0.0.7

.github/workflows/build_test.yml

@@ -0,0 +1,120 @@
+name: Build and Test
+
+on:
+  push:
+    branches: [ main ]
+  pull_request:
+    branches: [ main ]
+  release:
+    types: [created]
+
+jobs:
+  test:
+    runs-on: ${{ matrix.os }}
+    strategy:
+      matrix:
+        os: [ubuntu-latest, windows-latest, macos-latest]
+        python-version: ['3.8', '3.9', '3.10', '3.11', '3.12']
+
+    steps:
+    - uses: actions/checkout@v3
+
+    - name: Set up Python ${{ matrix.python-version }}
+      uses: actions/setup-python@v4
+      with:
+        python-version: ${{ matrix.python-version }}
+
+    - name: Install build dependencies (Ubuntu)
+      if: runner.os == 'Linux'
+      run: |
+        sudo apt-get update
+        sudo apt-get install -y build-essential cmake
+
+    - name: Install build dependencies (macOS)
+      if: runner.os == 'macOS'
+      run: |
+        brew install cmake
+
+    - name: Install build dependencies (Windows)
+      if: runner.os == 'Windows'
+      run: |
+        choco install cmake --installargs 'ADD_CMAKE_TO_PATH=System'
+        
+    - name: Install Python dependencies
+      run: |
+        python -m pip install --upgrade pip
+        python -m pip install pytest pytest-cov
+        python -m pip install -e .[dev]
+
+    - name: Run tests
+      run: |
+        pytest tests/ --cov=pybottrader --cov-report=xml
+
+    - name: Upload coverage to Codecov
+      uses: codecov/codecov-action@v3
+      with:
+        file: ./coverage.xml
+        flags: unittests
+        fail_ci_if_error: true
+
+  build_wheels:
+    name: Build wheels on ${{ matrix.os }}
+    runs-on: ${{ matrix.os }}
+    strategy:
+      matrix:
+        os: [ubuntu-latest, windows-latest, macos-latest]
+        python-version: ['3.8', '3.9', '3.10', '3.11', '3.12']
+
+    steps:
+      - uses: actions/checkout@v3
+
+      - name: Set up Python
+        uses: actions/setup-python@v4
+        with:
+          python-version: ${{ matrix.python-version }}
+
+      - name: Install cibuildwheel
+        run: python -m pip install cibuildwheel
+
+      - name: Build wheels
+        run: python -m cibuildwheel --output-dir wheelhouse
+        env:
+          CIBW_BUILD: cp38-* cp39-* cp310-* cp311-*
+          CIBW_SKIP: "*-win32 *-manylinux_i686"
+          CIBW_TEST_REQUIRES: pytest
+          CIBW_TEST_COMMAND: "pytest {project}/tests"
+
+      - uses: actions/upload-artifact@v3
+        with:
+          path: ./wheelhouse/*.whl
+          name: wheels-${{ matrix.os }}-${{ matrix.python-version }}
+
+  publish:
+    needs: [test, build_wheels]
+    runs-on: ubuntu-latest
+    if: github.event_name == 'release' && github.event.action == 'created'
+
+    steps:
+      - uses: actions/checkout@v3
+
+      - name: Set up Python
+        uses: actions/setup-python@v4
+        with:
+          python-version: '3.10'
+
+      - name: Install dependencies
+        run: |
+          python -m pip install --upgrade pip
+          pip install build twine
+          
+      - name: Download artifacts
+        uses: actions/download-artifact@v3
+        with:
+          path: dist
+
+      - name: Publish to PyPI
+        env:
+          TWINE_USERNAME: __token__
+          TWINE_PASSWORD: ${{ secrets.PYPI_API_TOKEN }}
+        run: |
+          twine upload dist/*/*.whl

CHANGES.txt

@@ -33,3 +33,8 @@ v0.0.6 2024-12-13
   `data`. It is a Python dictionary provided by data streamers.
 - `process` method for the `Portfolio` class now receives as the argument a
   `StrategySignal` object.
+
+v0.0.7 2024-12-21
+
+- Indicators module implemented in C++
+- ATR indicator added

README.md

@@ -13,8 +13,6 @@ decision-making rules to generate trading signals. A basic trader module is
 included for testing strategies, making the library a versatile framework for
 algorithmic trading experimentation.
 
-## Features
-
 ## Example
 
 Using this library looks like:
@@ -91,3 +89,20 @@ pip install pybottrader
 ```
 
 Shortly, I'm going to release more documentation and more examples.
+
+## Installation Requirements
+
+### Linux
+- GCC/G++ compiler
+- CMake 3.15 or higher
+- Python development headers (python3-dev)
+
+### Windows
+- Visual Studio 2019 or later with C++ build tools
+- CMake 3.15 or higher
+- Windows SDK
+
+### macOS
+- Xcode Command Line Tools
+- CMake 3.15 or higher
+

src/pybottrader/__init__.py → pybottrader/__init__.py

@@ -18,3 +18,5 @@
 pip install pybottrader
 ```
 """
+
+from .indicators import *  # Import the C++ module directly

pybottrader/indicators/CMakeLists.txt

@@ -0,0 +1,35 @@
+cmake_minimum_required(VERSION 3.15)
+project(indicators)
+
+if(NOT TARGET pybind11::module)
+    find_package(pybind11 REQUIRED)
+endif()
+
+# Platform specific flags
+if(MSVC)
+    # Windows-specific flags
+    add_compile_options(/W4 /EHsc)
+else()
+    # Linux/macOS flags
+    add_compile_options(-Wall -Wextra)
+endif()
+
+# Create module
+pybind11_add_module(_indicators 
+    src/bindings.cpp
+)
+
+# Include directories
+target_include_directories(_indicators
+    PRIVATE
+        ${CMAKE_CURRENT_SOURCE_DIR}/include
+)
+
+# Platform-specific link options
+if(APPLE)
+    target_link_options(_indicators PRIVATE -undefined dynamic_lookup)
+endif()
+
+install(TARGETS _indicators
+        LIBRARY DESTINATION pybottrader/indicators
+)

pybottrader/indicators/__init__.py

@@ -0,0 +1 @@
+from ._indicators import *  # This will import ATR and other symbols directly into indicators namespace