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Kai-StriegaKai-Striega
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Merge pull request #114 from Kai-Striega/experiment/adopt-spin-and-cython
BLD: Build using spin
2 parents 9080caf + 69b8db7 commit fd3f340

11 files changed

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‎.github/workflows/lint.yml‎

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This file was deleted.

‎.github/workflows/pythonpackage.yml‎

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name: Python package
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name: Test package
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on: [push, pull_request]
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jobs:
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build:
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runs-on: ${{ matrix.os }}
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defaults:
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run:
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shell: bash -el {0}
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strategy:
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matrix:
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os: [ubuntu-latest, macos-latest, windows-latest]
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python-version: ["3.10", "3.11", "3.12"]
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steps:
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- uses: actions/checkout@v3
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- name: Set up Python ${{ matrix.python-version }}
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uses: actions/setup-python@v4
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uses: conda-incubator/setup-miniconda@v3
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with:
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auto-update-conda: true
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python-version: ${{ matrix.python-version }}
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- name: Install dependencies
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activate-environment: numpy-financial-dev
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environment-file: environment.yml
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auto-activate-base: false
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- name: Conda metadata
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run: |
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python -m pip install --upgrade pip poetry
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poetry env use ${{ matrix.python-version }}
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poetry install --with=test
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conda info
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conda list
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- name: Lint
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run: |
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set -euo pipefail
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# Tell us what version we are using
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ruff version
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# Check the source file, ignore type annotations (ANN) for now.
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ruff check numpy_financial/ benchmarks/ --ignore F403 --select E,F,B,I
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- name: Build project
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run: |
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spin build -v
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- name: Test with pytest
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run: |
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poetry run pytest --doctest-modules
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spin test -- --doctest-modules

‎.gitignore‎

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################
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# setup.py working directory
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build
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build-install
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# sphinx build directory
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_build
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# setup.py dist directory
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# Things specific to this project #
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###################################
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doc/source/_api_stubs
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# Misc files that we do not require #
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.asv/
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.hypothesis/

‎environment.yml‎

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# To use:
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# $ conda env create -f environment.yml # `mamba` works too for this command
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# $ conda activate numpy-financial-dev
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#
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name: numpy-financial-dev
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channels:
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- conda-forge
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dependencies:
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# Runtime dependencies
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- python
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- numpy
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# Build
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- cython>=3.0.9
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- compilers
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- meson
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- meson-python
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- ninja
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# Tests
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- pytest
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- pytest-xdist
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- asv>=0.6.0
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- hypothesis
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# Docs
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- myst-parser
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- numpydoc
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- pydata-sphinx-theme>=0.15.0
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- spin
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# Lint
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- ruff>=0.3.0
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# Benchmarks
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- asv>=0.6.0

‎meson.build‎

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project(
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'numpy-financial',
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'cython', 'c',
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version: '2.0.0.dev',
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license: 'BSD-3',
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meson_version: '>=1.4.0',
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)
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cc = meson.get_compiler('c')
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cy = meson.get_compiler('cython')
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if not cy.version().version_compare('>=3.0.9')
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error('NumPy-Financial requires Cython >= 3.0.9')
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endif
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py = import('python').find_installation(pure: false)
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py_dep = py.dependency()
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subdir('numpy_financial')

‎numpy_financial/_cfinancial.pyx‎

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from libc.math cimport NAN
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cimport cython
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@cython.boundscheck(False)
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@cython.cdivision(True)
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def npv(const double[::1] rates, const double[:, ::1] values, double[:, ::1] out):
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cdef:
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Py_ssize_t i, j, t
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double acc
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with nogil:
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for i in range(rates.shape[0]):
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for j in range(values.shape[0]):
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acc = 0.0
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for t in range(values.shape[1]):
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if rates[i] == -1.0:
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acc = NAN
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break
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else:
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acc = acc + values[j, t] / ((1.0 + rates[i]) ** t)
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out[i, j] = acc

‎numpy_financial/_financial.py‎

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from decimal import Decimal
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import numba as nb
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import numpy as np
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from . import _cfinancial
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__all__ = ['fv', 'pmt', 'nper', 'ipmt', 'ppmt', 'pv', 'rate',
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'irr', 'npv', 'mirr',
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'NoRealSolutionError', 'IterationsExceededError']
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return eirr[np.argmin(abs_eirr)]
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@nb.njit
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def _npv_native(rates, values, out):
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for i in range(rates.shape[0]):
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for j in range(values.shape[0]):
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acc = 0.0
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for t in range(values.shape[1]):
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if rates[i] == -1.0:
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acc = np.nan
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break
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else:
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acc += values[j, t] / ((1.0 + rates[i]) ** t)
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out[i, j] = acc
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def npv(rate, values):
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r"""Return the NPV (Net Present Value) of a cash flow series.
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[-2798.19, -3612.24],
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[-2884.3 , -3710.74]])
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"""
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values_inner = np.atleast_2d(values)
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rate_inner = np.atleast_1d(rate)
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values_inner = np.atleast_2d(values).astype(np.float64)
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rate_inner = np.atleast_1d(rate).astype(np.float64)
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if rate_inner.ndim != 1:
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msg = "invalid shape for rates. Rate must be either a scalar or 1d array"
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output_shape = _get_output_array_shape(rate_inner, values_inner)
950937
out = np.empty(output_shape)
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_npv_native(rate_inner, values_inner, out)
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_cfinancial.npv(rate_inner, values_inner, out)
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return _ufunc_like(out)
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‎numpy_financial/meson.build‎

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py.extension_module(
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'_cfinancial',
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'_cfinancial.pyx',
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install: true,
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subdir: 'numpy_financial',
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)
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8+
python_sources = [
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'__init__.py',
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'_financial.py',
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]
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py.install_sources(
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python_sources,
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subdir: 'numpy_financial',
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)
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install_subdir('tests', install_dir: py.get_install_dir() / 'numpy_financial')

tests/test_financial.py renamed to numpy_financial/tests/test_financial.py

File renamed without changes.

‎pyproject.toml‎

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[build-system]
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requires = ["poetry-core"]
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build-backend = "poetry.core.masonry.api"
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build-backend = "mesonpy"
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requires = [
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"meson-python>=0.15.0",
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"Cython>=3.0.9",
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"numpy>=1.23.5",
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]
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[tool.poetry]
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[project]
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name = "numpy-financial"
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version = "2.0.0"
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requires-python = ">=3.10"
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description = "Simple financial functions"
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license = "BSD-3-Clause"
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authors = ["Travis E. Oliphant et al."]
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"Operating System :: Unix",
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"Operating System :: MacOS",
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]
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packages = [{include = "numpy_financial"}]
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[tool.poetry.dependencies]
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python = "^3.10"
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numpy = "^1.23"
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numba = "^0.59.1"
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[tool.poetry.group.test.dependencies]
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pytest = "^8.0"
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hypothesis = {extras = ["numpy"], version = "^6.99.11"}
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pytest-xdist = {extras = ["psutil"], version = "^3.5.0"}
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[tool.poetry.group.docs.dependencies]
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sphinx = "^7.0"
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numpydoc = "^1.5"
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pydata-sphinx-theme = "^0.15"
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myst-parser = "^2.0.0"
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[project.optional-dependencies]
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test = [
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"pytest",
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"pytest-xdist",
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"hypothesis",
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]
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doc = [
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"sphinx>=7.0",
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"numpydoc>=1.5",
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"pydata-sphinx-theme>=0.15",
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"myst-parser>=2.0.0",
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]
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dev = [
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"ruff>=0.3.0",
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"asv>=0.6.0",
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]
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[tool.poetry.group.lint.dependencies]
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ruff = "^0.3"
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[tool.spin]
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package = 'numpy_financial'
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62-
[tool.poetry.group.bench.dependencies]
63-
asv = "^0.6"
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[tool.spin.commands]
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"Build" = [
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"spin.cmds.meson.build",
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"spin.cmds.meson.test",
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"spin.cmds.build.sdist",
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"spin.cmds.pip.install",
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]
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"Documentation" = [
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"spin.cmds.meson.docs"
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]
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"Environments" = [
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"spin.cmds.meson.shell",
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"spin.cmds.meson.ipython",
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"spin.cmds.meson.python",
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"spin.cmds.meson.run"
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]

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