diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml new file mode 100644 index 0000000..33e6a91 --- /dev/null +++ b/.github/workflows/ci.yml @@ -0,0 +1,48 @@ +name: CI + +on: + push: + branches: [main] + pull_request: + branches: [main] + +env: + CARGO_TERM_COLOR: always + +jobs: + test: + runs-on: ubuntu-latest + steps: + - uses: actions/checkout@v4 + + - name: Set up Rust + uses: dtolnay/rust-action@stable + + - name: Run Rust tests + run: cargo test --all-features + + - name: Run Rust clippy + run: cargo clippy --all-features -- -D warnings + + - name: Check Rust formatting + run: cargo fmt --check + + build: + runs-on: ubuntu-latest + steps: + - uses: actions/checkout@v4 + + - name: Set up Python + uses: actions/setup-python@v5 + with: + python-version: '3.11' + + - name: Build wheel + uses: PyO3/maturin-action@v1 + with: + args: --release --out dist + + - name: Install and test import + run: | + pip install dist/*.whl + python -c "import raptorbt; print(raptorbt.__version__)" diff --git a/.github/workflows/release.yml b/.github/workflows/release.yml new file mode 100644 index 0000000..ad0e1a6 --- /dev/null +++ b/.github/workflows/release.yml @@ -0,0 +1,122 @@ +name: Release + +on: + release: + types: [published] + workflow_dispatch: + inputs: + publish: + description: 'Publish to PyPI' + required: true + type: boolean + default: false + +permissions: + contents: read + +jobs: + # Build wheels for Linux + linux: + runs-on: ubuntu-latest + strategy: + matrix: + target: [x86_64, aarch64] + steps: + - uses: actions/checkout@v4 + + - name: Build wheels + uses: PyO3/maturin-action@v1 + with: + target: ${{ matrix.target }} + args: --release --out dist + manylinux: auto + + - name: Upload wheels + uses: actions/upload-artifact@v4 + with: + name: wheels-linux-${{ matrix.target }} + path: dist + + # Build wheels for macOS + macos: + runs-on: macos-latest + strategy: + matrix: + target: [x86_64, aarch64] + steps: + - uses: actions/checkout@v4 + + - name: Build wheels + uses: PyO3/maturin-action@v1 + with: + target: ${{ matrix.target }}-apple-darwin + args: --release --out dist + + - name: Upload wheels + uses: actions/upload-artifact@v4 + with: + name: wheels-macos-${{ matrix.target }} + path: dist + + # Build wheels for Windows + windows: + runs-on: windows-latest + strategy: + matrix: + target: [x64] + steps: + - uses: actions/checkout@v4 + + - name: Build wheels + uses: PyO3/maturin-action@v1 + with: + args: --release --out dist + + - name: Upload wheels + uses: actions/upload-artifact@v4 + with: + name: wheels-windows-${{ matrix.target }} + path: dist + + # Build source distribution + sdist: + runs-on: ubuntu-latest + steps: + - uses: actions/checkout@v4 + + - name: Build sdist + uses: PyO3/maturin-action@v1 + with: + command: sdist + args: --out dist + + - name: Upload sdist + uses: actions/upload-artifact@v4 + with: + name: wheels-sdist + path: dist + + # Publish to PyPI + publish: + name: Publish to PyPI + runs-on: ubuntu-latest + needs: [linux, macos, windows, sdist] + if: github.event_name == 'release' || (github.event_name == 'workflow_dispatch' && inputs.publish) + environment: + name: pypi + url: https://pypi.org/p/raptorbt + permissions: + id-token: write # Required for trusted publishing + steps: + - name: Download all artifacts + uses: actions/download-artifact@v4 + with: + pattern: wheels-* + path: dist + merge-multiple: true + + - name: List dist contents + run: ls -la dist/ + + - name: Publish to PyPI + uses: pypa/gh-action-pypi-publish@release/v1 diff --git a/LICENSE b/LICENSE new file mode 100644 index 0000000..68d2376 --- /dev/null +++ b/LICENSE @@ -0,0 +1,21 @@ +MIT License + +Copyright (c) 2024 Quant5 team + +Permission is hereby granted, free of charge, to any person obtaining a copy +of this software and associated documentation files (the "Software"), to deal +in the Software without restriction, including without limitation the rights +to use, copy, modify, merge, publish, distribute, sublicense, and/or sell +copies of the Software, and to permit persons to whom the Software is +furnished to do so, subject to the following conditions: + +The above copyright notice and this permission notice shall be included in all +copies or substantial portions of the Software. + +THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR +IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, +FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE +AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER +LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, +OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE +SOFTWARE. diff --git a/pyproject.toml b/pyproject.toml index fd625f3..e6c5faf 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -5,17 +5,45 @@ build-backend = "maturin" [project] name = "raptorbt" version = "0.1.0" -description = "High-performance Rust backtesting engine for Quant5" +description = "High-performance Rust backtesting engine with Python bindings" readme = "README.md" requires-python = ">=3.10" +license = {file = "LICENSE"} +authors = [ + {name = "Quant5 team"} +] +keywords = [ + "backtesting", + "trading", + "quantitative-finance", + "algorithmic-trading", + "rust", + "high-performance", +] classifiers = [ + "Development Status :: 4 - Beta", + "Intended Audience :: Developers", + "Intended Audience :: Financial and Insurance Industry", + "License :: OSI Approved :: MIT License", + "Operating System :: MacOS", + "Operating System :: POSIX :: Linux", + "Operating System :: Microsoft :: Windows", "Programming Language :: Rust", "Programming Language :: Python :: Implementation :: CPython", "Programming Language :: Python :: 3.10", "Programming Language :: Python :: 3.11", "Programming Language :: Python :: 3.12", + "Topic :: Office/Business :: Financial :: Investment", + "Topic :: Scientific/Engineering :: Information Analysis", + "Typing :: Typed", ] +[project.urls] +Homepage = "https://github.com/alphabench/raptorbt" +Repository = "https://github.com/alphabench/raptorbt" +Documentation = "https://github.com/alphabench/raptorbt#readme" +"Bug Tracker" = "https://github.com/alphabench/raptorbt/issues" + [tool.maturin] features = ["pyo3/extension-module"] python-source = "python" diff --git a/python/raptorbt/_raptorbt.cpython-311-darwin.so b/python/raptorbt/_raptorbt.cpython-311-darwin.so index d9a4ddf..e29fff4 100755 Binary files a/python/raptorbt/_raptorbt.cpython-311-darwin.so and b/python/raptorbt/_raptorbt.cpython-311-darwin.so differ