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build.py
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#!/usr/bin/env python3
import itertools
import os
from pathlib import Path
import platform
import shutil
import sys
from typing import List
from Cython.Build import build_ext
from Cython.Build import cythonize
from Cython.Compiler import Options
from Cython.Compiler.Version import version as cython_compiler_version
import numpy as np
from setuptools import Distribution
from setuptools import Extension
# If DEBUG mode is enabled, skip compiler optimizations (TODO: implement)
DEBUG_MODE = bool(os.getenv("DEBUG_MODE", ""))
# If PROFILING mode is enabled, include traces necessary for coverage and profiling
PROFILING_MODE = bool(os.getenv("PROFILING_MODE", ""))
# If ANNOTATION mode is enabled, generate an annotated HTML version of the input source files
ANNOTATION_MODE = bool(os.getenv("ANNOTATION_MODE", ""))
# If PARALLEL build is enabled, uses all CPUs for compile stage of build
PARALLEL_BUILD = True if os.getenv("PARALLEL_BUILD", "true") == "true" else False
# If SKIP_BUILD_COPY is enabled, prevents copying built *.so files back into the source tree
SKIP_BUILD_COPY = bool(os.getenv("SKIP_BUILD_COPY", ""))
##########################
# Cython build options #
##########################
# https://cython.readthedocs.io/en/latest/src/userguide/source_files_and_compilation.html
Options.docstrings = True # Include docstrings in modules
Options.fast_fail = True # Abort the compilation on the first error occurred
Options.emit_code_comments = True
Options.annotate = ANNOTATION_MODE # Create annotated HTML files for each .pyx
if ANNOTATION_MODE:
Options.annotate_coverage_xml = "coverage.xml"
Options.fast_fail = True # Abort compilation on first error
Options.warning_errors = True # Treat compiler warnings as errors
Options.extra_warnings = True
CYTHON_COMPILER_DIRECTIVES = {
"language_level": "3",
"cdivision": True, # If division is as per C with no check for zero (35% speed up)
"embedsignature": True, # If docstrings should be embedded into C signatures
"profile": PROFILING_MODE, # If we're profiling, turn on line tracing
"linetrace": PROFILING_MODE,
"warn.maybe_uninitialized": True,
# "warn.unused_result": True, # TODO(cs): Picks up legitimate unused variables
# "warn.unused": True, # TODO(cs): Fails on unused entry 'genexpr'
}
def _build_extensions() -> List[Extension]:
# Regarding the compiler warning: #warning "Using deprecated NumPy API,
# disable it with " "#define NPY_NO_DEPRECATED_API NPY_1_7_API_VERSION"
# https://stackoverflow.com/questions/52749662/using-deprecated-numpy-api
# From the Cython docs: "For the time being, it is just a warning that you can ignore."
define_macros = [("NPY_NO_DEPRECATED_API", "NPY_1_7_API_VERSION")]
if PROFILING_MODE or ANNOTATION_MODE:
# Profiling requires special macro directives
define_macros.append(("CYTHON_TRACE", "1"))
extra_compile_args = []
if platform.system() != "Windows":
extra_compile_args.append("-O3")
extra_compile_args.append("-pipe")
print(f"define_macros={define_macros}")
print(f"extra_compile_args={extra_compile_args}")
return [
Extension(
name=str(pyx.relative_to(".")).replace(os.path.sep, ".")[:-4],
sources=[str(pyx)],
include_dirs=[".", np.get_include()],
define_macros=define_macros,
language="c",
extra_compile_args=extra_compile_args,
)
for pyx in itertools.chain(
Path("examples").rglob("*.pyx"),
Path("nautilus_trader").rglob("*.pyx"),
)
]
def _build_distribution(extensions: List[Extension]) -> Distribution:
# Build a Distribution using cythonize()
# Determine the build output directory
if PROFILING_MODE:
# For subsequent annotation, the C source needs to be in
# the same tree as the Cython code.
build_dir = None
elif ANNOTATION_MODE:
build_dir = "build/annotated"
else:
build_dir = "build/optimized"
distribution = Distribution(
dict(
name="nautilus_trader",
ext_modules=cythonize(
module_list=extensions,
compiler_directives=CYTHON_COMPILER_DIRECTIVES,
nthreads=os.cpu_count(),
build_dir=build_dir,
),
zip_safe=False,
)
)
distribution.package_dir = "nautilus_trader"
return distribution
def _copy_build_dir_to_project(cmd: build_ext) -> None:
# Copy built extensions back to the project tree
for output in cmd.get_outputs():
relative_extension = os.path.relpath(output, cmd.build_lib)
if not os.path.exists(output):
continue
# Copy the file and set permissions
print(f"Copying: {output} -> {relative_extension}")
shutil.copyfile(output, relative_extension)
mode = os.stat(relative_extension).st_mode
mode |= (mode & 0o444) >> 2
os.chmod(relative_extension, mode)
def build(setup_kwargs):
"""Construct the extensions and distribution.""" # noqa
# Build C Extensions to feed into cythonize()
extensions = _build_extensions()
distribution = _build_distribution(extensions)
# Build and run the command
cmd: build_ext = build_ext(distribution)
if PARALLEL_BUILD:
cmd.parallel = os.cpu_count()
cmd.ensure_finalized()
cmd.run()
# Copy the build back into the project for packaging
_copy_build_dir_to_project(cmd)
return setup_kwargs
if __name__ == "__main__":
print("")
print("=====================================================================")
print("Nautilus Builder")
print("=====================================================================")
# Work around a Cython problem in Python 3.8.x on macOS
# https://github.com/cython/cython/issues/3262
if platform.system() == "Darwin":
print("macOS: Setting multiprocessing method to 'fork'.")
try:
# noinspection PyUnresolvedReferences
import multiprocessing
multiprocessing.set_start_method("fork", force=True)
except ImportError:
print("multiprocessing not available")
# Note: On macOS (and perhaps other platforms), executable files may be
# universal files containing multiple architectures. To determine the
# “64-bitness” of the current interpreter, it is more reliable to query the
# sys.maxsize attribute:
bits = "64-bit" if sys.maxsize > 2 ** 32 else "32-bit"
print(f"System: {platform.system()} {bits}")
print(f"Python: {platform.python_version()}")
print(f"Cython: {cython_compiler_version}")
print(f"NumPy: {np.__version__}")
print("")
print("Starting build...")
print(f"DEBUG_MODE={DEBUG_MODE}")
print(f"PROFILING_MODE={PROFILING_MODE}")
print(f"ANNOTATION_MODE={ANNOTATION_MODE}")
print(f"PARALLEL_BUILD={PARALLEL_BUILD}")
print(f"SKIP_BUILD_COPY={SKIP_BUILD_COPY}")
print("")
build({})
print("Build completed\n")