Option Pricing

Overview

Python PyO3 wrapper package over Rust crate option-pricing.

3 builds:

• native i.e. current platform
• to manylinux
• to Windows with cross.

Build

Commands:

# prerequisite
mm activate work
pip install build

# dev install
pip install -e .

# watch 
cargo watch --watch rust -- pip install -e .

# test
pytest

# install
pip install .

# ------- build native wheel
unset CARGO
unset CARGO_BUILD_TARGET
unset PYO3_CROSS_LIB_DIR
unset PYO3_CROSS_PYTHON_VERSION
unset DIST_EXTRA_CONFIG

python -m build .

# ------- build manylinux wheel
# image used by build
docker build -t builder-manylinux:local -f ./Dockerfile.manylinux .

# build wheels for several python versions
docker run --rm -v $(pwd):/io builder-manylinux:local /bin/bash /io/build-manylinux-wheels.sh

# ------- build windows wheel - using cross
# prerequisite
cargo install cross

export CARGO=cross
export CARGO_BUILD_TARGET=x86_64-pc-windows-gnu
export DIST_EXTRA_CONFIG=/tmp/build-opts.cfg

# set wheel suffix
echo -e "[bdist_wheel]\nplat_name=win-amd64" > $DIST_EXTRA_CONFIG

# image used by cross
docker build -t cross-pyo3:x86_64-pc-windows-gnu -f ./Dockerfile.win .

# build windows wheel
python -m build .

This produced wheels for linux and windows:

ls -1  dist
pyo3_option_pricing-0.1.0-cp310-cp310-linux_x86_64.whl
pyo3_option_pricing-0.1.0-cp310-cp310-manylinux_2_17_x86_64.manylinux2014_x86_64.whl
pyo3_option_pricing-0.1.0-cp310-cp310-win_amd64.whl
pyo3_option_pricing-0.1.0-cp311-cp311-linux_x86_64.whl
pyo3_option_pricing-0.1.0-cp311-cp311-manylinux_2_17_x86_64.manylinux2014_x86_64.whl
pyo3_option_pricing-0.1.0.tar.gz

Publish

Commands:

# prerequisite
mm activate work
pip install -U twine

twine check dist/*

# assuming .pypirc configured
# for linux only manylinux: the others will be refused
twine upload dist/*.tar.gz
twine upload dist/*manylinux*
twine upload dist/*win_amd64*

Install

Commands:

pip install pyo3_option_pricing

Ref

Packaging offical recommendation: Is setup.py deprecated?.