pyquantlib 0.6.0__tar.gz → 0.8.0__tar.gz

pyquantlib-0.8.0/.dockerignore

@@ -0,0 +1,24 @@
+# Local environments & build artifacts (platform-specific)
+venv/
+build/
+dist/
+wheelhouse/
+_skbuild/
+*.egg-info/
+
+# Caches and compiled files (any level)
+**/__pycache__/
+**/*.py[cod]
+**/*.so
+**/*.pyd
+**/.DS_Store
+
+# Generated docs output
+docs/_build/
+
+# Root dot-files and dot-directories 
+.*
+
+# Only README.md is needed at the root (pyproject readme); skip other top-level notes
+/*.md
+!/README.md

{pyquantlib-0.6.0 → pyquantlib-0.8.0}/.github/scripts/build-quantlib-windows.ps1

@@ -27,7 +27,8 @@ New-Item -ItemType Directory -Path build -Force | Out-Null
 Push-Location build
 
 Write-Host "Configuring QuantLib..."
-cmake .. -G "Visual Studio 17 2022" -A x64 `
+# No -G pin: CMake picks the runner's newest VS, matching scikit-build-core.
+cmake .. -A x64 `
     -DCMAKE_BUILD_TYPE=Release `
     -DCMAKE_INSTALL_PREFIX=C:/quantlib `
     -DCMAKE_MSVC_RUNTIME_LIBRARY=MultiThreadedDLL `
@@ -39,9 +40,13 @@ cmake .. -G "Visual Studio 17 2022" -A x64 `
     -DQL_BUILD_BENCHMARK=OFF `
     -DBoost_INCLUDE_DIR=C:/boost/include
 
+if ($LASTEXITCODE -ne 0) { throw "QuantLib CMake configure failed" }
+
 Write-Host "Building QuantLib..."
 cmake --build . --config Release --parallel
 
+if ($LASTEXITCODE -ne 0) { throw "QuantLib build failed" }
+
 Write-Host "Installing QuantLib..."
 cmake --install . --config Release
 

pyquantlib-0.8.0/.github/workflows/docker.yml

@@ -0,0 +1,86 @@
+# PyQuantLib: Python bindings for QuantLib
+# Copyright (c) 2025 Yassine Idyiahia
+#
+# QuantLib is Copyright (c) 2000-2025 The QuantLib Authors
+# QuantLib is free software under a modified BSD license.
+# See http://quantlib.org/ for more information.
+#
+# Source: https://github.com/quantales/pyquantlib
+# Licensed under the BSD 3-Clause License. See LICENSE file for details.
+
+name: Docker image
+
+on:
+  workflow_dispatch:
+  push:
+    branches: [main]
+    paths:
+      - "Dockerfile"
+      - ".dockerignore"
+      - "src/**"
+      - "include/**"
+      - "CMakeLists.txt"
+      - "pyproject.toml"
+      - ".github/workflows/docker.yml"
+  pull_request:
+    paths:
+      - "Dockerfile"
+      - ".dockerignore"
+      - "src/**"
+      - "include/**"
+      - "CMakeLists.txt"
+      - "pyproject.toml"
+      - ".github/workflows/docker.yml"
+
+jobs:
+  build:
+    runs-on: ubuntu-latest
+    steps:
+      - uses: actions/checkout@v4
+
+      - name: Set up Docker Buildx
+        uses: docker/setup-buildx-action@v3
+
+      - name: Build image
+        uses: docker/build-push-action@v6
+        with:
+          context: .
+          load: true
+          tags: pyquantlib:ci
+          cache-from: type=gha
+          cache-to: type=gha,mode=max
+
+      - name: Smoke test
+        run: |
+          docker run --rm pyquantlib:ci python -c "
+          import pyquantlib as ql
+          print('PyQuantLib', ql.__version__)
+          # Exercises the Settings singleton: the canary for a correct static QuantLib build.
+          ql.Settings.evaluationDate = ql.Date(15, ql.January, 2025)
+          assert ql.Settings.evaluationDate == ql.Date(15, ql.January, 2025)
+          q = ql.SimpleQuote(100.0)
+          assert q.value() == 100.0
+          print('Smoke test passed')
+          "
+
+      - name: JupyterLab server test
+        run: |
+          # Launch the image with its real CMD and confirm the server serves /lab.
+          docker run -d --rm --name pql-jupyter -p 8888:8888 pyquantlib:ci
+          ready=0
+          for i in $(seq 1 30); do
+            code=$(curl -s -o /dev/null -w "%{http_code}" http://localhost:8888/lab || true)
+            if [ "$code" = "200" ]; then
+              echo "JupyterLab responded with HTTP 200 (attempt $i)"
+              ready=1
+              break
+            fi
+            echo "attempt $i: HTTP $code, waiting..."
+            sleep 2
+          done
+          if [ "$ready" -ne 1 ]; then
+            echo "JupyterLab did not become ready in time; container logs:"
+            docker logs pql-jupyter || true
+          fi
+          docker stop pql-jupyter
+          test "$ready" -eq 1

pyquantlib-0.8.0/.github/workflows/docs.yml

@@ -0,0 +1,129 @@
+# PyQuantLib: Python bindings for QuantLib
+# Copyright (c) 2025 Yassine Idyiahia
+#
+# QuantLib is Copyright (c) 2000-2025 The QuantLib Authors
+# QuantLib is free software under a modified BSD license.
+# See http://quantlib.org/ for more information.
+#
+# Source: https://github.com/quantales/pyquantlib
+# Licensed under the BSD 3-Clause License. See LICENSE file for details.
+
+name: Docs
+
+# Builds the docs against PyQuantLib compiled from this checkout, so autodoc
+# resolves bindings that are not in the published wheel yet. Read the Docs
+# builds against the PyPI wheel instead, which means types added since the last
+# release are missing from the live site until the next release ships.
+
+env:
+  QUANTLIB_VERSION: "1.42.1"
+
+on:
+  workflow_dispatch:
+  push:
+    branches: [main]
+    paths:
+      - "docs/**"
+      - "examples/**"
+      - "src/**"
+      - "include/**"
+      - ".readthedocs.yaml"
+      - ".github/workflows/docs.yml"
+  pull_request:
+    paths:
+      - "docs/**"
+      - "examples/**"
+      - "src/**"
+      - "include/**"
+      - ".readthedocs.yaml"
+      - ".github/workflows/docs.yml"
+
+jobs:
+  build:
+    runs-on: ubuntu-latest
+
+    steps:
+      - uses: actions/checkout@v4
+
+      - name: Set up Python
+        uses: actions/setup-python@v5
+        with:
+          python-version: "3.11"
+          cache: 'pip'
+
+      - name: Install system dependencies
+        run: |
+          sudo apt-get update
+          sudo apt-get install -y libboost-all-dev cmake ninja-build
+
+      # Same key as the Linux build job, so this is normally a cache hit.
+      - name: Cache QuantLib
+        id: cache-quantlib
+        uses: actions/cache@v4
+        with:
+          path: /home/runner/quantlib-install
+          key: quantlib-${{ env.QUANTLIB_VERSION }}-static-ubuntu-latest-v1
+          restore-keys: |
+            quantlib-${{ env.QUANTLIB_VERSION }}-static-ubuntu-latest-
+
+      - name: Build QuantLib from source
+        if: steps.cache-quantlib.outputs.cache-hit != 'true'
+        run: |
+          wget https://github.com/lballabio/QuantLib/releases/download/v${{ env.QUANTLIB_VERSION }}/QuantLib-${{ env.QUANTLIB_VERSION }}.tar.gz
+          tar xzf QuantLib-${{ env.QUANTLIB_VERSION }}.tar.gz
+          cd QuantLib-${{ env.QUANTLIB_VERSION }}
+          mkdir -p build && cd build
+          cmake .. -G Ninja             -DCMAKE_BUILD_TYPE=Release             -DCMAKE_INSTALL_PREFIX=/home/runner/quantlib-install             -DBUILD_SHARED_LIBS=OFF             -DCMAKE_POSITION_INDEPENDENT_CODE=ON             -DQL_USE_STD_SHARED_PTR=ON             -DQL_USE_STD_OPTIONAL=ON             -DQL_USE_STD_ANY=ON             -DQL_BUILD_EXAMPLES=OFF             -DQL_BUILD_TEST_SUITE=OFF             -DQL_BUILD_BENCHMARK=OFF
+          ninja
+          ninja install
+
+      - name: Install documentation dependencies
+        run: |
+          python -m pip install --upgrade pip
+          pip install -r docs/requirements.txt
+
+      # Replaces the PyPI wheel pulled in above. conf.py keeps the source tree
+      # on sys.path once a compiled extension is present there.
+      - name: Build PyQuantLib from this checkout
+        run: |
+          pip install -e . -v
+        env:
+          QuantLib_ROOT: /home/runner/quantlib-install
+          LD_LIBRARY_PATH: /home/runner/quantlib-install/lib
+
+      - name: Build HTML with warnings as errors
+        run: |
+          python -m sphinx -b html -W --keep-going docs docs/_build/html
+        env:
+          LD_LIBRARY_PATH: /home/runner/quantlib-install/lib
+
+      - name: Upload built docs
+        uses: actions/upload-artifact@v4
+        with:
+          name: html
+          path: docs/_build/html
+          retention-days: 7
+
+  linkcheck:
+    runs-on: ubuntu-latest
+    # External links break for reasons outside this repository, so a failure
+    # here is reported but does not block the branch.
+    continue-on-error: true
+
+    steps:
+      - uses: actions/checkout@v4
+
+      - name: Set up Python
+        uses: actions/setup-python@v5
+        with:
+          python-version: "3.11"
+          cache: 'pip'
+
+      - name: Install documentation dependencies
+        run: |
+          python -m pip install --upgrade pip
+          pip install -r docs/requirements.txt
+
+      - name: Check links
+        run: |
+          python -m sphinx -b linkcheck docs docs/_build/linkcheck

{pyquantlib-0.6.0 → pyquantlib-0.8.0}/.github/workflows/linux.yml

@@ -29,7 +29,7 @@ on:
       - ".github/workflows/linux.yml"
 
 env:
-  QUANTLIB_VERSION: "1.40"
+  QUANTLIB_VERSION: "1.42.1"
 
 jobs:
   build:

{pyquantlib-0.6.0 → pyquantlib-0.8.0}/.github/workflows/macos.yml

@@ -29,7 +29,7 @@ on:
       - ".github/workflows/macos.yml"
 
 env:
-  QUANTLIB_VERSION: "1.40"
+  QUANTLIB_VERSION: "1.42.1"
 
 jobs:
   build:

{pyquantlib-0.6.0 → pyquantlib-0.8.0}/.github/workflows/wheels.yml

@@ -19,7 +19,7 @@ on:
     types: [published]
 
 env:
-  QUANTLIB_VERSION: "1.40"
+  QUANTLIB_VERSION: "1.42.1"
   BOOST_VERSION: "1.86.0"
 
 jobs:
@@ -68,6 +68,11 @@ jobs:
           CIBW_SKIP: "*-musllinux_*"
           CIBW_BUILD_VERBOSITY: 1
 
+          # manylinux2014 is past EOL and current NumPy no longer publishes
+          # wheels for it, so the in-container test step fell back to building
+          # NumPy from source against a too-old GCC. AlmaLinux 8 based image.
+          CIBW_MANYLINUX_X86_64_IMAGE: manylinux_2_28
+
           # macOS: ARM only (macos-14)
           CIBW_ARCHS_MACOS: "arm64"
           CIBW_ARCHS_LINUX: "x86_64"

{pyquantlib-0.6.0 → pyquantlib-0.8.0}/.github/workflows/windows.yml

@@ -29,7 +29,7 @@ on:
       - ".github/workflows/windows.yml"
 
 env:
-  QUANTLIB_VERSION: "1.40"
+  QUANTLIB_VERSION: "1.42.1"
   BOOST_VERSION: "1.86.0"
   BOOST_VERSION_UNDERSCORE: "1_86_0"
 
@@ -89,7 +89,7 @@ jobs:
           mkdir build -Force | Out-Null
           cd build
           Write-Host "Configuring QuantLib with std:: flags..."
-          cmake .. -G "Visual Studio 17 2022" -A x64 `
+          cmake .. -A x64 `
             -DCMAKE_BUILD_TYPE=Release `
             -DCMAKE_INSTALL_PREFIX=C:/quantlib-install `
             -DCMAKE_MSVC_RUNTIME_LIBRARY=MultiThreadedDLL `

{pyquantlib-0.6.0 → pyquantlib-0.8.0}/.gitignore

@@ -121,6 +121,9 @@ Desktop.ini
 # Documentation build
 /docs/_build/
 
+# Notebooks staged into the docs tree at build time (see docs/conf.py)
+/docs/examples/notebooks/
+
 # Local configuration overrides
 .env.local
 *.local.cmake

{pyquantlib-0.6.0 → pyquantlib-0.8.0}/CMakeLists.txt

@@ -39,7 +39,7 @@ option(PYQUANTLIB_DETAILED_ERRORS "Enable detailed pybind11 error messages" ON)
 # ==============================================================================
 
 file(READ "${CMAKE_SOURCE_DIR}/pyquantlib/version.py" VERSION_PY_CONTENTS)
-string(REGEX MATCH "__version__ *= *\"([0-9]+\\.[0-9]+\\.[0-9]+)\"" _ "${VERSION_PY_CONTENTS}")
+string(REGEX MATCH "__version__ *= *\"([0-9]+\\.[0-9]+\\.[0-9]+[^\"]*)\"" _ "${VERSION_PY_CONTENTS}")
 set(PYQUANTLIB_VERSION "${CMAKE_MATCH_1}")
 
 if(NOT PYQUANTLIB_VERSION)
@@ -113,9 +113,8 @@ endif()
 # QuantLib discovery order:
 # 1. CMake argument: -DQuantLib_ROOT=/path/to/quantlib
 # 2. Environment variable: QuantLib_ROOT or QL_DIR
-# 3. vcpkg toolchain (automatic if CMAKE_TOOLCHAIN_FILE is set)
-# 4. System paths (brew on macOS, apt/dnf packages on Linux)
-# 5. Manual fallback for source builds without CMake config
+# 3. CMake config from source build (including preset build directories)
+# 4. Manual fallback for source builds without CMake config
 
 # Support legacy QL_DIR environment variable
 if(NOT DEFINED QuantLib_ROOT)
@@ -126,7 +125,20 @@ if(NOT DEFINED QuantLib_ROOT)
     endif()
 endif()
 
-# First, try standard CMake find_package (works for vcpkg, brew, system packages)
+# If QuantLib_ROOT points to a source tree, locate any CMake config files
+# generated in build subdirectories (e.g. build/windows-msvc-release/cmake/)
+# so that find_package(CONFIG) can discover them automatically.
+if(QuantLib_ROOT)
+    file(GLOB_RECURSE _ql_config_files
+        "${QuantLib_ROOT}/build/*/QuantLibConfig.cmake"
+    )
+    foreach(_config_file ${_ql_config_files})
+        get_filename_component(_config_dir "${_config_file}" DIRECTORY)
+        list(APPEND CMAKE_PREFIX_PATH "${_config_dir}")
+    endforeach()
+endif()
+
+# Try CMake find_package (source builds with CMake config)
 find_package(QuantLib 1.30 QUIET CONFIG)
 
 if(QuantLib_FOUND)
@@ -175,14 +187,23 @@ else()
         set(_ql_lib_names QuantLib)
     endif()
     
+    # Collect search paths: fixed well-known locations + any preset build dirs
+    set(_ql_lib_paths
+        "${QuantLib_ROOT}/lib"
+        "${QuantLib_ROOT}/lib64"
+        "${QuantLib_ROOT}/lib/x86_64-linux-gnu"
+        "${QuantLib_ROOT}/build/ql"
+        "${QuantLib_ROOT}/build/ql/Release"
+    )
+    # CMake preset builds place output under build/<preset-name>/ql/[Release/]
+    file(GLOB _ql_preset_dirs "${QuantLib_ROOT}/build/*/ql")
+    foreach(_dir ${_ql_preset_dirs})
+        list(APPEND _ql_lib_paths "${_dir}" "${_dir}/Release" "${_dir}/Debug")
+    endforeach()
+
     find_library(QuantLib_LIBRARY
         NAMES ${_ql_lib_names}
-        PATHS 
-            "${QuantLib_ROOT}/lib"
-            "${QuantLib_ROOT}/lib64"
-            "${QuantLib_ROOT}/lib/x86_64-linux-gnu"
-            "${QuantLib_ROOT}/build/ql"
-            "${QuantLib_ROOT}/build/ql/Release"
+        PATHS ${_ql_lib_paths}
         NO_DEFAULT_PATH
     )
     
@@ -190,7 +211,7 @@ else()
         message(FATAL_ERROR
             "QuantLib library not found.\n"
             "Searched for: ${_ql_lib_names}\n"
-            "In paths: ${QuantLib_ROOT}/lib, ${QuantLib_ROOT}/build/ql"
+            "In paths: ${_ql_lib_paths}"
         )
     endif()
     

{pyquantlib-0.6.0 → pyquantlib-0.8.0}/CONTRIBUTING.md

@@ -447,7 +447,7 @@ pybind11 enum values are singletons. Never pass by reference and modify:
 
 - Place ABCs in the `base` submodule via `manager.getSubmodule("base")`
 - Use trampolines for classes with pure virtual methods
-- Some classes require `py::classh` and `trampoline_self_life_support` -- see [Diamond Inheritance](docs/design/diamond-inheritance.md)
+- Some classes require `py::classh` and `trampoline_self_life_support` for classes that inherit from two bases sharing a common virtual ancestor
 - Export concrete implementations to the main module
 
 ---

pyquantlib-0.8.0/Dockerfile

@@ -0,0 +1,95 @@
+# syntax=docker/dockerfile:1.6
+# PyQuantLib Docker image (multi-stage)
+#
+# Stage 1 builds QuantLib (static) and compiles a self-contained PyQuantLib wheel.
+# Stage 2 is a slim runtime with only the wheel + JupyterLab; the build toolchain,
+# Boost headers, and QuantLib source never reach the final image.
+#
+# Build:   docker build -t pyquantlib:latest .
+# Run:     docker run --rm -p 8888:8888 pyquantlib:latest
+# Then open http://localhost:8888 in a browser.
+
+# ==============================================================================
+# Stage 1: builder
+# ==============================================================================
+FROM python:3.11-slim AS builder
+
+# Build-time system dependencies. QuantLib needs a C++ toolchain and Boost
+# headers; Ninja matches the CI build.
+RUN apt-get update && apt-get install -y --no-install-recommends \
+        build-essential \
+        cmake \
+        ninja-build \
+        libboost-all-dev \
+        wget \
+        ca-certificates \
+    && rm -rf /var/lib/apt/lists/*
+
+# Build and install QuantLib from source (STATIC).
+# QuantLib MUST be a static library built with PIC and the std:: type flags:
+# a shared build duplicates the Settings singleton and breaks evaluationDate.
+# Mirrors .github/workflows/linux.yml.
+ARG QUANTLIB_VERSION=1.42.1
+WORKDIR /tmp
+RUN wget --quiet https://github.com/lballabio/QuantLib/releases/download/v${QUANTLIB_VERSION}/QuantLib-${QUANTLIB_VERSION}.tar.gz \
+    && tar xzf QuantLib-${QUANTLIB_VERSION}.tar.gz \
+    && cd QuantLib-${QUANTLIB_VERSION} \
+    && cmake -B build -G Ninja \
+        -DCMAKE_BUILD_TYPE=Release \
+        -DCMAKE_INSTALL_PREFIX=/usr/local \
+        -DBUILD_SHARED_LIBS=OFF \
+        -DCMAKE_POSITION_INDEPENDENT_CODE=ON \
+        -DQL_USE_STD_SHARED_PTR=ON \
+        -DQL_USE_STD_OPTIONAL=ON \
+        -DQL_USE_STD_ANY=ON \
+        -DQL_BUILD_EXAMPLES=OFF \
+        -DQL_BUILD_TEST_SUITE=OFF \
+        -DQL_BUILD_BENCHMARK=OFF \
+    && cmake --build build \
+    && cmake --install build \
+    && cd /tmp \
+    && rm -rf QuantLib-${QUANTLIB_VERSION}*
+
+# Build a self-contained PyQuantLib wheel. The static QuantLib is linked into the
+# extension and Boost is header-only, so the wheel needs no QuantLib at runtime.
+# QuantLib_ROOT lets scikit-build-core's CMake find the static install above.
+ENV QuantLib_ROOT=/usr/local
+WORKDIR /src
+COPY . /src
+RUN pip install --no-cache-dir --upgrade pip build \
+    && pip wheel . --no-deps -w /wheels
+
+# ==============================================================================
+# Stage 2: runtime
+# ==============================================================================
+FROM python:3.11-slim AS runtime
+
+# C++ runtime the compiled extension links against (matches the builder's gcc).
+RUN apt-get update && apt-get install -y --no-install-recommends \
+        libstdc++6 \
+    && rm -rf /var/lib/apt/lists/*
+
+# Install the PyQuantLib wheel plus the JupyterLab + scientific stack.
+COPY --from=builder /wheels /wheels
+RUN pip install --no-cache-dir /wheels/*.whl \
+        jupyterlab \
+        numpy \
+        scipy \
+        matplotlib \
+        pandas \
+    && rm -rf /wheels
+
+# Example notebooks for interactive use.
+WORKDIR /app
+COPY examples/ /app/examples/
+COPY README.md /app/
+
+EXPOSE 8888
+
+CMD ["jupyter", "lab", \
+     "--ip=0.0.0.0", \
+     "--port=8888", \
+     "--no-browser", \
+     "--allow-root", \
+     "--ServerApp.token=", \
+     "--ServerApp.password="]