TradingGame/setup.py at master · mmletgo/TradingGame · GitHub

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"""
构建配置 - 用于编译 Cython 模块
"""

from setuptools import setup, Extension
from Cython.Build import cythonize
import numpy

extensions = [
    Extension(
        "src.market.orderbook.orderbook",
        ["src/market/orderbook/orderbook.pyx"],
        include_dirs=[numpy.get_include()],
        define_macros=[("NPY_NO_DEPRECATED_API", "NPY_1_7_API_VERSION")],
        language="c++",
        extra_compile_args=["-O3", "-std=c++17"],
    ),
    Extension(
        "src.market.account.position",
        ["src/market/account/position.pyx"],
        include_dirs=[numpy.get_include()],
        define_macros=[("NPY_NO_DEPRECATED_API", "NPY_1_7_API_VERSION")],
    ),
    Extension(
        "src.market.account.fast_account",
        ["src/market/account/fast_account.pyx"],
        extra_compile_args=["-O3"],
    ),
    Extension(
        "src.market.matching.fast_matching",
        ["src/market/matching/fast_matching.pyx"],
        include_dirs=[numpy.get_include()],
        define_macros=[("NPY_NO_DEPRECATED_API", "NPY_1_7_API_VERSION")],
        language="c++",
        extra_compile_args=["-O3", "-std=c++17"],
    ),
    Extension(
        "src.bio.agents._cython.fast_decide",
        ["src/bio/agents/_cython/fast_decide.pyx"],
        include_dirs=[numpy.get_include()],
        define_macros=[("NPY_NO_DEPRECATED_API", "NPY_1_7_API_VERSION")],
    ),
    Extension(
        "src.bio.agents._cython.fast_observe",
        ["src/bio/agents/_cython/fast_observe.pyx"],
        include_dirs=[numpy.get_include()],
        define_macros=[("NPY_NO_DEPRECATED_API", "NPY_1_7_API_VERSION")],
    ),
    Extension(
        "src.training._cython.batch_decide_openmp",
        ["src/training/_cython/batch_decide_openmp.pyx"],
        include_dirs=[numpy.get_include()],
        define_macros=[("NPY_NO_DEPRECATED_API", "NPY_1_7_API_VERSION")],
        extra_compile_args=["-fopenmp", "-O3", "-ffast-math"],
        extra_link_args=["-fopenmp"],
    ),
    Extension(
        "src.training._cython.fast_execution",
        ["src/training/_cython/fast_execution.pyx"],
        extra_compile_args=["-O3"],
    ),
    Extension(
        "src.training._cython.fast_tick_execution",
        ["src/training/_cython/fast_tick_execution.pyx"],
        include_dirs=[numpy.get_include()],
        define_macros=[("NPY_NO_DEPRECATED_API", "NPY_1_7_API_VERSION")],
        language="c++",
        extra_compile_args=["-O3", "-std=c++17"],
    ),
]

setup(
    ext_modules=cythonize(
        extensions,
        compiler_directives={"language_level": "3"},
    ),
)