quantplus 0.0.4__tar.gz

quantplus-0.0.4/.codecov.yml

@@ -0,0 +1,10 @@
+# show coverage in CI status, not as a comment.
+comment: off
+coverage:
+  status:
+    project:
+      default:
+        target: auto
+    patch:
+      default:
+        target: auto

quantplus-0.0.4/.coveragerc

@@ -0,0 +1,13 @@
+[run]
+source =
+    quantplus
+[report]
+omit =
+    */python?.?/*
+    */site-packages/nose/*
+    # ignore _version.py and versioneer.py
+    .*version.*
+    *_version.py
+
+exclude_lines =
+    if __name__ == '__main__':

quantplus-0.0.4/.flake8

@@ -0,0 +1,12 @@
+[flake8]
+exclude =
+    .git,
+    __pycache__,
+    build,
+    dist,
+    versioneer.py,
+    quantplus/_version.py,
+    docs/source/conf.py
+max-line-length = 115
+# Ignore some style 'errors' produced while formatting by 'black'
+ignore = E203, W503

quantplus-0.0.4/.gitattributes

@@ -0,0 +1 @@
+quantplus/_version.py export-subst

quantplus-0.0.4/.github/CONTRIBUTING.md

@@ -0,0 +1,74 @@
+# Contributing
+
+## Getting Started
+
+* Make sure you have a [GitHub account](https://github.com/signup/free)
+* Submit a ticket for your issue, assuming one does not already exist.
+  * Clearly describe the issue including steps to reproduce when it is a bug.
+  * Make sure you fill in the earliest version that you know has the issue.
+* Fork the repository on GitHub
+
+
+## Making Changes
+
+* Create a topic branch from where you want to base your work.
+  * This is usually the master branch.
+  * Only target release branches if you are certain your fix must be on that
+    branch.
+  * To quickly create a topic branch based on master; `git checkout -b
+    fix/master/my_contribution master`. Please avoid working directly on the
+    `master` branch.
+* Make commits of logical units.
+* Check for unnecessary whitespace with `git diff --check` before committing.
+* Make sure your commit messages are in the proper format (see below)
+* Make sure you have added the necessary tests for your changes.
+* Run _all_ the tests to assure nothing else was accidentally broken.
+
+### Writing the commit message
+
+Commit messages should be clear and follow a few basic rules. Example:
+
+```
+ENH: add functionality X to event_model.<submodule>.
+
+The first line of the commit message starts with a capitalized acronym
+(options listed below) indicating what type of commit this is.  Then a blank
+line, then more text if needed.  Lines shouldn't be longer than 72
+characters.  If the commit is related to a ticket, indicate that with
+"See #3456", "See ticket 3456", "Closes #3456" or similar.
+```
+
+Describing the motivation for a change, the nature of a bug for bug fixes 
+or some details on what an enhancement does are also good to include in a 
+commit message. Messages should be understandable without looking at the code 
+changes. 
+
+Standard acronyms to start the commit message with are:
+```
+API: an (incompatible) API change
+BLD: change related to building numpy
+BUG: bug fix
+CI : continuous integration
+DEP: deprecate something, or remove a deprecated object
+DEV: development tool or utility
+DOC: documentation
+ENH: enhancement
+MNT: maintenance commit (refactoring, typos, etc.)
+REV: revert an earlier commit
+STY: style fix (whitespace, PEP8)
+TST: addition or modification of tests
+REL: related to releases
+```
+## The Pull Request
+
+* Now push to your fork
+* Submit a [pull request](https://help.github.com/articles/using-pull-requests) to this branch. This is a start to the conversation.
+
+At this point you're waiting on us. We like to at least comment on pull requests within three business days 
+(and, typically, one business day). We may suggest some changes or improvements or alternatives.
+
+Hints to make the integration of your changes easy (and happen faster):
+- Keep your pull requests small
+- Don't forget your unit tests
+- All algorithms need documentation, don't forget the .rst file
+- Don't take changes requests to change your code personally

quantplus-0.0.4/.github/ISSUE_TEMPLATE.md

@@ -0,0 +1,27 @@
+<!--- Provide a general summary of the issue in the Title above -->
+
+## Expected Behavior
+<!--- If you're describing a bug, tell us what should happen -->
+<!--- If you're suggesting a change/improvement, tell us how it should work -->
+
+## Current Behavior
+<!--- If describing a bug, tell us what happens instead of the expected behavior -->
+<!--- If suggesting a change/improvement, explain the difference from current behavior -->
+
+## Possible Solution
+<!--- Not obligatory, but suggest a fix/reason for the bug, -->
+<!--- or ideas how to implement the addition or change -->
+
+## Steps to Reproduce (for bugs)
+<!--- Provide a link to a live example, or an unambiguous set of steps to -->
+<!--- reproduce this bug. Include code to reproduce, if relevant -->
+1.
+2.
+3.
+
+## Context
+<!--- How has this issue affected you? What are you trying to accomplish? -->
+<!--- Providing context helps us come up with a solution that is most useful in the real world -->
+
+## Your Environment
+<!--- Include as many relevant details about the environment you experienced the bug in -->

quantplus-0.0.4/.github/PULL_REQUEST_TEMPLATE.md

@@ -0,0 +1,17 @@
+<!--- Provide a general summary of your changes in the Title above -->
+
+## Description
+<!--- Describe your changes in detail -->
+
+## Motivation and Context
+<!--- Why is this change required? What problem does it solve? -->
+<!--- If it fixes an open issue, please link to the issue here. -->
+
+## How Has This Been Tested?
+<!--- Please describe in detail how you tested your changes. -->
+<!--- Include details of your testing environment, and the tests you ran to -->
+<!--- see how your change affects other areas of the code, etc. -->
+
+<!--
+## Screenshots (if appropriate):
+-->

quantplus-0.0.4/.github/workflows/ci.yml

@@ -0,0 +1,87 @@
+name: CI
+
+on:
+  push:
+    branches: [main]
+  pull_request:
+    branches: [main]
+  schedule:
+    # Catch breakage from upstream Cython/setuptools/compiler updates
+    # even if nobody pushes for a while.
+    - cron: "0 6 * * 1"
+
+concurrency:
+  group: ${{ github.workflow }}-${{ github.ref }}
+  cancel-in-progress: true
+
+jobs:
+  test:
+    name: test (${{ matrix.os }}, py${{ matrix.python-version }})
+    runs-on: ${{ matrix.os }}
+    strategy:
+      fail-fast: false
+      matrix:
+        os: [ubuntu-latest, macos-latest, windows-latest]
+        python-version: ["3.9", "3.10", "3.11", "3.12"]
+
+    steps:
+      - uses: actions/checkout@v4
+        with:
+          fetch-depth: 0 # full history/tags, needed by setuptools_scm
+
+      - name: Set up Python ${{ matrix.python-version }}
+        uses: actions/setup-python@v5
+        with:
+          python-version: ${{ matrix.python-version }}
+
+      - name: Install build + test dependencies
+        run: |
+          python -m pip install --upgrade pip
+          pip install -r requirements-dev.txt
+
+      - name: Build and install (editable)
+        run: pip install -e . --no-build-isolation
+
+      - name: Run tests with coverage
+        run: pytest --cov=quantplus --cov-report=term-missing --cov-report=xml
+      
+      - name: Upload coverage to Codecov
+        uses: codecov/codecov-action@v4
+        with:
+          files: ./coverage.xml
+          fail_ci_if_error: false
+          token: ${{ secrets.CODECOV_TOKEN }}
+
+  lint:
+    name: lint
+    runs-on: ubuntu-latest
+    steps:
+      - uses: actions/checkout@v4
+      - uses: actions/setup-python@v5
+        with:
+          python-version: "3.12"
+      - name: Install lint tools
+        run: pip install flake8 black isort cython-lint
+      - name: flake8
+        run: flake8 quantplus examples
+      - name: black --check
+        run: black --check quantplus examples
+      - name: cython-lint
+        run: cython-lint quantplus/*.pyx
+
+  build-sdist:
+    name: build sdist (packaging sanity check)
+    runs-on: ubuntu-latest
+    steps:
+      - uses: actions/checkout@v4
+        with:
+          fetch-depth: 0
+      - uses: actions/setup-python@v5
+        with:
+          python-version: "3.12"
+      - run: pip install build
+      - run: python -m build --sdist
+      - uses: actions/upload-artifact@v4
+        with:
+          name: sdist
+          path: dist/*.tar.gz

quantplus-0.0.4/.github/workflows/cibuildwheel.yml

@@ -0,0 +1,87 @@
+# This workflow will upload a Python Package using flit when a release is
+# created.  For more information see:
+# https://help.github.com/en/actions/language-and-framework-guides/using-python-with-github-actions#publishing-to-package-registries
+
+name: cibuildwheel
+
+# Build on every branch push, tag push, and pull request change:
+on:
+  release:
+    types:
+      - created
+# Alternatively, to publish when a (published) GitHub Release is created, use the following:
+# on:
+#   push:
+#   pull_request:
+#   release:
+#     types:
+#       - published
+
+jobs:
+  build_wheels:
+    name: Build wheels on ${{ matrix.os }}
+    runs-on: ${{ matrix.os }}
+    strategy:
+      matrix:
+        os: [ubuntu-latest, windows-latest, macos-latest]
+    steps:
+      - uses: actions/checkout@v4
+
+      - name: Build wheels
+        uses: pypa/cibuildwheel@v2.19.2
+        env:
+          # 1. Skip all PyPy builds (pp*)
+          CIBW_SKIP: "pp*"
+
+          # 2. Build only standard 64-bit architectures (avoids 32-bit i686 compiler errors)
+          CIBW_ARCHS: "auto64"
+          
+          # 3 Builds both Intel and Apple Silicon wheels on the macos-latest runner: 
+          CIBW_ARCHS_MACOS: "x86_64 arm64"
+
+          # 4. (Optional) Increase verbosity if you want to see detailed compiler output
+          CIBW_BUILD_VERBOSITY: 1
+
+      - uses: actions/upload-artifact@v4
+        with:
+          name: python-wheels-${{ matrix.os }}
+          path: ./wheelhouse/*.whl
+
+  build_sdist:
+    name: Build source distribution
+    runs-on: ubuntu-latest
+    steps:
+      - uses: actions/checkout@v4
+
+      - name: Build sdist
+        run: pipx run build --sdist
+
+      - uses: actions/upload-artifact@v4
+        with:
+          name: python-sdist
+          path: dist/*.tar.gz
+
+  upload_pypi:
+    needs: [build_wheels, build_sdist]
+    runs-on: ubuntu-latest
+    # upload to PyPI on every tag starting with 'v'
+    # if: github.event_name == 'push' && startsWith(github.ref, 'refs/tags/v')
+    # alternatively, to publish when a GitHub Release is created, use the following rule:
+    # if: github.event_name == 'release' && github.event.action == 'published'
+    if: github.event_name == 'release' && github.event.action == 'created'
+
+    steps:
+      - uses: actions/download-artifact@v4
+        with:
+          # unpacks default artifact into dist/
+          # if `name: artifact` is omitted, the action will create extra parent dir
+          path: dist
+          merge-multiple: true
+      - name: Display structure of downloaded files
+        run: ls -R
+          
+      - uses: pypa/gh-action-pypi-publish@v1.5.0
+        with:
+          user: __token__
+          password: ${{ secrets.PYPI_API_TOKEN_QUANTPLUS }}
+          # To test: repository_url: https://test.pypi.org/legacy/

quantplus-0.0.4/.github/workflows/docs.yml

@@ -0,0 +1,68 @@
+name: Docs on github page
+
+on: [push, pull_request]
+
+
+jobs:
+  publish-docs:
+    name: Build and publish docs
+    runs-on: ubuntu-22.04
+    strategy:
+      matrix:
+        python-version: ["3.11", "3.12", "3.13"]
+      fail-fast: false
+
+    steps:
+      - uses: actions/checkout@v2
+
+      - name: Set environment variable
+        run: |
+          export REPOSITORY_NAME=${GITHUB_REPOSITORY#*/}  # just the repo, as opposed to org/repo
+          echo "REPOSITORY_NAME=${REPOSITORY_NAME}" >> $GITHUB_ENV
+      - name: Dependencies C++
+        run: |
+          sudo apt-get update
+          sudo apt-get install git build-essential cmake libeigen3-dev valgrind
+          sudo ln -s /usr/include/eigen3/Eigen /usr/include/Eigen
+          ls /usr/include
+      - name: Set up Python ${{ matrix.python-version }} with conda
+        uses: conda-incubator/setup-miniconda@v2
+        with:
+          activate-environment: ${{ env.REPOSITORY_NAME }}-py${{ matrix.python-version }}
+          auto-update-conda: true
+          miniconda-version: "latest"
+          python-version: ${{ matrix.python-version }}
+          
+      - name: Install
+        shell: bash -l {0}
+        run: source continuous_integration/scripts/install.sh
+
+      - name: Build example code
+        shell: 'script --return --quiet --command "bash -l {0}"'
+        run: |
+            set -vxeo pipefail
+            conda env list
+            conda install pandoc
+            # Why pandoc need to be installed by conda
+            # https://stackoverflow.com/a/71585691/10642305
+            pip install -r requirements.txt
+            
+      - name: Build docs
+        shell: bash -l {0}
+        run: make -C docs html
+        
+      - name: Publish docs
+        # We pin to the SHA, not the tag, for security reasons.
+        # https://docs.github.com/en/free-pro-team@latest/actions/learn-github-actions/security-hardening-for-github-actions#using-third-party-actions
+        # if: ${{ github.event_name == 'push' && github.ref == 'refs/heads/main' && matrix.python-version == '3.8' }}
+        if: ${{ github.repository_owner == 'ke-zhang-rd' && github.ref_name == 'main' && matrix.python-version == '3.13' }}
+        # uses: peaceiris/actions-gh-pages@bbdfb200618d235585ad98e965f4aafc39b4c501  # v3.7.3
+        uses: peaceiris/actions-gh-pages@4f9cc6602d3f66b9c108549d475ec49e8ef4d45e # v4.0.0
+        with:
+          deploy_key: ${{ secrets.ACTIONS_DEPLOY_KEY}}
+          publish_branch: gh-pages
+          publish_dir: ./docs/build/html
+          external_repository: ke-zhang-rd/ke-zhang-rd.github.io
+          destination_dir: ${{ env.REPOSITORY_NAME }}
+          keep_files: true  # Keep old files.
+          force_orphan: false  # Keep git history.

quantplus-0.0.4/.github/workflows/flake8.yml

@@ -0,0 +1,26 @@
+name: Flake8 Code Style
+
+on: [push, pull_request]
+
+jobs:
+  lint:
+    runs-on: ubuntu-latest
+    strategy:
+      fail-fast: false
+    steps:
+
+      - uses: actions/checkout@v2
+
+      - uses: actions/setup-python@v2
+
+      - name: Install flake8
+        shell: bash -l {0}
+        run: |
+          set -vxeuo pipefail
+          python -m pip install --upgrade pip
+          python -m pip install flake8
+          python -m pip list
+
+      - name: Run flake8
+        shell: bash -l {0}
+        run: flake8

quantplus-0.0.4/.github/workflows/publish-pypi.yml

@@ -0,0 +1,40 @@
+# This workflow will upload a Python Package using flit when a release is
+# created.  For more information see:
+# https://help.github.com/en/actions/language-and-framework-guides/using-python-with-github-actions#publishing-to-package-registries
+
+name: Pypi Upload
+
+on:
+  release:
+    types: [created]
+
+jobs:
+  deploy:
+
+    runs-on: ubuntu-latest
+
+    steps:
+      - uses: actions/checkout@v2
+      - name: Set up Python
+        uses: actions/setup-python@v2
+        with:
+          python-version: '3.x'
+      - name: Dependencies C++
+        run: |
+          sudo apt-get update
+          sudo apt-get install git build-essential cmake libeigen3-dev valgrind
+          sudo ln -s /usr/include/eigen3/Eigen /usr/include/Eigen
+          ls /usr/include          
+      - name: Install dependencies
+        run: |
+          python -m pip install --upgrade pip setuptools twine wheel numpy cython
+
+      - name: Build and publish
+        env:
+          TWINE_USERNAME: __token__
+          # The PYPI_PASSWORD must be a pypi token with the "pypi-" prefix with sufficient permissions to upload this package
+          # https://pypi.org/help/#apitoken
+          TWINE_PASSWORD: ${{ secrets.PYPI_API_TOKEN_QUANTPLUS}}
+        run: |
+          python setup.py sdist bdist_wheel
+          twine upload dist/*

quantplus-0.0.4/.github/workflows/testing.yml

@@ -0,0 +1,73 @@
+name: Unit Tests
+
+on:
+  push:
+  pull_request:
+  schedule:
+      - cron: '00 4 * * *'  # daily at 4AM
+
+jobs:
+  build:
+
+    runs-on: ubuntu-latest
+    strategy:
+      matrix:
+        python-version: ["3.11", "3.12", "3.13"]
+        # We still test against jsonschema 2.x because pip's dependency resolver
+        # very often gives us 2.x even though we ask for 3.x. The event-model
+        # code has codepaths for either, conditional on what is installed.
+        # See https://github.com/bluesky/event-model/pull/175 and
+        # https://github.com/bluesky/event-model/issues/145 for more context.
+        jsonschema-version: [0, 1, 2]
+      fail-fast: false
+    steps:
+
+    - uses: actions/checkout@v2
+    
+    - name: Set environment variable
+      run: |
+        export REPOSITORY_NAME=${GITHUB_REPOSITORY#*/}  # just the repo, as opposed to org/repo
+        echo "REPOSITORY_NAME=${REPOSITORY_NAME}" >> $GITHUB_ENV
+    
+    - name: Dependencies C++
+      run: |
+        sudo apt-get update
+        sudo apt-get install git build-essential cmake libeigen3-dev valgrind
+        sudo ln -s /usr/include/eigen3/Eigen /usr/include/Eigen
+        ls /usr/include
+
+  # - name: Set up Python ${{ matrix.python-version }}
+  #   uses: actions/setup-python@v2
+  #   with:
+  #   python-version: ${{ matrix.python-version }}
+
+    - name: Set up Python ${{ matrix.python-version }} with conda
+      uses: conda-incubator/setup-miniconda@v2
+      with:
+        activate-environment: ${{ env.REPOSITORY_NAME }}-py${{ matrix.python-version }}
+        auto-update-conda: true
+        miniconda-version: "latest"
+        python-version: ${{ matrix.python-version }}
+
+    - name: Install Python dependencies
+      shell: bash -l {0}
+      run: python -m pip install Cython
+    - name: Install
+      shell: bash -l {0}
+      run: source continuous_integration/scripts/editable_install.sh
+      # Looks only editable install could make pytest and cython extension build work together
+      # https://stackoverflow.com/questions/48330471/running-pytest-with-cython-how-to-compile-cython-modules-in-pytest
+
+    - name: Install test requirements
+      shell: bash -l {0}
+      run: |
+        set -vxeuo pipefail
+        pip install -r requirements-dev.txt
+        pip list
+
+    - name: Test with pytest
+      shell: bash -l {0}
+      run: |
+        set -vxeuo pipefail
+        coverage run -m pytest -v
+        coverage report

quantplus-0.0.4/.gitignore

@@ -0,0 +1,82 @@
+# Byte-compiled / optimized / DLL files
+__pycache__/
+*.py[cod]
+*$py.class
+
+# C extensions
+*.so
+
+# Distribution / packaging
+.Python
+env/
+build/
+develop-eggs/
+dist/
+downloads/
+eggs/
+.eggs/
+lib/
+lib64/
+parts/
+sdist/
+var/
+venv/
+*.egg-info/
+.installed.cfg
+*.egg
+
+# PyInstaller
+#  Usually these files are written by a python script from a template
+#  before PyInstaller builds the exe, so as to inject date/other infos into it.
+*.manifest
+*.spec
+
+# Installer logs
+pip-log.txt
+pip-delete-this-directory.txt
+
+# Unit test / coverage reports
+htmlcov/
+.tox/
+.coverage
+.coverage.*
+.cache
+nosetests.xml
+coverage.xml
+*,cover
+.hypothesis/
+
+# Translations
+*.mo
+*.pot
+
+# Django stuff:
+*.log
+
+# Sphinx documentation
+docs/build/
+docs/source/generated/
+
+# pytest
+.pytest_cache/
+
+# PyBuilder
+target/
+
+# Editor files
+# mac
+.DS_Store
+*~
+
+# vim
+*.swp
+*.swo
+
+# pycharm
+.idea/
+
+# VSCode
+.vscode/
+
+# Ipython Notebook
+.ipynb_checkpoints

quantplus-0.0.4/.isort.cfg

@@ -0,0 +1,4 @@
+[settings]
+line_length = 115
+multi_line_output = 3
+include_trailing_comma = True

quantplus-0.0.4/.pre-commit-config.yaml

@@ -0,0 +1,26 @@
+default_language_version:
+    python: python3
+repos:
+  - repo: https://github.com/pre-commit/pre-commit-hooks
+    rev: v4.4.0
+    hooks:
+      - id: check-yaml
+      - id: end-of-file-fixer
+      - id: trailing-whitespace
+  - repo: https://github.com/ambv/black
+    rev: 23.3.0
+    hooks:
+      - id: black
+  - repo: https://github.com/pycqa/flake8
+    rev: 6.0.0
+    hooks:
+      - id: flake8
+  - repo: https://github.com/pycqa/isort
+    rev: 5.12.0
+    hooks:
+      - id: isort
+        args: ["--profile", "black"]
+  - repo: https://github.com/kynan/nbstripout
+    rev: 0.6.1
+    hooks:
+      - id: nbstripout

quantplus-0.0.4/AUTHORS.rst

@@ -0,0 +1,13 @@
+=======
+Credits
+=======
+
+Maintainer
+----------
+
+* Ke Zhang <kz2249@columbia.edu>
+
+Contributors
+------------
+
+None yet. Why not be the first? See: CONTRIBUTING.rst