pyquantlib 0.7.0__tar.gz → 0.9.0__tar.gz

pyquantlib-0.9.0/.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-0.9.0/.github/ISSUE_TEMPLATE/bug_report.md

@@ -0,0 +1,35 @@
+---
+name: Bug Report
+about: Report a bug or unexpected behavior
+title: '[BUG] '
+labels: bug
+assignees: ''
+---
+
+## Description
+<!-- Brief description of the bug -->
+
+## Environment
+- **OS**: <!-- e.g., macOS 14, Ubuntu 24.04, Windows 11 -->
+- **Python**: <!-- e.g., 3.11.5 -->
+- **QuantLib**: <!-- e.g., 1.43 (source) -->
+- **PyQuantLib**: <!-- e.g., 0.1.0 or commit hash -->
+
+## Steps to Reproduce
+```python
+# Minimal code to reproduce
+```
+
+## Expected Behavior
+<!-- What should happen -->
+
+## Actual Behavior
+<!-- What happens instead -->
+
+## Error/Traceback
+```
+<!-- Paste error message or traceback if applicable -->
+```
+
+## Additional Context
+<!-- Any other relevant info -->

pyquantlib-0.9.0/.github/scripts/build-quantlib-windows.ps1

@@ -0,0 +1,56 @@
+# Build QuantLib and Boost dependencies for Windows wheel builds.
+# Called by cibuildwheel via CIBW_BEFORE_ALL_WINDOWS.
+#
+# Expects environment variables:
+#   BOOST_VERSION       (e.g. "1.86.0")
+#   QUANTLIB_VERSION    (e.g. "1.43")
+
+$ErrorActionPreference = 'Stop'
+
+# --- Boost headers ---
+$BOOST_VERSION_UNDERSCORE = $env:BOOST_VERSION -replace '\.', '_'
+Write-Host "Downloading Boost $env:BOOST_VERSION headers..."
+Invoke-WebRequest -Uri "https://archives.boost.io/release/$env:BOOST_VERSION/source/boost_${BOOST_VERSION_UNDERSCORE}.zip" -OutFile boost.zip
+Write-Host "Extracting Boost headers..."
+7z x boost.zip -oC:/boost-temp -y | Out-Null
+New-Item -ItemType Directory -Path C:/boost/include -Force | Out-Null
+Move-Item "C:/boost-temp/boost_${BOOST_VERSION_UNDERSCORE}/boost" "C:/boost/include/boost"
+Remove-Item -Recurse -Force C:/boost-temp, boost.zip
+Write-Host "Boost headers installed to C:/boost/include"
+
+# --- QuantLib ---
+Write-Host "Downloading QuantLib $env:QUANTLIB_VERSION..."
+Invoke-WebRequest -Uri "https://github.com/lballabio/QuantLib/releases/download/v$env:QUANTLIB_VERSION/QuantLib-$env:QUANTLIB_VERSION.tar.gz" -OutFile QuantLib.tar.gz
+tar xzf QuantLib.tar.gz
+Push-Location "QuantLib-$env:QUANTLIB_VERSION"
+New-Item -ItemType Directory -Path build -Force | Out-Null
+Push-Location build
+
+Write-Host "Configuring QuantLib..."
+# 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 `
+    -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 `
+    -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
+
+Pop-Location
+Pop-Location
+Remove-Item -Recurse -Force "QuantLib-$env:QUANTLIB_VERSION", QuantLib.tar.gz
+Write-Host "QuantLib installed to C:/quantlib"

pyquantlib-0.9.0/.github/workflows/docker.yml

@@ -0,0 +1,86 @@
+# PyQuantLib: Python bindings for QuantLib
+# Copyright (c) 2025 Yassine Idyiahia
+#
+# QuantLib is copyright of its respective contributors.
+# 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-0.9.0/.github/workflows/docs.yml

@@ -0,0 +1,160 @@
+# PyQuantLib: Python bindings for QuantLib
+# Copyright (c) 2025 Yassine Idyiahia
+#
+# QuantLib is copyright of its respective contributors.
+# 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: "1.43"
+
+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
+
+      # Compiling the bindings dominates this job's run time, and it reruns on
+      # every docs-only change. sccache keeps the object cache between runs.
+      - name: Set up sccache
+        uses: mozilla-actions/sccache-action@v0.0.6
+        continue-on-error: true
+
+      # A cache must never break the build. When the GitHub Actions cache
+      # service is unavailable, sccache fails to start its server and every
+      # compile fails (seen 2026-08-23). Probe it and fall back to an
+      # uncached build instead.
+      - name: Probe sccache
+        id: sccache_probe
+        continue-on-error: true
+        env:
+          SCCACHE_GHA_ENABLED: "true"
+        run: |
+          if command -v sccache >/dev/null 2>&1 && sccache --start-server >/dev/null 2>&1; then
+            echo "sccache is available; using it as the compiler launcher"
+            echo 'cmake_args=-DCMAKE_C_COMPILER_LAUNCHER=sccache;-DCMAKE_CXX_COMPILER_LAUNCHER=sccache' >> "$GITHUB_OUTPUT"
+            echo "enabled=true" >> "$GITHUB_OUTPUT"
+          else
+            echo "sccache unavailable; building without a compiler cache"
+            echo 'cmake_args=' >> "$GITHUB_OUTPUT"
+            echo "enabled=false" >> "$GITHUB_OUTPUT"
+          fi
+
+      # 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
+          if [ "${{ steps.sccache_probe.outputs.enabled }}" = "true" ]; then
+            sccache --show-stats || true
+          fi
+        env:
+          QuantLib_ROOT: /home/runner/quantlib-install
+          LD_LIBRARY_PATH: /home/runner/quantlib-install/lib
+          SCCACHE_GHA_ENABLED: "true"
+          SKBUILD_CMAKE_ARGS: ${{ steps.sccache_probe.outputs.cmake_args }}
+
+      - 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-0.9.0/.github/workflows/linux.yml

@@ -0,0 +1,115 @@
+# PyQuantLib: Python bindings for QuantLib
+# Copyright (c) 2025 Yassine Idyiahia
+#
+# QuantLib is copyright of its respective contributors.
+# 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: Linux build
+
+on:
+  workflow_dispatch:
+  push:
+    branches: [main]
+    paths:
+      - "src/**"
+      - "include/**"
+      - "CMakeLists.txt"
+      - "pyproject.toml"
+      - ".github/workflows/linux.yml"
+  pull_request:
+    paths:
+      - "src/**"
+      - "include/**"
+      - "CMakeLists.txt"
+      - "pyproject.toml"
+      - ".github/workflows/linux.yml"
+
+env:
+  QUANTLIB_VERSION: "1.43"
+
+jobs:
+  build:
+    runs-on: ubuntu-latest
+    strategy:
+      fail-fast: false
+      matrix:
+        python-version: ["3.10", "3.11", "3.12", "3.13"]
+
+    steps:
+      - uses: actions/checkout@v4
+
+      - name: Set up Python ${{ matrix.python-version }}
+        uses: actions/setup-python@v5
+        with:
+          python-version: ${{ matrix.python-version }}
+          cache: 'pip'
+
+      - name: Install system dependencies
+        run: |
+          sudo apt-get update
+          sudo apt-get install -y libboost-all-dev cmake ninja-build
+
+      - name: Cache QuantLib
+        id: cache-quantlib
+        uses: actions/cache@v4
+        with:
+          path: /home/runner/quantlib-install
+          key: quantlib-${{ 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: Verify QuantLib configuration
+        run: |
+          echo "Checking QuantLib config.hpp for std:: flags..."
+          grep -E "QL_USE_STD_(SHARED_PTR|OPTIONAL|ANY)" /home/runner/quantlib-install/include/ql/config.hpp || echo "Flags not found in config.hpp"
+
+      - name: Install Python build dependencies
+        run: |
+          python -m pip install --upgrade pip
+
+      - name: Build package with dev dependencies
+        run: |
+          pip install -e .[dev] -v
+        env:
+          QuantLib_ROOT: /home/runner/quantlib-install
+          LD_LIBRARY_PATH: /home/runner/quantlib-install/lib
+
+      - name: Run tests with coverage
+        run: |
+          pytest --cov=pyquantlib --cov=tests --cov-report=xml --cov-report=term-missing
+        env:
+          LD_LIBRARY_PATH: /home/runner/quantlib-install/lib
+
+      - name: Upload coverage to Codecov
+        uses: codecov/codecov-action@v5
+        with:
+          files: ./coverage.xml
+          fail_ci_if_error: false
+          verbose: true
+        env:
+          CODECOV_TOKEN: ${{ secrets.CODECOV_TOKEN }}

pyquantlib-0.9.0/.github/workflows/macos.yml

@@ -0,0 +1,102 @@
+# PyQuantLib: Python bindings for QuantLib
+# Copyright (c) 2025 Yassine Idyiahia
+#
+# QuantLib is copyright of its respective contributors.
+# 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: macOS build
+
+on:
+  workflow_dispatch:
+  push:
+    branches: [main]
+    paths:
+      - "src/**"
+      - "include/**"
+      - "CMakeLists.txt"
+      - "pyproject.toml"
+      - ".github/workflows/macos.yml"
+  pull_request:
+    paths:
+      - "src/**"
+      - "include/**"
+      - "CMakeLists.txt"
+      - "pyproject.toml"
+      - ".github/workflows/macos.yml"
+
+env:
+  QUANTLIB_VERSION: "1.43"
+
+jobs:
+  build:
+    runs-on: macos-latest
+    strategy:
+      fail-fast: false
+      matrix:
+        python-version: ["3.10", "3.11", "3.12", "3.13"]
+
+    steps:
+      - uses: actions/checkout@v4
+
+      - name: Set up Python ${{ matrix.python-version }}
+        uses: actions/setup-python@v5
+        with:
+          python-version: ${{ matrix.python-version }}
+          cache: 'pip'
+
+      - name: Install system dependencies
+        run: |
+          brew install boost ninja
+
+      - name: Cache QuantLib
+        id: cache-quantlib
+        uses: actions/cache@v4
+        with:
+          path: /Users/runner/quantlib-install
+          key: quantlib-${{ env.QUANTLIB_VERSION }}-static-macos-latest-v1
+          restore-keys: |
+            quantlib-${{ env.QUANTLIB_VERSION }}-static-macos-latest-
+
+      - name: Build QuantLib from source
+        if: steps.cache-quantlib.outputs.cache-hit != 'true'
+        run: |
+          curl -L -o QuantLib.tar.gz https://github.com/lballabio/QuantLib/releases/download/v${{ env.QUANTLIB_VERSION }}/QuantLib-${{ env.QUANTLIB_VERSION }}.tar.gz
+          tar xzf QuantLib.tar.gz
+          cd QuantLib-${{ env.QUANTLIB_VERSION }}
+          mkdir -p build && cd build
+          cmake .. -G Ninja \
+            -DCMAKE_BUILD_TYPE=Release \
+            -DCMAKE_INSTALL_PREFIX=/Users/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: Verify QuantLib configuration
+        run: |
+          echo "Checking QuantLib config.hpp for std:: flags..."
+          grep -E "QL_USE_STD_(SHARED_PTR|OPTIONAL|ANY)" /Users/runner/quantlib-install/include/ql/config.hpp || echo "Flags not found in config.hpp"
+
+      - name: Install Python build dependencies
+        run: |
+          python -m pip install --upgrade pip
+
+      - name: Build package with dev dependencies
+        run: |
+          pip install -e .[dev] -v
+        env:
+          QuantLib_ROOT: /Users/runner/quantlib-install
+
+      - name: Run tests
+        run: |
+          pytest -v