|
38 | 38 | 'conda-build-script.py') # win |
39 | 39 |
|
40 | 40 | if conda_build: |
41 | | - NumpyExtension = Extension |
| 41 | + # If conda-build is running this, then we're currently expanding the jinja |
| 42 | + # template in conda/zipline/meta.yaml, not actually installing. We don't |
| 43 | + # have numpy or Cython yet, but luckily we only need the names from |
| 44 | + # install_requires and build_requires. |
| 45 | + ext_modules = [] |
42 | 46 | else: |
43 | 47 | try: |
44 | | - import Cython |
| 48 | + import Cython # noqa |
45 | 49 | except ImportError: |
46 | 50 | raise Exception("Install Cython before zipline.") |
47 | 51 |
|
|
52 | 56 |
|
53 | 57 | NumpyExtension = partial(Extension, include_dirs=[np.get_include()]) |
54 | 58 |
|
| 59 | + def window_specialization(typename): |
| 60 | + """Make an extension for an AdjustedArrayWindow specialization.""" |
| 61 | + return NumpyExtension( |
| 62 | + 'zipline.lib._{name}window'.format(name=typename), |
| 63 | + ['zipline/lib/_{name}window.pyx'.format(name=typename)], |
| 64 | + depends=['zipline/lib/_windowtemplate.pxi'], |
| 65 | + ) |
55 | 66 |
|
56 | | -def window_specialization(typename): |
57 | | - """Make an extension for an AdjustedArrayWindow specialization.""" |
58 | | - return NumpyExtension( |
59 | | - 'zipline.lib._{name}window'.format(name=typename), |
60 | | - ['zipline/lib/_{name}window.pyx'.format(name=typename)], |
61 | | - depends=['zipline/lib/_windowtemplate.pxi'], |
62 | | - ) |
63 | | - |
64 | | - |
65 | | -ext_modules = [ |
66 | | - NumpyExtension('zipline.assets._assets', ['zipline/assets/_assets.pyx']), |
67 | | - NumpyExtension('zipline.assets.continuous_futures', |
68 | | - ['zipline/assets/continuous_futures.pyx']), |
69 | | - NumpyExtension('zipline.lib.adjustment', ['zipline/lib/adjustment.pyx']), |
70 | | - NumpyExtension('zipline.lib._factorize', ['zipline/lib/_factorize.pyx']), |
71 | | - window_specialization('float64'), |
72 | | - window_specialization('int64'), |
73 | | - window_specialization('int64'), |
74 | | - window_specialization('uint8'), |
75 | | - window_specialization('label'), |
76 | | - NumpyExtension('zipline.lib.rank', ['zipline/lib/rank.pyx']), |
77 | | - NumpyExtension('zipline.data._equities', ['zipline/data/_equities.pyx']), |
78 | | - NumpyExtension('zipline.data._adjustments', |
79 | | - ['zipline/data/_adjustments.pyx']), |
80 | | - Extension('zipline._protocol', ['zipline/_protocol.pyx']), |
81 | | - NumpyExtension('zipline.gens.sim_engine', ['zipline/gens/sim_engine.pyx']), |
82 | | - NumpyExtension( |
83 | | - 'zipline.data._minute_bar_internal', |
84 | | - ['zipline/data/_minute_bar_internal.pyx'] |
85 | | - ), |
86 | | - NumpyExtension( |
87 | | - 'zipline.utils.calendars._calendar_helpers', |
88 | | - ['zipline/utils/calendars/_calendar_helpers.pyx'] |
89 | | - ), |
90 | | - NumpyExtension( |
91 | | - 'zipline.data._resample', |
92 | | - ['zipline/data/_resample.pyx'] |
93 | | - ), |
94 | | - NumpyExtension( |
95 | | - 'zipline.pipeline.loaders.blaze._core', |
96 | | - ['zipline/pipeline/loaders/blaze/_core.pyx'], |
97 | | - depends=['zipline/lib/adjustment.pxd'], |
98 | | - ), |
99 | | -] |
| 67 | + ext_modules = [ |
| 68 | + NumpyExtension('zipline.assets._assets', |
| 69 | + ['zipline/assets/_assets.pyx']), |
| 70 | + NumpyExtension('zipline.assets.continuous_futures', |
| 71 | + ['zipline/assets/continuous_futures.pyx']), |
| 72 | + NumpyExtension('zipline.lib.adjustment', |
| 73 | + ['zipline/lib/adjustment.pyx']), |
| 74 | + NumpyExtension('zipline.lib._factorize', |
| 75 | + ['zipline/lib/_factorize.pyx']), |
| 76 | + window_specialization('float64'), |
| 77 | + window_specialization('int64'), |
| 78 | + window_specialization('int64'), |
| 79 | + window_specialization('uint8'), |
| 80 | + window_specialization('label'), |
| 81 | + NumpyExtension('zipline.lib.rank', ['zipline/lib/rank.pyx']), |
| 82 | + NumpyExtension('zipline.data._equities', |
| 83 | + ['zipline/data/_equities.pyx']), |
| 84 | + NumpyExtension('zipline.data._adjustments', |
| 85 | + ['zipline/data/_adjustments.pyx']), |
| 86 | + Extension('zipline._protocol', ['zipline/_protocol.pyx']), |
| 87 | + NumpyExtension('zipline.gens.sim_engine', |
| 88 | + ['zipline/gens/sim_engine.pyx']), |
| 89 | + NumpyExtension( |
| 90 | + 'zipline.data._minute_bar_internal', |
| 91 | + ['zipline/data/_minute_bar_internal.pyx'] |
| 92 | + ), |
| 93 | + NumpyExtension( |
| 94 | + 'zipline.utils.calendars._calendar_helpers', |
| 95 | + ['zipline/utils/calendars/_calendar_helpers.pyx'] |
| 96 | + ), |
| 97 | + NumpyExtension( |
| 98 | + 'zipline.data._resample', |
| 99 | + ['zipline/data/_resample.pyx'] |
| 100 | + ), |
| 101 | + NumpyExtension( |
| 102 | + 'zipline.pipeline.loaders.blaze._core', |
| 103 | + ['zipline/pipeline/loaders/blaze/_core.pyx'], |
| 104 | + depends=['zipline/lib/adjustment.pxd'], |
| 105 | + ), |
| 106 | + ] |
100 | 107 |
|
101 | 108 |
|
102 | 109 | STR_TO_CMP = { |
|
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