freqtrade/setup_cpp.py at develop · pulpoff/freqtrade · GitHub

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
"""
Build script for the Freqtrade C++ extension module (_ft_cpp).

Usage:
    pip install -e ".[cpp]"
    # or
    python setup_cpp.py build_ext --inplace
"""

import os
import sys

from pybind11.setup_helpers import Pybind11Extension, build_ext
from setuptools import setup


cpp_dir = os.path.join(os.path.dirname(__file__), "freqtrade", "cpp")

ext_modules = [
    Pybind11Extension(
        "freqtrade._ft_cpp",
        sources=[
            os.path.join(cpp_dir, "src", "module.cpp"),
            os.path.join(cpp_dir, "src", "backtesting_engine.cpp"),
            os.path.join(cpp_dir, "src", "trade_math.cpp"),
            os.path.join(cpp_dir, "src", "data_processing.cpp"),
            os.path.join(cpp_dir, "src", "report_gen.cpp"),
            os.path.join(cpp_dir, "src", "orderflow.cpp"),
            os.path.join(cpp_dir, "src", "indicators.cpp"),
        ],
        include_dirs=[os.path.join(cpp_dir, "include")],
        cxx_std=17,
        extra_compile_args=["-O3"],
    ),
]

setup(
    name="freqtrade-cpp",
    ext_modules=ext_modules,
    cmdclass={"build_ext": build_ext},
)