screamer 0.1.0__tar.gz

screamer-0.1.0/.gitattributes

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+# Set the default behavior to automatically normalize line endings.
+* text=auto
+
+# Explicitly declare text files you want to always be normalized and converted
+# to native line endings on checkout.
+*.c text
+*.cpp text
+*.h text
+*.hpp text
+*.py text
+*.md text
+
+# Declare binary files to be always stored and checked out as-is.
+*.png binary
+*.jpg binary
+*.gif binary

screamer-0.1.0/.github/workflows/ci.yml

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+name: CI
+
+on:
+  push:
+    branches: [ main ]
+  pull_request:
+    branches: [ main ]
+
+jobs:
+  build:
+
+    runs-on: ${{ matrix.os }}
+    strategy:
+      matrix:
+        os: [ubuntu-latest, macos-latest, windows-latest]
+        python-version: ['3.9', '3.10', '3.11']
+
+    steps:
+    - uses: actions/checkout@v3
+
+    - name: Set up Python ${{ matrix.python-version }}
+      uses: actions/setup-python@v4
+      with:
+        python-version: ${{ matrix.python-version }}
+
+    - name: Install Poetry
+      run: |
+        python -m pip install --upgrade pip
+        pip install poetry
+
+    - name: Install dependencies
+      run: poetry install
+
+    - name: Install CMake
+      uses: lukka/get-cmake@latest
+
+     # Build Step for Windows
+    - name: Build with CMake (Windows)
+      if: runner.os == 'Windows'
+      run: |
+        mkdir build
+        cd build
+        cmake .. -A x64
+        cmake --build . --config Debug
+
+    # Build Step for Linux and macOS
+    - name: Build with CMake (Linux and macOS)
+      if: runner.os != 'Windows'
+      run: |
+        mkdir build
+        cd build
+        cmake ..
+        cmake --build .
+
+    - name: List screamer directory
+      if: runner.os != 'Windows'
+      run: |
+        ls -la screamer
+  
+    - name: List screamer directory
+      if: runner.os == 'Windows'
+      run: |
+        dir screamer
+
+    # Run C++ Tests on Windows
+    - name: Run C++ Tests (Windows)
+      if: runner.os == 'Windows'
+      run: |
+        cd build
+        ctest --output-on-failure -C Debug
+
+    # Run C++ Tests on Linux and macOS
+    - name: Run C++ Tests (Linux and macOS)
+      if: runner.os != 'Windows'
+      run: |
+        cd build
+        ctest --output-on-failure
+
+    # Run Python Tests
+    - name: Run Python Tests
+      env:
+        PYTHONPATH: ${{ github.workspace }}
+      run: |
+        poetry run pytest

screamer-0.1.0/.github/workflows/publish.yml

@@ -0,0 +1,43 @@
+name: Build and Publish
+
+on:
+  push:
+    tags: 'v*'
+
+jobs:
+  build_and_publish:
+    runs-on: ${{ matrix.os }}
+    strategy:
+      matrix:
+        os: [ubuntu-latest, macos-latest, windows-latest]
+
+    steps:
+    - uses: actions/checkout@v3
+
+    - name: Set up Python
+      uses: actions/setup-python@v4
+      with:
+        python-version: '3.x'
+
+    - name: Install cibuildwheel
+      run: |
+        python -m pip install --upgrade pip
+        pip install cibuildwheel==2.14.1
+
+    - name: Build wheels
+      env:
+        CIBW_BUILD_VERBOSITY: 1
+        CIBW_SKIP: cp27-*
+        CIBW_BEFORE_BUILD: python -m pip install --upgrade pip
+        CIBW_TEST_COMMAND: ""
+      run: |
+        cibuildwheel --output-dir wheelhouse
+
+
+    - name: Publish to PyPI via Trusted Publishers
+      uses: pypa/gh-action-pypi-publish@release/v1
+      with:
+        packages_dir: ./wheelhouse
+      env:
+        # The PyPI Publisher ID provided by PyPI after configuration
+        PYPI_PUBLISHER_ID: ${{ secrets.PYPI_PUBLISHER_ID }}

screamer-0.1.0/.gitignore

@@ -0,0 +1,158 @@
+# Byte-compiled / optimized / DLL files
+__pycache__/
+*.py[cod]
+*$py.class
+
+# C extensions
+*.so
+
+# Distribution / packaging
+.Python
+build/
+develop-eggs/
+dist/
+downloads/
+eggs/
+.eggs/
+lib/
+lib64/
+parts/
+sdist/
+var/
+wheels/
+share/python-wheels/
+*.egg-info/
+.installed.cfg
+*.egg
+MANIFEST
+
+# 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/
+.nox/
+.coverage
+.coverage.*
+.cache
+nosetests.xml
+coverage.xml
+*.cover
+*.py,cover
+.hypothesis/
+.pytest_cache/
+cover/
+
+# Translations
+*.mo
+*.pot
+
+# Django stuff:
+*.log
+local_settings.py
+db.sqlite3
+db.sqlite3-journal
+
+# Flask stuff:
+instance/
+.webassets-cache
+
+# Scrapy stuff:
+.scrapy
+
+# Sphinx documentation
+docs/_build/
+
+# PyBuilder
+.pybuilder/
+target/
+
+# Jupyter Notebook
+.ipynb_checkpoints
+
+# IPython
+profile_default/
+ipython_config.py
+
+# pyenv
+#   For a library or package, you might want to ignore these files since the code is
+#   intended to run in multiple environments; otherwise, check them in:
+# .python-version
+
+# pipenv
+#   According to pypa/pipenv#598, it is recommended to include Pipfile.lock in version control.
+#   However, in case of collaboration, if having platform-specific dependencies or dependencies
+#   having no cross-platform support, pipenv may install dependencies that don't work, or not
+#   install all needed dependencies.
+#Pipfile.lock
+
+# poetry
+#   Similar to Pipfile.lock, it is generally recommended to include poetry.lock in version control.
+#   This is especially recommended for binary packages to ensure reproducibility, and is more
+#   commonly ignored for libraries.
+#   https://python-poetry.org/docs/basic-usage/#commit-your-poetrylock-file-to-version-control
+#poetry.lock
+
+# pdm
+#   Similar to Pipfile.lock, it is generally recommended to include pdm.lock in version control.
+#pdm.lock
+#   pdm stores project-wide configurations in .pdm.toml, but it is recommended to not include it
+#   in version control.
+#   https://pdm.fming.dev/latest/usage/project/#working-with-version-control
+.pdm.toml
+.pdm-python
+.pdm-build/
+
+# PEP 582; used by e.g. github.com/David-OConnor/pyflow and github.com/pdm-project/pdm
+__pypackages__/
+
+# Celery stuff
+celerybeat-schedule
+celerybeat.pid
+
+# SageMath parsed files
+*.sage.py
+
+# Environments
+.env
+.venv
+env/
+venv/
+ENV/
+env.bak/
+venv.bak/
+
+# Spyder project settings
+.spyderproject
+.spyproject
+
+# Rope project settings
+.ropeproject
+
+# mkdocs documentation
+/site
+
+# mypy
+.mypy_cache/
+.dmypy.json
+dmypy.json
+
+# Pyre type checker
+.pyre/
+
+# pytype static type analyzer
+.pytype/
+
+# Cython debug symbols
+cython_debug/
+
+
+.DS_Store

screamer-0.1.0/CMakeLists.txt

@@ -0,0 +1,34 @@
+cmake_minimum_required(VERSION 3.15)
+project(screamer VERSION 0.1.0 LANGUAGES CXX)
+
+# Set C++ standard
+set(CMAKE_CXX_STANDARD 17)
+set(CMAKE_CXX_STANDARD_REQUIRED True)
+
+# Include FetchContent module
+include(FetchContent)
+
+# Fetch pybind11
+FetchContent_Declare(
+  pybind11
+  GIT_REPOSITORY https://github.com/pybind/pybind11.git
+  GIT_TAG        v2.13.6  # Specify the desired version
+)
+
+# Make pybind11 available
+FetchContent_MakeAvailable(pybind11)
+
+# Add source files
+file(GLOB SOURCES "${CMAKE_SOURCE_DIR}/src/screamer/**/*.cpp")
+
+# Create the core library
+add_library(screamer_core ${SOURCES})
+set_target_properties(screamer_core PROPERTIES POSITION_INDEPENDENT_CODE ON)
+target_include_directories(screamer_core PUBLIC "${CMAKE_SOURCE_DIR}/include")
+
+# Create the Python module
+pybind11_add_module(screamer_bindings MODULE bindings/screamer_bindings.cpp)
+target_link_libraries(screamer_bindings PRIVATE screamer_core)
+
+# Install the module into the Python package directory
+install(TARGETS screamer_bindings DESTINATION .)

screamer-0.1.0/DEVGUIDE.md

@@ -0,0 +1,46 @@
+
+# Testing
+ 
+ ## Test C++ code
+
+* We use Google Test for the C++ unit tests. 
+* We use CMake for compiling the C++ code.
+
+ When compiling an building binaries we advice to  use  "out-of-source builds" strategy:
+
+First create a `build` directory and run cmake from within that directory. Tell cmake to look for its configuration file
+`CMakeList.txt` in the parent folder by proving the `..` argument to cmake. 
+
+```
+# From project root
+
+rm -rf build
+mkdir build
+cd build
+cmake ..
+```
+
+Then every time you have updated code, you can build the exedcutables and run ctest:
+
+```
+# From project root
+cd build
+cmake --build .
+ctest --output-on-failure
+```
+
+## Testing Python interface
+
+For testing the Python interface we use `pytest`:
+```
+# From project root
+
+poetry run pytest tests/test_lag.py
+```
+
+
+# Running Examples
+
+```
+poetry run python examples/lag_example.py
+```

screamer-0.1.0/LICENSE

@@ -0,0 +1,21 @@
+MIT License
+
+Copyright (c) 2024 QuantFinLib
+
+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.

screamer-0.1.0/PKG-INFO

@@ -0,0 +1,10 @@
+Metadata-Version: 2.1
+Name: screamer
+Version: 0.1.0
+Summary: Screamingly fast streaming indicators with C++ performance and Python simplicity.
+Author: Thijs van den Berg
+Author-email: thijs@sitmo.com
+Requires-Python: >=3.9
+License-File: LICENSE
+
+Screamer is a high-performance Python library designed for efficient streaming indicator algorithms. Built with a core of optimized C++ code and integrated through Python bindings, Screamer delivers lightning-fast computations for real-time data processing. The library is perfect for real-time algorithmic trading applications that need low-latency indicators.

screamer-0.1.0/README.md

@@ -0,0 +1,5 @@
+# screamer
+Screamingly fast streaming indicators with C++ performance and Python simplicity.
+
+
+Screamer is a high-performance Python library designed for efficient streaming indicator algorithms. Built with a core of optimized C++ code and integrated through Python bindings, Screamer delivers lightning-fast computations for real-time data processing. The library is perfect for real-time algorithmic trading applications that need low-latency indicators.

screamer-0.1.0/_skbuild/macosx-14.0-arm64-3.11/cmake-install/screamer/__init__.py

@@ -0,0 +1,6 @@
+# screamer/__init__.py
+
+from .screamer_bindings import Lag
+from .generators import lag_generator
+
+__all__ = ["Lag", "lag_generator"]

screamer-0.1.0/_skbuild/macosx-14.0-arm64-3.11/cmake-install/screamer/generators.py

@@ -0,0 +1,17 @@
+# screamer/generators.py
+
+from .screamer_bindings import Lag
+
+def lag_generator(iterable, delay, initial=0.0):
+    """
+    Generator that yields lagged values from the input iterable.
+
+    :param iterable: An iterable of numerical values.
+    :param delay: Number of steps to lag.
+    :param initial: Initial value(s) to yield before lagged values are available.
+    """
+    lag = Lag(delay, initial)
+    buffer = [initial] * delay
+    for value in iterable:
+        delayed_value = lag(value)
+        yield delayed_value

screamer-0.1.0/bindings/screamer_bindings.cpp

@@ -0,0 +1,12 @@
+#include <pybind11/pybind11.h>
+#include <pybind11/functional.h>
+#include "screamer/indicators/lag.h"
+
+namespace py = pybind11;
+using namespace screamer::indicators;
+
+PYBIND11_MODULE(screamer_bindings, m) {
+    py::class_<Lag>(m, "Lag")
+        .def(py::init<int, double>(), py::arg("delay"), py::arg("initial") = 0.0)
+        .def("__call__", &Lag::operator(), "Apply lag to the input value");
+}

screamer-0.1.0/examples/lag_example.py

@@ -0,0 +1,13 @@
+from screamer import lag_generator
+
+def main():
+    values = [10, 20, 30, 40]
+    delay = 2
+    initial = 0.0
+
+    gen = lag_generator(values, delay, initial)
+    for lagged in gen:
+        print(lagged)
+
+if __name__ == "__main__":
+    main()

screamer-0.1.0/include/screamer/indicators/lag.h

@@ -0,0 +1,24 @@
+#ifndef SCREAMER_INDICATORS_LAG_H
+#define SCREAMER_INDICATORS_LAG_H
+
+#include <deque>
+#include <stdexcept>  // For std::invalid_argument
+
+namespace screamer {
+namespace indicators {
+
+class Lag {
+public:
+    Lag(int delay, double initial = 0.0);
+    double operator()(double value);
+
+private:
+    int delay_;
+    double initial_;
+    std::deque<double> buffer_;
+};
+
+} // namespace indicators
+} // namespace screamer
+
+#endif // SCREAMER_INDICATORS_LAG_H

screamer-0.1.0/poetry.lock

@@ -0,0 +1,207 @@
+# This file is automatically @generated by Poetry 1.8.2 and should not be changed by hand.
+
+[[package]]
+name = "build"
+version = "1.2.2.post1"
+description = "A simple, correct Python build frontend"
+optional = false
+python-versions = ">=3.8"
+files = [
+    {file = "build-1.2.2.post1-py3-none-any.whl", hash = "sha256:1d61c0887fa860c01971625baae8bdd338e517b836a2f70dd1f7aa3a6b2fc5b5"},
+    {file = "build-1.2.2.post1.tar.gz", hash = "sha256:b36993e92ca9375a219c99e606a122ff365a760a2d4bba0caa09bd5278b608b7"},
+]
+
+[package.dependencies]
+colorama = {version = "*", markers = "os_name == \"nt\""}
+importlib-metadata = {version = ">=4.6", markers = "python_full_version < \"3.10.2\""}
+packaging = ">=19.1"
+pyproject_hooks = "*"
+tomli = {version = ">=1.1.0", markers = "python_version < \"3.11\""}
+
+[package.extras]
+docs = ["furo (>=2023.08.17)", "sphinx (>=7.0,<8.0)", "sphinx-argparse-cli (>=1.5)", "sphinx-autodoc-typehints (>=1.10)", "sphinx-issues (>=3.0.0)"]
+test = ["build[uv,virtualenv]", "filelock (>=3)", "pytest (>=6.2.4)", "pytest-cov (>=2.12)", "pytest-mock (>=2)", "pytest-rerunfailures (>=9.1)", "pytest-xdist (>=1.34)", "setuptools (>=42.0.0)", "setuptools (>=56.0.0)", "setuptools (>=56.0.0)", "setuptools (>=67.8.0)", "wheel (>=0.36.0)"]
+typing = ["build[uv]", "importlib-metadata (>=5.1)", "mypy (>=1.9.0,<1.10.0)", "tomli", "typing-extensions (>=3.7.4.3)"]
+uv = ["uv (>=0.1.18)"]
+virtualenv = ["virtualenv (>=20.0.35)"]
+
+[[package]]
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+version = "0.4.6"
+description = "Cross-platform colored terminal text."
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+iniconfig = "*"
+packaging = "*"
+pluggy = ">=0.12,<2.0"
+tomli = {version = ">=1.0.0", markers = "python_version < \"3.11\""}
+
+[package.extras]
+testing = ["argcomplete", "attrs (>=19.2.0)", "hypothesis (>=3.56)", "mock", "nose", "pygments (>=2.7.2)", "requests", "setuptools", "xmlschema"]
+
+[[package]]
+name = "tomli"
+version = "2.0.2"
+description = "A lil' TOML parser"
+optional = false
+python-versions = ">=3.8"
+files = [
+    {file = "tomli-2.0.2-py3-none-any.whl", hash = "sha256:2ebe24485c53d303f690b0ec092806a085f07af5a5aa1464f3931eec36caaa38"},
+    {file = "tomli-2.0.2.tar.gz", hash = "sha256:d46d457a85337051c36524bc5349dd91b1877838e2979ac5ced3e710ed8a60ed"},
+]
+
+[[package]]
+name = "wheel"
+version = "0.44.0"
+description = "A built-package format for Python"
+optional = false
+python-versions = ">=3.8"
+files = [
+    {file = "wheel-0.44.0-py3-none-any.whl", hash = "sha256:2376a90c98cc337d18623527a97c31797bd02bad0033d41547043a1cbfbe448f"},
+    {file = "wheel-0.44.0.tar.gz", hash = "sha256:a29c3f2817e95ab89aa4660681ad547c0e9547f20e75b0562fe7723c9a2a9d49"},
+]
+
+[package.extras]
+test = ["pytest (>=6.0.0)", "setuptools (>=65)"]
+
+[[package]]
+name = "zipp"
+version = "3.20.2"
+description = "Backport of pathlib-compatible object wrapper for zip files"
+optional = false
+python-versions = ">=3.8"
+files = [
+    {file = "zipp-3.20.2-py3-none-any.whl", hash = "sha256:a817ac80d6cf4b23bf7f2828b7cabf326f15a001bea8b1f9b49631780ba28350"},
+    {file = "zipp-3.20.2.tar.gz", hash = "sha256:bc9eb26f4506fda01b81bcde0ca78103b6e62f991b381fec825435c836edbc29"},
+]
+
+[package.extras]
+check = ["pytest-checkdocs (>=2.4)", "pytest-ruff (>=0.2.1)"]
+cover = ["pytest-cov"]
+doc = ["furo", "jaraco.packaging (>=9.3)", "jaraco.tidelift (>=1.4)", "rst.linker (>=1.9)", "sphinx (>=3.5)", "sphinx-lint"]
+enabler = ["pytest-enabler (>=2.2)"]
+test = ["big-O", "importlib-resources", "jaraco.functools", "jaraco.itertools", "jaraco.test", "more-itertools", "pytest (>=6,!=8.1.*)", "pytest-ignore-flaky"]
+type = ["pytest-mypy"]
+
+[metadata]
+lock-version = "2.0"
+python-versions = "^3.9"
+content-hash = "225fa821936948f17149e9904a4a69df322a0fbfb47586763f6eb492577204bf"

screamer-0.1.0/pyproject.toml

@@ -0,0 +1,31 @@
+[tool.poetry]
+name = "screamer"
+version = "0.1.0"
+description = "Screamingly fast streaming indicators with C++ performance and Python simplicity."
+
+authors = ["Thijs van den Berg <thijs@sitmo.com>, Mohammadjavad Vakili <Mohammadjavad.Vakili@shell.com>"]
+
+maintainers = [
+    "Thijs van den Berg <thijs@sitmo.com>", 
+    "Mohammadjavad Vakili <Mohammadjavad.Vakili@shell.com>" 
+]
+
+
+license = "MIT"
+readme = "README.md"
+packages = [{ include = "screamer" }]
+
+[tool.poetry.dependencies]
+python = "^3.9"
+pybind11 = "^2.9"
+
+[tool.poetry.dev-dependencies]
+pytest = "^7.0"
+
+[tool.poetry.group.dev.dependencies]
+wheel = "^0.44.0"
+build = "^1.2.2.post1"
+
+[build-system]
+requires = ["setuptools", "wheel", "scikit-build", "cmake", "pybind11"]
+build-backend = "setuptools.build_meta"

screamer-0.1.0/screamer/__init__.py

@@ -0,0 +1,6 @@
+# screamer/__init__.py
+
+from .screamer_bindings import Lag
+from .generators import lag_generator
+
+__all__ = ["Lag", "lag_generator"]

screamer-0.1.0/screamer/generators.py

@@ -0,0 +1,17 @@
+# screamer/generators.py
+
+from .screamer_bindings import Lag
+
+def lag_generator(iterable, delay, initial=0.0):
+    """
+    Generator that yields lagged values from the input iterable.
+
+    :param iterable: An iterable of numerical values.
+    :param delay: Number of steps to lag.
+    :param initial: Initial value(s) to yield before lagged values are available.
+    """
+    lag = Lag(delay, initial)
+    buffer = [initial] * delay
+    for value in iterable:
+        delayed_value = lag(value)
+        yield delayed_value

screamer-0.1.0/screamer.egg-info/PKG-INFO

@@ -0,0 +1,10 @@
+Metadata-Version: 2.1
+Name: screamer
+Version: 0.1.0
+Summary: Screamingly fast streaming indicators with C++ performance and Python simplicity.
+Author: Thijs van den Berg
+Author-email: thijs@sitmo.com
+Requires-Python: >=3.9
+License-File: LICENSE
+
+Screamer is a high-performance Python library designed for efficient streaming indicator algorithms. Built with a core of optimized C++ code and integrated through Python bindings, Screamer delivers lightning-fast computations for real-time data processing. The library is perfect for real-time algorithmic trading applications that need low-latency indicators.

screamer-0.1.0/screamer.egg-info/SOURCES.txt

@@ -0,0 +1,27 @@
+.gitattributes
+.gitignore
+.gitmodules
+CMakeLists.txt
+DEVGUIDE.md
+LICENSE
+README.md
+poetry.lock
+pyproject.toml
+setup.py
+.github/workflows/ci.yml
+.github/workflows/publish.yml
+_skbuild/macosx-14.0-arm64-3.11/cmake-install/screamer/__init__.py
+_skbuild/macosx-14.0-arm64-3.11/cmake-install/screamer/generators.py
+_skbuild/macosx-14.0-arm64-3.11/cmake-install/screamer/screamer_bindings.cpython-311-darwin.so
+bindings/screamer_bindings.cpp
+examples/lag_example.py
+include/screamer/indicators/lag.h
+screamer/__init__.py
+screamer/generators.py
+screamer.egg-info/PKG-INFO
+screamer.egg-info/SOURCES.txt
+screamer.egg-info/dependency_links.txt
+screamer.egg-info/top_level.txt
+src/screamer/indicators/lag.cpp
+tests/test_lag.cpp
+tests/test_lag.py

screamer-0.1.0/screamer.egg-info/dependency_links.txt

@@ -0,0 +1 @@
+

screamer-0.1.0/screamer.egg-info/top_level.txt

@@ -0,0 +1 @@
+screamer

screamer-0.1.0/setup.cfg

@@ -0,0 +1,4 @@
+[egg_info]
+tag_build = 
+tag_date = 0
+

screamer-0.1.0/setup.py

@@ -0,0 +1,13 @@
+from skbuild import setup
+
+setup(
+    name="screamer",
+    version="0.1.0",
+    description="Screamingly fast streaming indicators with C++ performance and Python simplicity.",
+    long_description="Screamer is a high-performance Python library designed for efficient streaming indicator algorithms. Built with a core of optimized C++ code and integrated through Python bindings, Screamer delivers lightning-fast computations for real-time data processing. The library is perfect for real-time algorithmic trading applications that need low-latency indicators.",
+    author="Thijs van den Berg",
+    author_email="thijs@sitmo.com",
+    packages=["screamer"],
+    cmake_install_dir="screamer",
+    python_requires='>=3.9',
+)

screamer-0.1.0/src/screamer/indicators/lag.cpp

@@ -0,0 +1,24 @@
+#include "screamer/indicators/lag.h"
+
+namespace screamer {
+namespace indicators {
+
+Lag::Lag(int delay, double initial)
+    : delay_(delay), initial_(initial)
+{
+    if (delay_ < 1) {
+        throw std::invalid_argument("Delay must be an integer >= 1.");
+    }
+    buffer_.resize(delay_, initial_);
+}
+
+
+double Lag::operator()(double value) {
+    double delayed = buffer_.front();
+    buffer_.pop_front();
+    buffer_.push_back(value);
+    return delayed;
+}
+
+} // namespace indicators
+} // namespace screamer

screamer-0.1.0/tests/test_lag.cpp

@@ -0,0 +1,87 @@
+// tests/test_lag.cpp
+
+#include <gtest/gtest.h>
+#include "screamer/indicators/lag.h"
+
+using namespace screamer::indicators;
+
+// Test Fixture for Lag
+class LagTest : public ::testing::Test {
+protected:
+
+    LagTest() {
+        // Set-up work for each test here.
+    }
+
+    ~LagTest() override {
+        // Clean-up work that doesn't throw exceptions here.
+    }
+
+    void SetUp() override {
+        // Called immediately after the constructor (right before each test).
+    }
+
+    void TearDown() override {
+        // Called immediately after each test (right before the destructor).
+    }
+
+};
+
+// Test the constructor and initial state
+TEST_F(LagTest, ConstructorInitializesBufferCorrectly) {
+    int delay = 3;
+    double initial = 5.0;
+    Lag lag(delay, initial);
+
+    // Access the internal buffer using a friend class or by modifying the Lag class to provide buffer access for testing
+    // For simplicity, we'll test behavior instead of internal state
+
+    // Initial calls should return the initial value
+    EXPECT_DOUBLE_EQ(lag(10.0), 5.0);
+    EXPECT_DOUBLE_EQ(lag(20.0), 5.0);
+    EXPECT_DOUBLE_EQ(lag(30.0), 5.0);
+    // After delay, should return the first value
+    EXPECT_DOUBLE_EQ(lag(40.0), 10.0);
+}
+
+// Test default initial value
+TEST_F(LagTest, DefaultInitialValue) {
+    int delay = 2;
+    Lag lag(delay); // initial defaults to 0.0
+
+    EXPECT_DOUBLE_EQ(lag(10.0), 0.0);
+    EXPECT_DOUBLE_EQ(lag(20.0), 0.0);
+    EXPECT_DOUBLE_EQ(lag(30.0), 10.0);
+    EXPECT_DOUBLE_EQ(lag(40.0), 20.0);
+}
+
+// Test multiple sequential calls
+TEST_F(LagTest, MultipleSequentialCalls) {
+    int delay = 4;
+    double initial = 1.0;
+    Lag lag(delay, initial);
+
+    std::vector<double> inputs = {100.0, 200.0, 300.0, 400.0, 500.0};
+    std::vector<double> expected = {1.0, 1.0, 1.0, 1.0, 100.0};
+
+    for (size_t i = 0; i < inputs.size(); ++i) {
+        EXPECT_DOUBLE_EQ(lag(inputs[i]), expected[i]) << "Failed at index " << i;
+    }
+}
+
+// Test the constructor with valid delay
+TEST_F(LagTest, ConstructorValidDelay) {
+    EXPECT_NO_THROW(Lag(2, 0.0));
+    EXPECT_NO_THROW(Lag(5, 10.0));
+}
+
+// Test the constructor with zero delay
+TEST_F(LagTest, ConstructorZeroDelay) {
+    EXPECT_THROW(Lag(0, 0.0), std::invalid_argument);
+}
+
+// Test the constructor with negative delay
+TEST_F(LagTest, ConstructorNegativeDelay) {
+    EXPECT_THROW(Lag(-1, 0.0), std::invalid_argument);
+    EXPECT_THROW(Lag(-5, 10.0), std::invalid_argument);
+}

screamer-0.1.0/tests/test_lag.py

@@ -0,0 +1,37 @@
+# tests/test_python.py
+
+import pytest
+from screamer import Lag, lag_generator
+
+def test_lag_valid_delay():
+    lag = Lag(2, 0.0)
+    assert lag(10.0) == 0.0
+    assert lag(20.0) == 0.0
+    assert lag(30.0) == 10.0
+    assert lag(40.0) == 20.0
+
+def test_lag_zero_delay():
+    with pytest.raises(ValueError) as exc_info:
+        Lag(0, 0.0)
+    assert "Delay must be an integer >= 1." in str(exc_info.value)
+
+def test_lag_negative_delay():
+    with pytest.raises(ValueError) as exc_info:
+        Lag(-1, 0.0)
+    assert "Delay must be an integer >= 1." in str(exc_info.value)
+
+def test_lag_generator_valid():
+    values = [10, 20, 30, 40]
+    delay = 2
+    initial = 0.0
+    gen = lag_generator(values, delay, initial)
+    outputs = list(gen)
+    assert outputs == [0.0, 0.0, 10.0, 20.0]
+
+def test_lag_generator_invalid_delay():
+    values = [10, 20]
+    delay = 0
+    initial = 0.0
+    with pytest.raises(ValueError) as exc_info:
+        list(lag_generator(values, delay, initial))
+    assert "Delay must be an integer >= 1." in str(exc_info.value)