tools: Update scripts for generating code

Author: mckelvin

.gitignore

@@ -2,8 +2,10 @@ docs/html
 docs/.tadoc.org.html
 
 *.pyc
-build
+build/
+dist/
 *.so
 .*
 *~
+*.egg-info/
 

DEVELOPMENT

@@ -12,34 +12,34 @@ Here's the full list of make commands (see the Makefile file):
 make build     # builds and places libs in the project directory; required for testing
 make clean     # cleans the local build files
 make install   # installs talib system-wide
-make generate: # generates a fresh func.pyx file. Requires talib and TA-Lib to both be installed
+make generate: # generates a fresh _func.pxi, _stream.pxi file. Requires talib and TA-Lib to both be installed
 make perf      # run performance profiling
 make test      # run tests
 
 The source code is comprised of one python package, located in the talib
-directory, which itself has three Cython modules: func, abstract, and
-common.
+directory, which itself has one Cython module (_ta_lib) which consists of
+four parts: _common, _func, _abstract and _stream.
 
-talib/common.pyx
-  An internal-use module for functionality shared between func and abstract.
+talib/_common.pxi
+  An internal-use file for functionality shared between func and abstract.
 
-talib/func.pyx
-  This file is generated automatically by tools/generate.py and any changes made
+talib/_func.pxi
+  This file is generated automatically by tools/generate_func.py and any changes made
   to it directly will get overwritten!
 
-talib/abstract.pyx
+talib/_abstract.pxi
   This file contains the code for interfacing with the TA-Lib abstract interface
   and wrapping it into a pythonic Function class.
 
-talib/libta_lib.pxd
+talib/_ta_lib.pyx
   This "Cython header file" defines the C-level functions, variables and types we
   need to use in the above pyx files.
 
-talib/stream.pyx
+talib/_stream.pxi
   This file contains code for interfacing a "streaming" interface to TA-Lib.
 
-tools/generate.py
-  A script that generates and prints func.pyx to stdout. Gets information
+tools/generate_func.py,generate_stream.py
+  Scripts that generate and print _func.pxi or _stream.pxi to stdout. Gets information
   about all functions from the C headers of the installed TA-Lib.
 
 If you are interested in developing new indicator functions or whatnot on

Makefile

@@ -1,11 +1,18 @@
+.PHONY: build
+
 build:
 	python setup.py build_ext --inplace
 
 install:
 	python setup.py install
 
-generate:
-	python tools/generate_func.py > talib/func.pyx
+talib/_func.pxi: tools/generate_func.py
+	python tools/generate_func.py > talib/_func.pxi
+
+talib/_stream.pxi: tools/generate_stream.py
+	python tools/generate_stream.py > talib/_stream.pxi
+
+generate: talib/_func.pxi talib/_stream.pxi
 
 clean:
 	rm -rf build talib/func*.so talib/abstract*.so talib/common*.so talib/stream*.so talib/*.pyc

talib/_abstract.pxi

@@ -14,8 +14,6 @@ cimport numpy as np
 cimport _ta_lib as lib
 # NOTE: _ta_check_success, MA_Type is defined in _common.pxi
 
-lib.TA_Initialize()
-
 
 __INPUT_ARRAYS_DEFAULTS = {'open':   None,
                            'high':   None,

talib/abstract.py

@@ -22,4 +22,4 @@ def Function(function_name, *args, **kwargs):
     globals()[func_name] = Function(func_name)
 
 
-__all__ = ["Function"] + __TA_FUNCTION_NAMES__
+__all__ = ["Function", "_get_defaults_and_docs"] + __TA_FUNCTION_NAMES__

tools/generate_func.py

@@ -51,7 +51,7 @@
 from numpy import nan
 from cython import boundscheck, wraparound
 
-from .common cimport _ta_check_success
+# _ta_check_success: defined in _common.pxi
 
 cdef double NaN = nan
 
@@ -63,10 +63,9 @@
 
 np.import_array() # Initialize the NumPy C API
 
-cimport libta_lib as lib
-from libta_lib cimport TA_RetCode
+cimport _ta_lib as lib
+from _ta_lib cimport TA_RetCode
 
-lib.TA_Initialize()
 """)
 
 # cleanup variable names to make them more pythonic
@@ -338,4 +337,4 @@ def cleanup(name):
     print('')
     print('')
 
-print('__all__ = [%s]' % ','.join(['\"%s\"' % name for name in names]))
+print('__TA_FUNCTION_NAMES__ = [%s]' % ','.join(['\"%s\"' % name for name in names]))

tools/generate_stream.py

@@ -48,25 +48,12 @@
 # print headers
 print("""\
 cimport numpy as np
-from numpy import nan
 from cython import boundscheck, wraparound
+cimport _ta_lib as lib
+from _ta_lib cimport TA_RetCode
+# NOTE: _ta_check_success, NaN are defined in common.pxi
+#       NumPy C API is initialize in _func.pxi
 
-from .common cimport _ta_check_success
-
-cdef double NaN = nan
-
-cdef extern from "numpy/arrayobject.h":
-    int PyArray_TYPE(np.ndarray)
-    object PyArray_EMPTY(int, np.npy_intp*, int, int)
-    int PyArray_FLAGS(np.ndarray)
-    object PyArray_GETCONTIGUOUS(np.ndarray)
-
-np.import_array() # Initialize the NumPy C API
-
-cimport libta_lib as lib
-from libta_lib cimport TA_RetCode
-
-lib.TA_Initialize()
 """)
 
 # cleanup variable names to make them more pythonic
@@ -96,7 +83,7 @@ def cleanup(name):
 
     print('@wraparound(False)  # turn off relative indexing from end of lists')
     print('@boundscheck(False) # turn off bounds-checking for entire function')
-    print('def %s(' % shortname, end=' ')
+    print('def stream_%s(' % shortname, end=' ')
     docs = [' %s(' % shortname]
     i = 0
     for arg in args:
@@ -302,4 +289,3 @@ def cleanup(name):
     print('')
     print('')
 
-print('__all__ = [%s]' % ','.join(['\"%s\"' % name for name in names]))