# -*- coding: utf-8 -*- """ Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl Copyright (C) 2003, 2004, 2005, 2006, 2007, 2008 StatPro Italia srl This file is part of QuantLib, a free-software/open-source library for financial quantitative analysts and developers - http://quantlib.org/ QuantLib is free software: you can redistribute it and/or modify it under the terms of the QuantLib license. You should have received a copy of the license along with this program; if not, please email . The license is also available online at . This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the license for more details. """ import os, sys, math, platform, sysconfig from setuptools import setup, Extension from setuptools._distutils.ccompiler import get_default_compiler def is_debug_quantlib(): return os.getenv("QL_DEBUG", 'False').lower() in ('true', '1', 't') def define_macros(py_limited_api): define_macros = [] if py_limited_api: define_macros += [("Py_LIMITED_API", "0x03080000")] compiler = get_default_compiler() if compiler == "msvc": define_macros += [ ("__WIN32__", None), ("WIN32", None), ("NDEBUG", None), ("_WINDOWS", None), ("NOMINMAX", None), ] elif compiler == "unix": ql_compile_args = os.popen("quantlib-config --cflags").read()[:-1].split() define_macros += [ (arg[2:], None) for arg in ql_compile_args if arg.startswith("-D") ] define_macros += [("NDEBUG", None)] return define_macros def include_dirs(): include_dirs = [] compiler = get_default_compiler() if compiler == "msvc": try: QL_INSTALL_DIR = os.environ["QL_DIR"] include_dirs += [QL_INSTALL_DIR] except KeyError: print("warning: unable to detect QuantLib installation") if "INCLUDE" in os.environ: include_dirs += [ d.strip() for d in os.environ["INCLUDE"].split(";") if d.strip() ] elif compiler == "unix": ql_compile_args = os.popen("quantlib-config --cflags").read()[:-1].split() include_dirs += [arg[2:] for arg in ql_compile_args if arg.startswith("-I")] return include_dirs def library_dirs(): library_dirs = [] compiler = get_default_compiler() if compiler == "msvc": try: QL_INSTALL_DIR = os.environ["QL_DIR"] library_dirs += [os.path.join(QL_INSTALL_DIR, "lib")] except KeyError: print("warning: unable to detect QuantLib installation") if "LIB" in os.environ: dirs = [dir for dir in os.environ["LIB"].split(";")] library_dirs += [d for d in dirs if d.strip()] elif compiler == "unix": ql_link_args = os.popen("quantlib-config --libs").read()[:-1].split() library_dirs += [arg[2:] for arg in ql_link_args if arg.startswith("-L")] return library_dirs def libraries(): libraries = [] compiler = get_default_compiler() if compiler == "unix": ql_link_args = os.popen("quantlib-config --libs").read()[:-1].split() libraries += [arg[2:] for arg in ql_link_args if arg.startswith("-l")] return libraries def extra_compile_args(): extra_compile_args = [] compiler = get_default_compiler() if compiler == "msvc": extra_compile_args = ["/GR", "/FD", "/Zm250", "/EHsc", "/bigobj", "/std:c++17"] if is_debug_quantlib(): if "QL_STATIC_RUNTIME" in os.environ: extra_compile_args.append("/MTd") else: extra_compile_args.append("/MDd") extra_compile_args.append("/Od") extra_compile_args.append("/Ob0") extra_compile_args.append("/Zi") else: if "QL_STATIC_RUNTIME" in os.environ: extra_compile_args.append("/MT") else: extra_compile_args.append("/MD") elif compiler == "unix": ql_compile_args = os.popen("quantlib-config --cflags").read()[:-1].split() extra_compile_args = [ arg for arg in ql_compile_args if not arg.startswith("-D") if not arg.startswith("-I") ] + ["-Wno-unused"] if "CXXFLAGS" in os.environ: extra_compile_args += os.environ["CXXFLAGS"].split() return extra_compile_args def extra_link_args(): extra_link_args = [] compiler = get_default_compiler() if compiler == "msvc": dbit = round(math.log(sys.maxsize, 2) + 1) if dbit == 64: machinetype = "/machine:x64" else: machinetype = "/machine:x86" extra_link_args = ["/subsystem:windows", machinetype] if is_debug_quantlib(): extra_link_args += ["/DEBUG"] elif compiler == "unix": ql_link_args = os.popen("quantlib-config --libs").read()[:-1].split() extra_link_args = [ arg for arg in ql_link_args if not arg.startswith("-L") if not arg.startswith("-l") ] if "LDFLAGS" in os.environ: extra_link_args += os.environ["LDFLAGS"].split() return extra_link_args classifiers = [ "Development Status :: 6 - Mature", "Environment :: Console", "Intended Audience :: Developers", "Intended Audience :: Education", "Intended Audience :: End Users/Desktop", "Intended Audience :: Financial and Insurance Industry", "Intended Audience :: Science/Research", "License :: OSI Approved :: BSD License", "Operating System :: OS Independent", "Programming Language :: C++", "Programming Language :: Python", "Topic :: Office/Business :: Financial", "Topic :: Scientific/Engineering", ] long_description = """ QuantLib (https://www.quantlib.org/) is a free/open-source C++ library for financial quantitative analysts and developers, aimed at providing a comprehensive software framework for quantitative finance. """ py_limited_api = platform.python_implementation() == "CPython" and not sysconfig.get_config_var("Py_GIL_DISABLED") with open("./setup.cfg", "w") as f: if py_limited_api: f.write('[bdist_wheel]' + os.linesep + 'py_limited_api=cp38' + os.linesep) setup( name="QuantLib", version="1.40", description="Python bindings for the QuantLib library", long_description=long_description, long_description_content_type="text/x-rst", author="QuantLib Team", author_email="quantlib-users@lists.sourceforge.net", url="https://www.quantlib.org", license="BSD 3-Clause", classifiers=classifiers, package_dir={"": "src"}, py_modules=["QuantLib.__init__", "QuantLib.QuantLib"], ext_modules=[ Extension( name="QuantLib._QuantLib", sources=["src/QuantLib/quantlib_wrap.cpp"], py_limited_api=py_limited_api, define_macros=define_macros(py_limited_api), include_dirs=include_dirs(), library_dirs=library_dirs(), libraries=libraries(), extra_compile_args=extra_compile_args(), extra_link_args=extra_link_args(), ) ], data_files=[("share/doc/quantlib", ["../LICENSE.TXT"])], )