Pip test 2

.github/workflows/build-wheels.yml

@@ -0,0 +1,36 @@
+name: Build Wheels
+
+on:
+  push:
+    branches: [ main, pip_test_2 ]
+  pull_request:
+    branches: [ main ]
+
+jobs:
+  build_wheels:
+    strategy:
+      matrix:
+        os: [ ubuntu-latest, macos-latest]
+    runs-on: ${{ matrix.os }}
+    steps:
+      - name: Check out code
+        uses: actions/checkout@v3
+
+      - name: Set up Python
+        uses: actions/setup-python@v4
+        with:
+          python-version: '3.11'
+
+      - name: Install cibuildwheel
+        run: pip install cibuildwheel
+
+      - name: Build wheels
+        run: cibuildwheel --output-dir dist .
+
+      - name: Upload wheels artifact
+        uses: actions/upload-artifact@v4 # Updated to v4
+        with:
+          name: wheels-${{ matrix.os }} # Creates an artifact named e.g., "wheels-ubuntu-latest"
+          path: dist/*.whl # Uploads all .whl files from the 'dist' directory
+          if-no-files-found: error # Optional: Fails the step if no wheels are found
+

CMakeLists.txt

@@ -1,6 +1,6 @@
-cmake_minimum_required(VERSION 3.10)
+cmake_minimum_required(VERSION 3.15)
 
-project(finmath)
+project(finmath LANGUAGES CXX)
 
 # Set the C++ standard
 set(CMAKE_CXX_STANDARD 17)
@@ -12,19 +12,17 @@ set(CMAKE_BUILD_TYPE Release)
 # Add include directories
 include_directories(${PROJECT_SOURCE_DIR}/include)
 
+# For MSVC, define _USE_MATH_DEFINES to get M_PI etc. from <cmath>
+if(MSVC)
+    add_compile_definitions(_USE_MATH_DEFINES)
+    message(STATUS "MSVC detected, adding _USE_MATH_DEFINES compile definition.")
+endif()
+
 # Source files
 file(GLOB SOURCES "src/cpp/*/*.cpp")
 
 # Create the main C++ library target with a unique name
-add_library(finmath_library SHARED ${SOURCES}
-    "src/cpp/InterestAndAnnuities/simple_interest.cpp"
-    "include/finmath/InterestAndAnnuities/simple_interest.h"
-    "include/finmath/OptionPricing/options_pricing.h"
-    "include/finmath/OptionPricing/options_pricing_types.h"
-    "include/finmath/TimeSeries/rolling_volatility.h"
-    "include/finmath/TimeSeries/simple_moving_average.h"
-    "include/finmath/TimeSeries/rsi.h"
-    "include/finmath/TimeSeries/ema.h")
+add_library(finmath_library SHARED ${SOURCES})
 
 # Test executables
 add_executable(black_scholes_test test/OptionPricing/black_scholes_test.cpp)
@@ -81,3 +79,41 @@ set_target_properties(finmath_bindings PROPERTIES OUTPUT_NAME "finmath")
 
 # Link the Python bindings target with the C++ library
 target_link_libraries(finmath_bindings PRIVATE finmath_library)
+
+# Set install target for pip to find shared lib
+install(TARGETS finmath_bindings finmath_library
+        LIBRARY DESTINATION finmath
+        ARCHIVE DESTINATION finmath
+        RUNTIME DESTINATION finmath
+)
+
+if(APPLE)
+    # For the Python bindings module
+    set_target_properties(finmath_bindings PROPERTIES
+            BUILD_WITH_INSTALL_RPATH TRUE
+            INSTALL_RPATH "@loader_path"
+    )
+    # For the library itself (if needed)
+    set_target_properties(finmath_library PROPERTIES
+            BUILD_WITH_INSTALL_RPATH TRUE
+            INSTALL_RPATH "@loader_path"
+    )
+elseif(UNIX) # Linux
+    # $ORIGIN tells the dynamic linker to look for the library
+    # in the same directory as the binary (finmath_bindings module).
+    # auditwheel will usually refine this.
+    set_target_properties(finmath_bindings PROPERTIES
+            BUILD_RPATH "$ORIGIN"
+    )
+    set_target_properties(finmath_bindings PROPERTIES
+            INSTALL_RPATH "$ORIGIN"
+    )
+    set_target_properties(finmath_library PROPERTIES
+            INSTALL_RPATH "$ORIGIN"
+    )
+    set(_INSTALL_RPATH "$ORIGIN")
+else() # Windows or other OS where RPATH is not standard
+    set(_INSTALL_RPATH "")
+endif()
+
+message(STATUS "CMAKE_INSTALL_PREFIX: ${CMAKE_INSTALL_PREFIX}")

MANIFEST.in

@@ -0,0 +1,5 @@
+ include CMakeLists.txt
+ recursive-include include *.h
+ recursive-include src/cpp *.cpp
+ recursive-include test *.cpp
+ recursive-exclude test-env *

README.md

@@ -9,7 +9,8 @@
 - C++17 or later
 - Python 3.6 or later
 - `pybind11` (for Python bindings)
-- `CMake` 3.10 or later (for building the library)
+- `CMake` 3.5 or later (for building the library)
+- `ninja` For optimizing cmake build
 
 ### Build Instructions
 

pyproject.toml

@@ -0,0 +1,18 @@
+[build-system]
+requires = ["scikit-build-core>=0.10", "pybind11==2.10.0"]
+build-backend = "scikit_build_core.build"
+
+[project]
+name = "finmath"
+version = "0.1.16"
+description = "A financial math library"
+readme = { file = "README.md", content-type = "text/markdown" }
+
+requires-python = ">=3.9"
+dependencies = [
+    "pybind11==2.10.0"
+]
+
+[tool.scikit-build]
+build-dir = "build"
+cmake.args = ["-DCMAKE_POLICY_VERSION_MINIMUM=3.5"]

scripts/test_binds

@@ -0,0 +1,9 @@
+cd ..
+mkdir build && cd build
+cmake .. -DCMAKE_INSTALL_PREFIX=$HOME/local -DCMAKE_OSX_ARCHITECTURES=arm64 -DCMAKE_BUILD_TYPE=Release
+make
+make install
+export PYTHONPATH=$HOME/local:$PYTHONPATH
+python3 -c "import finmath; print(finmath.compound_interest(1000, 5, 10, 4))"
+cd ..
+rm -rf build

src/finmath/__init__.py

@@ -0,0 +1 @@
+from .finmath import *