Build from source if the ta-lib is not installed

Author: mckelvin

.travis.yml

@@ -15,6 +15,7 @@ env:
       TA_INCLUDE_PATH=$DEPS_DIR/include
       LD_LIBRARY_PATH=$DEPS_DIR/lib
       TA_LIBRARY_PATH=$DEPS_DIR/lib
+    - WITH_TA_LIBRARY=no
 cache:
   directories:
     - $DEPS_DIR

MANIFEST.in

@@ -0,0 +1,13 @@
+include README.md
+include AUTHORS
+include CHANGELOG
+include COPYRIGHT
+include DEVELOPMENT
+include LICENSE
+include requirements.txt
+recursive-include vendor *
+recursive-include talib *.py *.pyx *.pxi *.pxd *.c
+prune vendor/ta-lib/temp
+prune vendor/ta-lib/make
+prune vendor/ta-lib/ide
+prune vendor/ta-lib/src/tools

setup.py

@@ -1,5 +1,6 @@
 #!/usr/bin/env python
 
+import glob
 import sys
 import os
 import warnings
@@ -21,19 +22,22 @@
 from distutils.extension import Extension
 
 lib_talib_name = 'ta_lib'  # the underlying C library's name
+sources = []
 
 platform_supported = False
 for prefix in ['darwin', 'linux', 'bsd', 'sunos']:
     if prefix in sys.platform:
         platform_supported = True
         include_dirs = [
-            '/usr/include',
-            '/usr/local/include',
-            '/opt/include',
-            '/opt/local/include',
+            '/usr/include/ta-lib',
+            '/usr/local/include/ta-lib',
+            '/opt/include/ta-lib',
+            '/opt/local/include/ta-lib',
         ]
         if 'TA_INCLUDE_PATH' in os.environ:
-            include_dirs.append(os.environ['TA_INCLUDE_PATH'])
+            include_dirs.append(
+                os.path.join(os.environ['TA_INCLUDE_PATH'], "ta-lib")
+            )
         lib_talib_dirs = [
             '/usr/lib',
             '/usr/local/lib',
@@ -49,7 +53,7 @@
 if sys.platform == "win32":
     platform_supported = True
     lib_talib_name = 'ta_libc_cdr'
-    include_dirs = [r"c:\ta-lib\c\include"]
+    include_dirs = [r"c:\ta-lib\c\include\ta-lib"]
     lib_talib_dirs = [r"c:\ta-lib\c\lib"]
 
 if not platform_supported:
@@ -66,6 +70,7 @@
 except ImportError:
     has_cython = False
 
+libraries = [lib_talib_name]
 for lib_talib_dir in lib_talib_dirs:
     try:
         files = os.listdir(lib_talib_dir)
@@ -74,7 +79,51 @@
     except OSError:
         pass
 else:
-    warnings.warn('Cannot find ta-lib library, installation may fail.')
+    libraries = []
+    warnings.warn(
+        'Cannot find ta-lib library, will try to build from source.'
+    )
+    # find vendor/ta-lib -name "*.h" -exec dirname {} \; | sort | uniq
+    vendor_dir = os.path.join(
+        os.path.dirname(os.path.abspath(__file__)),
+        "vendor",
+    )
+    vendor_talib_dir = os.path.join(
+        vendor_dir,
+        "ta-lib",
+    )
+    talib_include_dirs = [
+        ("include", ),
+        ("src", "ta_abstract"),
+        ("src", "ta_abstract", "frames"),
+        ("src", "ta_common"),
+        ("src", "ta_func"),
+    ]
+    include_dirs.extend((
+        os.path.join(vendor_talib_dir, *path_args)
+        for path_args in talib_include_dirs
+    ))
+
+    talib_source_dirs = [
+        ("ta_abstract", ),
+        ("ta_abstract", "frames"),
+        ("ta_abstract", "tables"),
+        ("ta_common", ),
+        ("ta_func", )
+    ]
+    for path_args in talib_source_dirs:
+        source_dir = os.path.join(vendor_talib_dir, "src", *path_args)
+        sources.extend(glob.glob(os.path.join(source_dir, "*.c")))
+    excel_glue_c_file = os.path.join(
+        vendor_talib_dir, "src", "ta_abstract", "excel_glue.c"
+    )
+    try:
+        sources.remove(excel_glue_c_file)
+    except ValueError:
+        pass
+    libraries = []
+    lib_talib_dirs = []
+
 
 cmdclass = {}
 if has_cython:
@@ -83,22 +132,22 @@
 ext_modules = [
     Extension(
         'talib._ta_lib',
-        ['talib/_ta_lib.pyx' if has_cython else 'talib/_ta_lib.c'],
+        ['talib/_ta_lib.pyx' if has_cython else 'talib/_ta_lib.c'] + sources,
         include_dirs=include_dirs,
         library_dirs=lib_talib_dirs,
-        libraries=[lib_talib_name]
+        libraries=libraries
     )
 ]
 
 setup(
-    name = 'TA-Lib',
-    version = '0.4.10',
-    description = 'Python wrapper for TA-Lib',
-    author = 'John Benediktsson',
-    author_email = 'mrjbq7@gmail.com',
-    url = 'http://github.com/mrjbq7/ta-lib',
-    download_url = 'https://github.com/mrjbq7/ta-lib/releases',
-    classifiers = [
+    name='TA-Lib',
+    version='0.4.10',
+    description='Python wrapper for TA-Lib',
+    author='John Benediktsson',
+    author_email='mrjbq7@gmail.com',
+    url='http://github.com/mrjbq7/ta-lib',
+    download_url='https://github.com/mrjbq7/ta-lib/releases',
+    classifiers=[
         "License :: OSI Approved :: BSD License",
         "Development Status :: 4 - Beta",
         "Operating System :: Unix",
@@ -117,8 +166,8 @@
         "Intended Audience :: Science/Research",
         "Intended Audience :: Financial and Insurance Industry",
     ],
-    packages = ['talib'],
-    ext_modules = ext_modules,
-    cmdclass = cmdclass,
-    requires = ['numpy'],
+    packages=['talib'],
+    ext_modules=ext_modules,
+    cmdclass=cmdclass,
+    requires=['numpy'],
 )

talib/_ta_lib.c

@@ -429,14 +429,10 @@ static CYTHON_INLINE float __PYX_NAN() {
 
 #define __PYX_HAVE__talib___ta_lib
 #define __PYX_HAVE_API__talib___ta_lib
-#if defined(WIN32) || defined(MS_WINDOWS)
-#include "ta-libc.h"
-#else
-#include "ta-lib/ta_defs.h"
-#include "ta-lib/ta_common.h"
-#include "ta-lib/ta_abstract.h"
-#include "ta-lib/ta_func.h"
-#endif
+#include "ta_defs.h"
+#include "ta_common.h"
+#include "ta_abstract.h"
+#include "ta_func.h"
 #include <string.h>
 #include <stdio.h>
 #include <stdlib.h>

talib/_ta_lib.pxd

@@ -1,5 +1,5 @@
 
-cdef extern from "ta-lib/ta_defs.h":
+cdef extern from "ta_defs.h":
     ctypedef int TA_RetCode
 
     ctypedef int TA_RetCode
@@ -84,7 +84,7 @@ cdef extern from "ta-lib/ta_defs.h":
     TA_CandleSettingType TA_Equal = 10
     TA_CandleSettingType TA_AllCandleSettings = 11
 
-cdef extern from "ta-lib/ta_common.h":
+cdef extern from "ta_common.h":
     char *TA_GetVersionString()
     char *TA_GetVersionMajor()
     char *TA_GetVersionMinor()
@@ -109,7 +109,7 @@ cdef extern from "ta-lib/ta_common.h":
     TA_RetCode TA_Initialize()
     TA_RetCode TA_Shutdown()
 
-cdef extern from "ta-lib/ta_abstract.h":
+cdef extern from "ta_abstract.h":
 
     TA_RetCode TA_GroupTableAlloc(TA_StringTable **table)
     TA_RetCode TA_GroupTableFree(TA_StringTable *table)
@@ -192,7 +192,7 @@ cdef extern from "ta-lib/ta_abstract.h":
 
     char* TA_FunctionDescriptionXML()
 
-cdef extern from "ta-lib/ta_func.h":
+cdef extern from "ta_func.h":
     TA_RetCode TA_ACOS(int startIdx, int endIdx, const double inReal[], int *outBegIdx, int *outNBElement, double outReal[])
     int TA_ACOS_Lookback()
     TA_RetCode TA_AD(int startIdx, int endIdx, const double inHigh[], const double inLow[], const double inClose[], const double inVolume[], int *outBegIdx, int *outNBElement, double outReal[])

tools/generate_func.py

@@ -11,17 +11,18 @@
 # FIXME: don't return number of elements since it always equals allocation?
 
 functions = []
-include_paths = ['/usr/include', '/usr/local/include', '/opt/include', '/opt/local/include']
+include_paths = ['/usr/include/ta-lib', '/usr/local/include/ta-lib', '/opt/include/ta-lib', '/opt/local/include/ta-lib']
 if sys.platform == 'win32':
-    include_paths = [r'c:\ta-lib\c\include']
+    include_paths = [r'c:\ta-lib\c\include\ta-lib']
+include_paths.append(os.path.join(os.path.dirname(os.path.dirname(__file__)), "vendor", "ta-lib", "include"))
 header_found = False
 for path in include_paths:
-    ta_func_header = os.path.join(path, 'ta-lib', 'ta_func.h')
+    ta_func_header = os.path.join(path, 'ta_func.h')
     if os.path.exists(ta_func_header):
         header_found = True
         break
 if not header_found:
-    print('Error: ta-lib/ta_func.h not found', file=sys.stderr)
+    print('Error: ta_func.h not found', file=sys.stderr)
     sys.exit(1)
 with open(ta_func_header) as f:
     tmp = []

tools/generate_stream.py

@@ -11,17 +11,18 @@
 # FIXME: don't return number of elements since it always equals allocation?
 
 functions = []
-include_paths = ['/usr/include', '/usr/local/include', '/opt/include', '/opt/local/include']
+include_paths = ['/usr/include/ta-lib', '/usr/local/include/ta-lib', '/opt/include/ta-lib', '/opt/local/include/ta-lib']
 if sys.platform == 'win32':
-    include_paths = [r'c:\ta-lib\c\include']
+    include_paths = [r'c:\ta-lib\c\include\ta-lib']
+include_paths.append(os.path.join(os.path.dirname(os.path.dirname(__file__)), "vendor", "ta-lib", "include"))
 header_found = False
 for path in include_paths:
-    ta_func_header = os.path.join(path, 'ta-lib', 'ta_func.h')
+    ta_func_header = os.path.join(path, 'ta_func.h')
     if os.path.exists(ta_func_header):
         header_found = True
         break
 if not header_found:
-    print('Error: ta-lib/ta_func.h not found', file=sys.stderr)
+    print('Error: ta_func.h not found', file=sys.stderr)
     sys.exit(1)
 with open(ta_func_header) as f:
     tmp = []