RELEASE 0.1.0

- Cython implementation of some functions.

quant/op/_func.pyi

@@ -0,0 +1,2 @@
+import numpy as np
+

quant/op/_func.pyx

@@ -0,0 +1,22 @@
+# distutils: language = c
+
+import numpy as np
+cimport numpy as np
+from libc.stdlib cimport malloc, free
+from libc.string cimport memset
+
+def SMA(np.ndarray[np.float64_t, ndim=1] input, int period):
+    cdef int input_size = input.shape[0]
+    cdef np.ndarray[np.float64_t, ndim=1] output = np.empty(input_size)
+    cdef double sum = 0.0
+    cdef int i
+
+    for i in range(input_size):
+        sum += input[i]
+        if i >= period:
+            sum -= input[i - period]
+        if i >= period - 1:
+            output[i - period + 1] = sum / period
+    return output
+
+

quant/op/algos.py

@@ -1,3 +1,2 @@
 import pandas as pd
 from pandas._libs.algos import rank_1d, rank_2d
-

quant/op/functional.py

@@ -5,6 +5,7 @@
 from ..config import __OP_MODE__
 from typing import overload
 from .algos import rank_1d, rank_2d
+import talib
 # Arithmetic Operators
 
 

requirements.txt

@@ -0,0 +1,12 @@
+pandas~=2.0.0
+numpy~=1.24.2
+graphviz~=2.50.0
+gplearn~=0.4.2
+scikit-learn~=1.0.2
+matplotlib~=3.5.2
+python-dateutil~=2.8.2
+tushare~=1.2.89
+joblib~=1.1.0
+scipy~=1.9.1
+setuptools~=63.4.1
+cython~=0.29.34

setup.py

@@ -0,0 +1,10 @@
+from setuptools import setup
+from Cython.Build import cythonize
+import numpy
+
+setup(
+    ext_modules=cythonize('quant/op/_func.pyx', build_dir='build'),
+    include_dirs=[numpy.get_include()]
+)
+
+

test/testfunc_.py

@@ -0,0 +1,4 @@
+import quant.op._func as F
+import numpy as np
+
+print(F.SMA(np.array([1, 2, 3, 4, 5.]), 2))