Binary packages, cleanups.

.github/workflows/release.yml

@@ -0,0 +1,96 @@
+on:
+  workflow_dispatch:
+  push:
+
+  #   tags:
+  #     - 'v*' # Push events to matching v*, i.e. v1.0, v20.15.10
+
+name: Creating release
+
+jobs:
+  # Build & test simple source release before wasting hours building and
+  # testing the binary build matrix.
+  sdist:
+    name: "🏗 Creating source release"
+    runs-on: ubuntu-latest
+    steps:
+      - uses: actions/checkout@v2
+
+      - name: Setting up Python
+        uses: actions/setup-python@v2
+        with:
+          python-version: 3.8
+
+      - name: Installing python build dependencies
+        run: |
+          pip install --upgrade pip wheel
+
+      - name: Building source distribution
+        run: |
+          python setup.py sdist
+
+      - uses: actions/upload-artifact@v2
+        with:
+          path: dist/*.tar.gz
+
+  # Build the wheels which do not require host emulation.
+  build_wheels:
+    name: "🏗 py${{ matrix.py }} on ${{ matrix.os }}"
+    runs-on: ${{ matrix.os }}
+    env:
+      CIBW_BUILD: "${{ matrix.py }}-*"
+      CIBW_ARCHS_LINUX: auto
+      CIBW_ARCHS_MACOS: auto universal2
+      CIBW_ARCHS_WINDOWS: auto
+      # musllinux builds, but is unstable, see https://github.com/numpy/numpy/pull/21200
+      CIBW_SKIP: "*-musllinux_*"
+      # Ensure numpy is installed first to get around a bug with setuptools
+      # which causes conflicts when installing eggs.
+      CIBW_BEFORE_BUILD: "pip install numpy"
+      CIBW_BEFORE_TEST: "pip install pytest flake8 pandas"
+      CIBW_TEST_COMMAND: "pytest {project}/tests"
+      # Can't test cross-compiled Mac OS builds.
+      CIBW_TEST_SKIP: "*_arm64 *_universal2:arm64"
+    strategy:
+      fail-fast: false
+      matrix:
+        os: [ubuntu-20.04, windows-2019, macos-11]
+        py: ["cp38", "cp39", "cp310"]
+
+    steps:
+        - uses: actions/checkout@v2
+
+        - name: Building binary wheels
+          uses: pypa/[email protected]
+
+        - uses: actions/upload-artifact@v2
+          with:
+            path: ./wheelhouse/*.whl
+
+  # Build the wheels which require host emulation.
+  # ppc64le compilation works, but is unbelievably slow.
+  # We're talking half a day. Ice this until it can be improved.
+  # build_emulated_wheels:
+  #   name: "🏗 py${{ matrix.py }} (${{ matrix.arch }})"
+  #   runs-on: ubuntu-20.04
+  #   strategy:
+  #     fail-fast: false
+  #     matrix:
+  #       py: ["cp38", "cp39", "cp310"]
+  #       arch: [aarch64, ppc64le]
+
+  #   steps:
+  #     - uses: actions/checkout@v2
+
+  #     - name: Setting up Qemu for host emulation
+  #       uses: docker/setup-qemu-action@v1
+
+  #     - name: Building binary wheels
+  #       uses: pypa/[email protected]
+  #       env:
+  #         CIBW_ARCHS: "${{ matrix.arch }}"
+  #         CIBW_BUILD: "${{ matrix.py }}-*"
+
+  #     - uses: actions/upload-artifact@v2
+  #       with:
+  #         path: ./wheelhouse/*.whl

.github/workflows/tests.yml

@@ -2,47 +2,37 @@ name: Tests
 
 on:
   push:
-    branches: [ master ]
   pull_request:
-    branches: [ master ]
 
 jobs:
   build:
     runs-on: ubuntu-latest
     strategy:
+      fail-fast: false
       matrix:
-        python-version: ["3.6", "3.7", "3.8", "3.9", "3.10"]
+        python-version: ["3.8", "3.9", "3.10"]
     steps:
     - uses: actions/checkout@v2
+
     - name: Set up Python ${{ matrix.python-version }}
       uses: actions/setup-python@v2
       with:
         python-version: ${{ matrix.python-version }}
+
     - name: Install dependencies
       run: |
-        python -m pip install --upgrade pip wheel
-        python -m pip install -r requirements.txt
-        python -m pip install -r requirements_test.txt
-        pip install flake8 pytest
-        ./tools/build_talib_from_source.bash $DEPS_PATH
-      env:
-        DEPS_PATH: ${{ github.workspace }}/dependencies
-        TA_INCLUDE_PATH: ${{ github.workspace }}/dependencies/include
-        TA_LIBRARY_PATH: ${{ github.workspace }}/dependencies/lib
-    - name: Build cython modules in-place
+        pip install --upgrade pip wheel
+        pip install numpy flake8 pytest pandas polars
+
+    - name: Installing Python TA-Lib
       run: |
-        python setup.py build_ext --inplace --include-dirs=$TA_INCLUDE_PATH --library-dirs=$TA_LIBRARY_PATH
-      env:
-        TA_INCLUDE_PATH: ${{ github.workspace }}/dependencies/include
-        TA_LIBRARY_PATH: ${{ github.workspace }}/dependencies/lib
+        python setup.py install
+
     - name: Lint with flake8
       run: |
         # stop the build if there are Python syntax errors or undefined names
         flake8 . --count --select=E9,F63,F7,F82 --show-source --statistics
-        # exit-zero treats all errors as warnings. The GitHub editor is 127 chars wide
-        #flake8 . --count --exit-zero --max-complexity=10 --max-line-length=127 --statistics
+
     - name: Test with pytest
       run: |
-        PYTHONPATH=. pytest
-      env:
-        LD_LIBRARY_PATH: ${{ github.workspace }}/dependencies/lib
+        python -m pytest tests

.gitignore

@@ -5,7 +5,6 @@ docs/.tadoc.org.html
 build/
 dist/
 *.so
-.*
 *~
 *.egg-info/
 

README.md

@@ -38,196 +38,30 @@ Or checkout the sources and run ``setup.py`` yourself:
 $ python setup.py install
 ```
 
-It also appears possible to install via 
+Unofficial packages are available on
 [Conda Forge](https://anaconda.org/conda-forge/ta-lib):
 
 ```
 $ conda install -c conda-forge ta-lib
 ```
 
-### Dependencies
-
-To use TA-Lib for python, you need to have the
-[TA-Lib](http://ta-lib.org/hdr_dw.html) already installed. You should
-probably follow their installation directions for your platform, but some
-suggestions are included below for reference.
-
-##### Mac OS X
-
-```
-$ brew install ta-lib
-```
-
-If you are using a M1 laptop and Homebrew, then you can set these before
+Binary packages are provided for the following setups. Older version of Python
+and other architectures may be supported, but will require a C compiler when
 installing:
 
-```
-$ export TA_INCLUDE_PATH="$(brew --prefix ta-lib)/include"
-$ export TA_LIBRARY_PATH="$(brew --prefix ta-lib)/lib"
-$ arch -arm64 brew install ta-lib
-```
-
-You might also find this helpful on M1, particularly if you have tried
-several different installations without success:
-
-```
-$ your-arm64-python -m pip install --no-cache-dir ta-lib
-```
-
-##### Windows
-
-Download [ta-lib-0.4.0-msvc.zip](http://prdownloads.sourceforge.net/ta-lib/ta-lib-0.4.0-msvc.zip)
-and unzip to ``C:\ta-lib``.
-
-> This is a 32-bit binary release.  If you want to use 64-bit Python, you will
-> need to build a 64-bit version of the library. Some unofficial (**and
-> unsupported**) instructions for building on 64-bit Windows 10, here for
-> reference:
->
-> 1. Download and Unzip ``ta-lib-0.4.0-msvc.zip``
-> 2. Move the Unzipped Folder ``ta-lib`` to ``C:\``
-> 3. Download and Install Visual Studio Community 2015
->    * Remember to Select ``[Visual C++]`` Feature
-> 4. Build TA-Lib Library
->    * From Windows Start Menu, Start ``[VS2015 x64 Native Tools Command
->      Prompt]``
->    * Move to ``C:\ta-lib\c\make\cdr\win32\msvc``
->    * Build the Library ``nmake``
-
-You might also try these unofficial windows binaries for both 32-bit and
-64-bit:
-
-https://www.lfd.uci.edu/~gohlke/pythonlibs/#ta-lib
-
-##### Linux
-
-Download [ta-lib-0.4.0-src.tar.gz](http://prdownloads.sourceforge.net/ta-lib/ta-lib-0.4.0-src.tar.gz) and:
-
-```
-$ tar -xzf ta-lib-0.4.0-src.tar.gz
-$ cd ta-lib/
-$ ./configure --prefix=/usr
-$ make
-$ sudo make install
-```
-
-> If you build ``TA-Lib`` using ``make -jX`` it will fail but that's OK!
-> Simply rerun ``make -jX`` followed by ``[sudo] make install``.
-
-Note: if your directory path includes spaces, the installation will probably
-fail with ``No such file or directory`` errors.
-
-### Troubleshooting
-
-If you get a warning that looks like this:
-
-```
-setup.py:79: UserWarning: Cannot find ta-lib library, installation may fail.
-warnings.warn('Cannot find ta-lib library, installation may fail.')
-```
-
-This typically means ``setup.py`` can't find the underlying ``TA-Lib``
-library, a dependency which needs to be installed.
-
-If you installed the underlying ``TA-Lib`` library with a custom prefix
-(e.g., with ``./configure --prefix=$PREFIX``), then when you go to install
-this python wrapper you can specify additional search paths to find the
-library and include files for the underlying ``TA-Lib`` library using the
-``TA_LIBRARY_PATH`` and ``TA_INCLUDE_PATH`` environment variables:
-
-```sh
-$ export TA_LIBRARY_PATH=$PREFIX/lib
-$ export TA_INCLUDE_PATH=$PREFIX/include
-$ python setup.py install # or pip install ta-lib
-```
-
-Sometimes installation will produce build errors like this:
-
-```
-talib/_ta_lib.c:601:10: fatal error: ta-lib/ta_defs.h: No such file or directory
-  601 | #include "ta-lib/ta_defs.h"
-      |          ^~~~~~~~~~~~~~~~~~
-compilation terminated.
-```
-
-or:
-
-```
-common.obj : error LNK2001: unresolved external symbol TA_SetUnstablePeriod
-common.obj : error LNK2001: unresolved external symbol TA_Shutdown
-common.obj : error LNK2001: unresolved external symbol TA_Initialize
-common.obj : error LNK2001: unresolved external symbol TA_GetUnstablePeriod
-common.obj : error LNK2001: unresolved external symbol TA_GetVersionString
-```
-
-This typically means that it can't find the underlying ``TA-Lib`` library, a
-dependency which needs to be installed.  On Windows, this could be caused by
-installing the 32-bit binary distribution of the underlying ``TA-Lib`` library,
-but trying to use it with 64-bit Python.
-
-Sometimes installation will fail with errors like this:
-
-```
-talib/common.c:8:22: fatal error: pyconfig.h: No such file or directory
- #include "pyconfig.h"
-                      ^
-compilation terminated.
-error: command 'x86_64-linux-gnu-gcc' failed with exit status 1
-```
-
-This typically means that you need the Python headers, and should run
-something like:
-
-```
-$ sudo apt-get install python3-dev
-```
-
-Sometimes building the underlying ``TA-Lib`` library has errors running
-``make`` that look like this:
-
-```
-../libtool: line 1717: cd: .libs/libta_lib.lax/libta_abstract.a: No such file or directory
-make[2]: *** [libta_lib.la] Error 1
-make[1]: *** [all-recursive] Error 1
-make: *** [all-recursive] Error 1
-```
-
-This might mean that the directory path to the underlying ``TA-Lib`` library
-has spaces in the directory names.  Try putting it in a path that does not have
-any spaces and trying again.
-
-Sometimes you might get this error running ``setup.py``:
-
-```
-/usr/include/limits.h:26:10: fatal error: bits/libc-header-start.h: No such file or directory
-#include <bits/libc-header-start.h>
-         ^~~~~~~~~~~~~~~~~~~~~~~~~~
-```
-
-This is likely an issue with trying to compile for 32-bit platform but
-without the appropriate headers.  You might find some success looking at the
-first answer to [this question](https://stackoverflow.com/questions/54082459/fatal-error-bits-libc-header-start-h-no-such-file-or-directory-while-compili).
-
-If you wonder why ``STOCHRSI`` gives you different results than you expect,
-probably you want ``STOCH`` applied to ``RSI``, which is a little different
-than the ``STOCHRSI`` which is ``STOCHF`` applied to ``RSI``:
-
-```python
->>> import talib
->>> import numpy
->>> c = numpy.random.randn(100)
-
-# this is the library function
->>> k, d = talib.STOCHRSI(c)
-
-# this produces the same result, calling STOCHF
->>> rsi = talib.RSI(c)
->>> k, d = talib.STOCHF(rsi, rsi, rsi)
-
-# you might want this instead, calling STOCH
->>> rsi = talib.RSI(c)
->>> k, d = talib.STOCH(rsi, rsi, rsi)
-```
+|                     | Python 3.8 | Python 3.9 | Python 3.10 |
+|---------------------|------------|------------|-------------|
+| Linux (x86)         |      ✓     |      ✓     |      ✓      |
+| Linux (x86_64)      |      ✓     |      ✓     |      ✓      |
+| Linux (aarch64)     |      ✓     |      ✓     |      ✓      |
+| Mac OS (x86_64)     |      ✓     |      ✓     |      ✓      |
+| Mac OS (M1/aarch64) |      ✓     |      ✓     |      ✓      |
+| Windows (x86)       |      ✓     |      ✓     |      ✓      |
+| Windows (x86_64)    |      ✓     |      ✓     |      ✓      |
+
+Support is primarily limited by what versions of Python are supported by recent
+versions of numpy. When building locally, make sure you're using a version of
+numpy that supports your Python version.
 
 ## Function API
 

requirements_test.txt

@@ -1,4 +1,4 @@
 -r requirements.txt
 pandas
 pytest
-polars
+flake8