
|
||||
:: variables to use the MSVC 2010 C++ compilers from GRMSDKX_EN_DVD.iso of:
|
||||
:: MS Windows SDK for Windows 7 and .NET Framework 4 (SDK v7.1)
|
||||
::
|
||||
:: To build extensions for 64 bit Python 2, we need to configure environment
|
||||
:: variables to use the MSVC 2008 C++ compilers from GRMSDKX_EN_DVD.iso of:
|
||||
:: MS Windows SDK for Windows 7 and .NET Framework 3.5 (SDK v7.0)
|
||||
::
|
||||
:: 32 bit builds, and 64-bit builds for 3.5 and beyond, do not require specific
|
||||
:: environment configurations.
|
||||
::
|
||||
:: Note: this script needs to be run with the /E:ON and /V:ON flags for the
|
||||
:: cmd interpreter, at least for (SDK v7.0)
|
||||
::
|
||||
:: More details at:
|
||||
:: https://github.com/cython/cython/wiki/64BitCythonExtensionsOnWindows
|
||||
:: http://stackoverflow.com/a/13751649/163740
|
||||
::
|
||||
:: Author: Phil Elson
|
||||
:: Original Author: Olivier Grisel (https://github.com/ogrisel/python-appveyor-demo)
|
||||
:: License: CC0 1.0 Universal: http://creativecommons.org/publicdomain/zero/1.0/
|
||||
::
|
||||
:: Notes about batch files for Python people:
|
||||
::
|
||||
:: Quotes in values are literally part of the values:
|
||||
:: SET FOO="bar"
|
||||
:: FOO is now five characters long: " b a r "
|
||||
:: If you don't want quotes, don't include them on the right-hand side.
|
||||
::
|
||||
:: The CALL lines at the end of this file look redundant, but if you move them
|
||||
:: outside of the IF clauses, they do not run properly in the SET_SDK_64==Y
|
||||
:: case, I don't know why.
|
||||
:: originally from https://github.com/pelson/Obvious-CI/blob/master/scripts/obvci_appveyor_python_build_env.cmd
|
||||
@ECHO OFF
|
||||
|
||||
SET COMMAND_TO_RUN=%*
|
||||
SET WIN_SDK_ROOT=C:\Program Files\Microsoft SDKs\Windows
|
||||
|
||||
:: Extract the major and minor versions, and allow for the minor version to be
|
||||
:: more than 9. This requires the version number to have two dots in it.
|
||||
SET MAJOR_PYTHON_VERSION=%CONDA_PY:~0,1%
|
||||
|
||||
IF "%CONDA_PY:~2,1%" == "" (
|
||||
:: CONDA_PY style, such as 27, 34 etc.
|
||||
SET MINOR_PYTHON_VERSION=%CONDA_PY:~1,1%
|
||||
) ELSE (
|
||||
IF "%CONDA_PY:~3,1%" == "." (
|
||||
SET MINOR_PYTHON_VERSION=%CONDA_PY:~2,1%
|
||||
) ELSE (
|
||||
SET MINOR_PYTHON_VERSION=%CONDA_PY:~2,2%
|
||||
)
|
||||
)
|
||||
|
||||
:: Based on the Python version, determine what SDK version to use, and whether
|
||||
:: to set the SDK for 64-bit.
|
||||
IF %MAJOR_PYTHON_VERSION% == 2 (
|
||||
SET WINDOWS_SDK_VERSION="v7.0"
|
||||
SET SET_SDK_64=Y
|
||||
) ELSE (
|
||||
IF %MAJOR_PYTHON_VERSION% == 3 (
|
||||
SET WINDOWS_SDK_VERSION="v7.1"
|
||||
IF %MINOR_PYTHON_VERSION% LEQ 4 (
|
||||
SET SET_SDK_64=Y
|
||||
) ELSE (
|
||||
SET SET_SDK_64=N
|
||||
)
|
||||
) ELSE (
|
||||
ECHO Unsupported Python version: "%MAJOR_PYTHON_VERSION%"
|
||||
EXIT /B 1
|
||||
)
|
||||
)
|
||||
|
||||
IF "%PYTHON_ARCH%"=="64" (
|
||||
IF %SET_SDK_64% == Y (
|
||||
ECHO Configuring Windows SDK %WINDOWS_SDK_VERSION% for Python %MAJOR_PYTHON_VERSION% on a 64 bit architecture
|
||||
SET DISTUTILS_USE_SDK=1
|
||||
SET MSSdk=1
|
||||
"%WIN_SDK_ROOT%\%WINDOWS_SDK_VERSION%\Setup\WindowsSdkVer.exe" -q -version:%WINDOWS_SDK_VERSION%
|
||||
"%WIN_SDK_ROOT%\%WINDOWS_SDK_VERSION%\Bin\SetEnv.cmd" /x64 /release
|
||||
ECHO Executing: %COMMAND_TO_RUN%
|
||||
call %COMMAND_TO_RUN% || EXIT /B 1
|
||||
) ELSE (
|
||||
ECHO Using default MSVC build environment for 64 bit architecture
|
||||
ECHO Executing: %COMMAND_TO_RUN%
|
||||
call %COMMAND_TO_RUN% || EXIT /B 1
|
||||
)
|
||||
) ELSE (
|
||||
ECHO Using default MSVC build environment for 32 bit architecture
|
||||
ECHO Executing: %COMMAND_TO_RUN%
|
||||
call %COMMAND_TO_RUN% || EXIT /B 1
|
||||
)
|
||||
@@ -0,0 +1 @@
|
||||
CALL "C:\Program Files\Microsoft SDKs\Windows\v7.1\Bin\SetEnv.cmd" /x64
|
||||
@@ -0,0 +1,60 @@
|
||||
import os
|
||||
import re
|
||||
import subprocess
|
||||
|
||||
|
||||
def get_immediate_subdirectories(a_dir):
|
||||
return [name for name in os.listdir(a_dir)
|
||||
if os.path.isdir(os.path.join(a_dir, name))]
|
||||
|
||||
|
||||
def iter_stdout(cmd):
|
||||
p = subprocess.Popen(cmd,
|
||||
stdout=subprocess.PIPE,
|
||||
stderr=subprocess.STDOUT)
|
||||
|
||||
try:
|
||||
for line in iter(p.stdout.readline, b''):
|
||||
yield line.decode().rstrip()
|
||||
finally:
|
||||
retcode = p.wait()
|
||||
if retcode:
|
||||
raise subprocess.CalledProcessError(retcode, cmd[0])
|
||||
|
||||
|
||||
PKG_PATH_PATTERN = re.compile(".* anaconda upload (?P<pkg_path>.+)$")
|
||||
|
||||
|
||||
def main(env, do_upload):
|
||||
for recipe in get_immediate_subdirectories('conda'):
|
||||
cmd = ["conda", "build", os.path.join('conda', recipe),
|
||||
"--python", env['CONDA_PY'],
|
||||
"--numpy", env['CONDA_NPY'],
|
||||
"--skip-existing",
|
||||
"-c", "quantopian",
|
||||
"-c", "https://conda.anaconda.org/quantopian/label/ci"]
|
||||
|
||||
output = None
|
||||
|
||||
for line in iter_stdout(cmd):
|
||||
print(line)
|
||||
|
||||
if not output:
|
||||
match = PKG_PATH_PATTERN.match(line)
|
||||
if match:
|
||||
output = match.group('pkg_path')
|
||||
|
||||
if output and os.path.exists(output) and do_upload:
|
||||
cmd = ["anaconda", "-t", env['ANACONDA_TOKEN'],
|
||||
"upload", output, "-u", "quantopian", "--label", "ci"]
|
||||
|
||||
for line in iter_stdout(cmd):
|
||||
print(line)
|
||||
|
||||
|
||||
if __name__ == '__main__':
|
||||
env = os.environ.copy()
|
||||
main(env,
|
||||
do_upload=(env.get('ANACONDA_TOKEN') and
|
||||
env.get('APPVEYOR_REPO_BRANCH') == 'master') and
|
||||
'APPVEYOR_PULL_REQUEST_NUMBER' not in env)
|
||||
@@ -0,0 +1,8 @@
|
||||
"%PYTHON%" setup.py install
|
||||
if errorlevel 1 exit 1
|
||||
|
||||
:: Add more build steps here, if they are necessary.
|
||||
|
||||
:: See
|
||||
:: http://docs.continuum.io/conda/build.html
|
||||
:: for a list of environment variables that are set during the build process.
|
||||
@@ -0,0 +1,9 @@
|
||||
#!/bin/bash
|
||||
|
||||
$PYTHON setup.py install
|
||||
|
||||
# Add more build steps here, if they are necessary.
|
||||
|
||||
# See
|
||||
# http://docs.continuum.io/conda/build.html
|
||||
# for a list of environment variables that are set during the build process.
|
||||
@@ -0,0 +1,22 @@
|
||||
package:
|
||||
name: numexpr
|
||||
version: "2.4.6"
|
||||
|
||||
source:
|
||||
fn: numexpr-2.4.6.tar.gz
|
||||
url: https://pypi.python.org/packages/source/n/numexpr/numexpr-2.4.6.tar.gz
|
||||
md5: 17ac6fafc9ea1ce3eb970b9abccb4fbd
|
||||
|
||||
requirements:
|
||||
build:
|
||||
- python
|
||||
- numpy x.x
|
||||
|
||||
run:
|
||||
- python
|
||||
- numpy x.x
|
||||
|
||||
test:
|
||||
# Python imports
|
||||
imports:
|
||||
- numexpr
|
||||
+35
-2
@@ -1,2 +1,35 @@
|
||||
%SYS_PYTHON% setup.py build --compiler msvc
|
||||
%SYS_PYTHON% setup.py install --prefix=%PREFIX%
|
||||
rmdir /s /q "C:\ta-lib\"
|
||||
powershell -Command "(New-Object Net.WebClient).DownloadFile('http://prdownloads.sourceforge.net/ta-lib/ta-lib-0.4.0-msvc.zip', 'ta-lib-0.4.0-msvc.zip')"
|
||||
IF %ERRORLEVEL% == 1; exit 1
|
||||
powershell -Command "Add-Type -AssemblyName System.IO.Compression.FileSystem;[System.IO.Compression.ZipFile]::ExtractToDirectory('ta-lib-0.4.0-msvc.zip', 'C:\')"
|
||||
IF %ERRORLEVEL% == 1; exit 1
|
||||
pushd C:\ta-lib\c\
|
||||
pushd make\cdd\win32\msvc
|
||||
nmake
|
||||
IF %ERRORLEVEL% == 1; exit 1
|
||||
popd
|
||||
pushd make\cdr\win32\msvc
|
||||
nmake
|
||||
IF %ERRORLEVEL% == 1; exit 1
|
||||
popd
|
||||
pushd make\cmd\win32\msvc
|
||||
nmake
|
||||
IF %ERRORLEVEL% == 1; exit 1
|
||||
popd
|
||||
pushd make\cmr\win32\msvc
|
||||
nmake
|
||||
IF %ERRORLEVEL% == 1; exit 1
|
||||
popd
|
||||
pushd make\csd\win32\msvc
|
||||
nmake
|
||||
IF %ERRORLEVEL% == 1; exit 1
|
||||
popd
|
||||
pushd make\csr\win32\msvc
|
||||
nmake
|
||||
IF %ERRORLEVEL% == 1; exit 1
|
||||
popd
|
||||
popd
|
||||
del ta-lib-0.4.0-msvc.zip
|
||||
|
||||
python setup.py build --compiler msvc
|
||||
python setup.py install --prefix=%PREFIX%
|
||||
|
||||
@@ -1,4 +1,4 @@
|
||||
"%PYTHON%" setup.py install
|
||||
"%PYTHON%" setup.py install --single-version-externally-managed --record=record.txt
|
||||
if errorlevel 1 exit 1
|
||||
|
||||
:: Add more build steps here, if they are necessary.
|
||||
|
||||
@@ -2,17 +2,20 @@
|
||||
|
||||
package:
|
||||
name: zipline
|
||||
version: {{ environ.get('GIT_DESCRIBE_TAG', '')}}
|
||||
version: {{ GIT_DESCRIBE_TAG|replace('v', '') }}
|
||||
|
||||
build:
|
||||
number: {{ environ.get('GIT_DESCRIBE_NUMBER', 0) }}
|
||||
number: {{ GIT_DESCRIBE_NUMBER|int }}
|
||||
string: np{{ NPY_VER|replace('.', '') }}py{{ PY_VER|replace('.', '') }}_{{ (
|
||||
GIT_BUILD_STR if GIT_DESCRIBE_NUMBER|int != 0 else '0'
|
||||
) }}
|
||||
|
||||
source:
|
||||
git_url: ../../
|
||||
|
||||
requirements:
|
||||
build:
|
||||
- python
|
||||
- python {{ PY_VER }}*
|
||||
{% for req in data.get('build_requires', []) -%}
|
||||
- {{req}}
|
||||
{% endfor %}
|
||||
|
||||
@@ -41,7 +41,7 @@ decorator==4.0.0
|
||||
networkx==1.9.1
|
||||
|
||||
# NumericalExpression pipeline terms.
|
||||
numexpr==2.4.3
|
||||
numexpr==2.4.6
|
||||
|
||||
# On disk storage format for pipeline data.
|
||||
bcolz==0.12.1
|
||||
|
||||
@@ -0,0 +1 @@
|
||||
TA-Lib==0.4.9
|
||||
@@ -195,15 +195,15 @@ def install_requires(strict_bounds=False, conda_format=False):
|
||||
|
||||
|
||||
def extras_requires(conda_format=False):
|
||||
dev_reqs = read_requirements('etc/requirements_dev.txt',
|
||||
extras = {
|
||||
extra: read_requirements('etc/requirements_{0}.txt'.format(extra),
|
||||
strict_bounds=True,
|
||||
conda_format=conda_format)
|
||||
talib_reqs = ['TA-Lib==0.4.9']
|
||||
return {
|
||||
'dev': dev_reqs,
|
||||
'talib': talib_reqs,
|
||||
'all': dev_reqs + talib_reqs,
|
||||
for extra in ('dev', 'talib')
|
||||
}
|
||||
extras['all'] = [req for reqs in extras.values() for req in reqs]
|
||||
|
||||
return extras
|
||||
|
||||
|
||||
def module_requirements(requirements_path, module_names, strict_bounds,
|
||||
|
||||
@@ -365,7 +365,7 @@ class AdjustedArrayTestCase(TestCase):
|
||||
frame[0, 0] = 5.0
|
||||
|
||||
def test_bad_input(self):
|
||||
msg = "Mask shape \(2, 3\) != data shape \(5, 5\)"
|
||||
msg = "Mask shape \(2L?, 3L?\) != data shape \(5L?, 5L?\)"
|
||||
data = arange(25).reshape(5, 5)
|
||||
bad_mask = array([[0, 1, 1], [0, 0, 1]], dtype=bool)
|
||||
|
||||
|
||||
@@ -34,7 +34,7 @@ from zipline.pipeline.expression import (
|
||||
NumericalExpression,
|
||||
NUMEXPR_MATH_FUNCS,
|
||||
)
|
||||
from zipline.testing import check_arrays
|
||||
from zipline.testing import check_allclose
|
||||
from zipline.utils.numpy_utils import datetime64ns_dtype, float64_dtype
|
||||
|
||||
|
||||
@@ -91,7 +91,7 @@ class NumericalExpressionTestCase(TestCase):
|
||||
self.mask.columns,
|
||||
self.mask.values,
|
||||
)
|
||||
check_arrays(result, expected)
|
||||
check_allclose(result, expected)
|
||||
|
||||
def check_constant_output(self, expr, expected):
|
||||
self.assertFalse(isnan(expected))
|
||||
|
||||
@@ -344,10 +344,10 @@ class PipelineAlgorithmTestCase(TestCase):
|
||||
cls.tempdir = tempdir = TempDirectory()
|
||||
tempdir.create()
|
||||
try:
|
||||
cls.raw_data, cls.bar_reader = cls.create_bar_reader(tempdir)
|
||||
cls.adj_reader = cls.create_adjustment_reader(tempdir)
|
||||
cls.raw_data, bar_reader = cls.create_bar_reader(tempdir)
|
||||
adj_reader = cls.create_adjustment_reader(tempdir)
|
||||
cls.pipeline_loader = USEquityPricingLoader(
|
||||
cls.bar_reader, cls.adj_reader
|
||||
bar_reader, adj_reader
|
||||
)
|
||||
except:
|
||||
cls.tempdir.cleanup()
|
||||
@@ -358,6 +358,7 @@ class PipelineAlgorithmTestCase(TestCase):
|
||||
|
||||
@classmethod
|
||||
def tearDownClass(cls):
|
||||
del cls.pipeline_loader
|
||||
del cls.env
|
||||
cls.tempdir.cleanup()
|
||||
|
||||
|
||||
@@ -280,7 +280,7 @@ class PreprocessTestCase(TestCase):
|
||||
self.assertIs(c_ret, good_c)
|
||||
|
||||
with self.assertRaises(TypeError) as e:
|
||||
foo(good_a, arange(3), good_c)
|
||||
foo(good_a, arange(3, dtype='int64'), good_c)
|
||||
|
||||
expected_message = (
|
||||
"{qualname}() expected a value with dtype 'datetime64[ns]'"
|
||||
|
||||
@@ -18,6 +18,7 @@ from cpython cimport (
|
||||
)
|
||||
|
||||
from numpy import (
|
||||
int64,
|
||||
uint32,
|
||||
zeros,
|
||||
)
|
||||
@@ -208,7 +209,7 @@ cpdef load_adjustments_from_sqlite(object adjustments_db, # sqlite3.Connection
|
||||
dict col_adjustments
|
||||
|
||||
cdef ndarray[int64_t, ndim=1] _dates_seconds = \
|
||||
dates.values.astype('datetime64[s]').view(int)
|
||||
dates.values.astype('datetime64[s]').view(int64)
|
||||
|
||||
# Pre-populate date index cache.
|
||||
for i, dt in enumerate(_dates_seconds):
|
||||
|
||||
@@ -302,8 +302,9 @@ class DailyBarWriterFromCSVs(BcolzDailyBarWriter):
|
||||
return array.astype(uint32)
|
||||
elif colname == 'day':
|
||||
nanos_per_second = (1000 * 1000 * 1000)
|
||||
self.check_uint_safe(arrmax.view(int) / nanos_per_second, colname)
|
||||
return (array.view(int) / nanos_per_second).astype(uint32)
|
||||
self.check_uint_safe(arrmax.view(int64) / nanos_per_second,
|
||||
colname)
|
||||
return (array.view(int64) / nanos_per_second).astype(uint32)
|
||||
|
||||
@staticmethod
|
||||
def check_uint_safe(value, colname):
|
||||
|
||||
@@ -173,7 +173,8 @@ class SeededRandomLoader(PrecomputedLoader):
|
||||
"""
|
||||
Return uniformly-distributed integers between 0 and 100.
|
||||
"""
|
||||
return self.state.random_integers(low=0, high=100, size=shape)
|
||||
return (self.state.random_integers(low=0, high=100, size=shape)
|
||||
.astype('int64')) # default is system int
|
||||
|
||||
def _datetime_values(self, shape):
|
||||
"""
|
||||
|
||||
@@ -568,7 +568,8 @@ def check_allclose(actual,
|
||||
"""
|
||||
if type(actual) != type(desired):
|
||||
raise AssertionError("%s != %s" % (type(actual), type(desired)))
|
||||
return assert_allclose(actual, desired, err_msg=err_msg, verbose=True)
|
||||
return assert_allclose(actual, desired, rtol=rtol, atol=atol,
|
||||
err_msg=err_msg, verbose=verbose)
|
||||
|
||||
|
||||
def check_arrays(x, y, err_msg='', verbose=True):
|
||||
|
||||
Reference in New Issue
Block a user