Merge all extensitons into one extension

.gitignore

@@ -2,8 +2,10 @@ docs/html
 docs/.tadoc.org.html
 
 *.pyc
-build
+build/
+dist/
 *.so
 .*
 *~
+*.egg-info/
 

DEVELOPMENT

@@ -12,34 +12,34 @@ Here's the full list of make commands (see the Makefile file):
 make build     # builds and places libs in the project directory; required for testing
 make clean     # cleans the local build files
 make install   # installs talib system-wide
-make generate: # generates a fresh func.pyx file. Requires talib and TA-Lib to both be installed
+make generate: # generates a fresh _func.pxi, _stream.pxi file. Requires talib and TA-Lib to both be installed
 make perf      # run performance profiling
 make test      # run tests
 
 The source code is comprised of one python package, located in the talib
-directory, which itself has three Cython modules: func, abstract, and
-common.
+directory, which itself has one Cython module (_ta_lib) which consists of
+four parts: _common, _func, _abstract and _stream.
 
-talib/common.pyx
-  An internal-use module for functionality shared between func and abstract.
+talib/_common.pxi
+  An internal-use file for functionality shared between func and abstract.
 
-talib/func.pyx
-  This file is generated automatically by tools/generate.py and any changes made
+talib/_func.pxi
+  This file is generated automatically by tools/generate_func.py and any changes made
   to it directly will get overwritten!
 
-talib/abstract.pyx
+talib/_abstract.pxi
   This file contains the code for interfacing with the TA-Lib abstract interface
   and wrapping it into a pythonic Function class.
 
-talib/libta_lib.pxd
+talib/_ta_lib.pyx
   This "Cython header file" defines the C-level functions, variables and types we
   need to use in the above pyx files.
 
-talib/stream.pyx
+talib/_stream.pxi
   This file contains code for interfacing a "streaming" interface to TA-Lib.
 
-tools/generate.py
-  A script that generates and prints func.pyx to stdout. Gets information
+tools/generate_func.py,generate_stream.py
+  Scripts that generate and print _func.pxi or _stream.pxi to stdout. Gets information
   about all functions from the C headers of the installed TA-Lib.
 
 If you are interested in developing new indicator functions or whatnot on

Makefile

@@ -1,11 +1,18 @@
+.PHONY: build
+
 build:
 	python setup.py build_ext --inplace
 
 install:
 	python setup.py install
 
-generate:
-	python tools/generate_func.py > talib/func.pyx
+talib/_func.pxi: tools/generate_func.py
+	python tools/generate_func.py > talib/_func.pxi
+
+talib/_stream.pxi: tools/generate_stream.py
+	python tools/generate_stream.py > talib/_stream.pxi
+
+generate: talib/_func.pxi talib/_stream.pxi
 
 clean:
 	rm -rf build talib/func*.so talib/abstract*.so talib/common*.so talib/stream*.so talib/*.pyc

setup.py

@@ -80,16 +80,15 @@
 if has_cython:
     cmdclass['build_ext'] = build_ext
 
-ext_modules = []
-for name in ['common', 'func', 'abstract', 'stream']:
-    ext = Extension(
-        'talib.%s' % name,
-        [('talib/%s.pyx' if has_cython else 'talib/%s.c') % name],
-        include_dirs = include_dirs,
-        library_dirs = lib_talib_dirs,
-        libraries = [lib_talib_name]
+ext_modules = [
+    Extension(
+        'talib._ta_lib',
+        ['talib/_ta_lib.pyx' if has_cython else 'talib/_ta_lib.c'],
+        include_dirs=include_dirs,
+        library_dirs=lib_talib_dirs,
+        libraries=[lib_talib_name]
     )
-    ext_modules.append(ext)
+]
 
 setup(
     name = 'TA-Lib',

talib/__init__.py

@@ -1,13 +1,16 @@
 
 import atexit
 
-from . import common
-from . import abstract
-from . import stream
-from .common import MA_Type, __ta_version__
-from .common import _ta_set_unstable_period as set_unstable_period
-from .common import _ta_get_unstable_period as get_unstable_period
-from .func import *
+from ._ta_lib import (
+    _ta_initialize, _ta_shutdown, MA_Type, __ta_version__,
+    _ta_set_unstable_period as set_unstable_period,
+    _ta_get_unstable_period as get_unstable_period,
+    __TA_FUNCTION_NAMES__
+)
+
+func = __import__("_ta_lib", globals(), locals(), __TA_FUNCTION_NAMES__, level=1)
+for func_name in __TA_FUNCTION_NAMES__:
+    globals()[func_name] = getattr(func, func_name)
 
 __version__ = '0.4.10'
 
@@ -18,8 +21,8 @@
 # functions are called. Finally, when the python process exits, we shutdown
 # the underlying TA-Lib.
 
-common._ta_initialize()
-atexit.register(common._ta_shutdown)
+_ta_initialize()
+atexit.register(_ta_shutdown)
 
 __function_groups__ = {
     'Cycle Indicators': [

talib/abstract.pyx → talib/_abstract.pxi

@@ -2,9 +2,6 @@
 This file Copyright (c) 2013 Brian A Cappello <briancappello at gmail>
 '''
 import math
-
-from . import func as func_c
-from .common import _ta_check_success, MA_Type
 try:
     from collections import OrderedDict
 except ImportError: # handle python 2.6 and earlier
@@ -14,11 +11,9 @@ import numpy
 import sys
 
 cimport numpy as np
-cimport libta_lib as lib
-
-lib.TA_Initialize()
+cimport _ta_lib as lib
+# NOTE: _ta_check_success, MA_Type is defined in _common.pxi
 
-__FUNCTION_NAMES = set(func_c.__all__)
 
 __INPUT_ARRAYS_DEFAULTS = {'open':   None,
                            'high':   None,
@@ -90,11 +85,9 @@ class Function(object):
     - FunctionInstance([input_arrays,] [param_args_andor_kwargs]) # calls set_function_args and returns self.outputs
     """
 
-    def __init__(self, function_name, *args, **kwargs):
+    def __init__(self, function_name, func_object, *args, **kwargs):
         # make sure the function_name is valid and define all of our variables
         self.__name = function_name.upper()
-        if self.__name not in __FUNCTION_NAMES:
-            raise Exception('%s not supported by TA-LIB.' % self.__name)
         self.__namestr = self.__name
         self.__name = str2bytes(self.__name)
         self.__info = None
@@ -109,6 +102,7 @@ class Function(object):
         # finish initializing: query the TALIB abstract interface and set arguments
         self.__initialize_function_info()
         self.set_function_args(*args, **kwargs)
+        self.func_object = func_object
 
     def __initialize_function_info(self):
         # function info
@@ -386,7 +380,7 @@ class Function(object):
             args.append(value)
 
         # Use the func module to actually call the function.
-        results = func_c.__getattribute__(self.__namestr)(*args)
+        results = self.func_object(*args)
         if isinstance(results, np.ndarray):
             keys = self.__outputs.keys()
             if not isinstance(keys, list):
@@ -682,10 +676,3 @@ cdef int __ta_getLookback(lib.TA_ParamHolder *holder):
     retCode = lib.TA_GetLookback(holder, &lookback)
     _ta_check_success('TA_GetLookback', retCode)
     return lookback
-
-# Configure all the available TA-Lib functions to be exported as
-# an abstract function wrapper for convenient import.
-for name in __FUNCTION_NAMES:
-    exec "%s = Function('%s')" % (name, name)
-
-__all__ = ['Function'] + list(__FUNCTION_NAMES)

talib/common.pyx → talib/_common.pxi

@@ -1,6 +1,5 @@
-
-cimport libta_lib as lib
-from libta_lib cimport TA_RetCode, TA_FuncUnstId
+cimport _ta_lib as lib
+from _ta_lib cimport TA_RetCode, TA_FuncUnstId
 
 __ta_version__ = lib.TA_GetVersionString()
 

talib/func.pyx → talib/_func.pxi

@@ -2,7 +2,7 @@ cimport numpy as np
 from numpy import nan
 from cython import boundscheck, wraparound
 
-from .common cimport _ta_check_success
+# _ta_check_success: defined in _common.pxi
 
 cdef double NaN = nan
 
@@ -14,10 +14,9 @@ cdef extern from "numpy/arrayobject.h":
 
 np.import_array() # Initialize the NumPy C API
 
-cimport libta_lib as lib
-from libta_lib cimport TA_RetCode
+cimport _ta_lib as lib
+from _ta_lib cimport TA_RetCode
 
-lib.TA_Initialize()
 
 @wraparound(False)  # turn off relative indexing from end of lists
 @boundscheck(False) # turn off bounds-checking for entire function
@@ -11243,4 +11242,4 @@ def WMA( np.ndarray real not None , int timeperiod=-2**31 ):
     _ta_check_success("TA_WMA", retCode)
     return outreal 
 
-__all__ = ["ACOS","AD","ADD","ADOSC","ADX","ADXR","APO","AROON","AROONOSC","ASIN","ATAN","ATR","AVGPRICE","BBANDS","BETA","BOP","CCI","CDL2CROWS","CDL3BLACKCROWS","CDL3INSIDE","CDL3LINESTRIKE","CDL3OUTSIDE","CDL3STARSINSOUTH","CDL3WHITESOLDIERS","CDLABANDONEDBABY","CDLADVANCEBLOCK","CDLBELTHOLD","CDLBREAKAWAY","CDLCLOSINGMARUBOZU","CDLCONCEALBABYSWALL","CDLCOUNTERATTACK","CDLDARKCLOUDCOVER","CDLDOJI","CDLDOJISTAR","CDLDRAGONFLYDOJI","CDLENGULFING","CDLEVENINGDOJISTAR","CDLEVENINGSTAR","CDLGAPSIDESIDEWHITE","CDLGRAVESTONEDOJI","CDLHAMMER","CDLHANGINGMAN","CDLHARAMI","CDLHARAMICROSS","CDLHIGHWAVE","CDLHIKKAKE","CDLHIKKAKEMOD","CDLHOMINGPIGEON","CDLIDENTICAL3CROWS","CDLINNECK","CDLINVERTEDHAMMER","CDLKICKING","CDLKICKINGBYLENGTH","CDLLADDERBOTTOM","CDLLONGLEGGEDDOJI","CDLLONGLINE","CDLMARUBOZU","CDLMATCHINGLOW","CDLMATHOLD","CDLMORNINGDOJISTAR","CDLMORNINGSTAR","CDLONNECK","CDLPIERCING","CDLRICKSHAWMAN","CDLRISEFALL3METHODS","CDLSEPARATINGLINES","CDLSHOOTINGSTAR","CDLSHORTLINE","CDLSPINNINGTOP","CDLSTALLEDPATTERN","CDLSTICKSANDWICH","CDLTAKURI","CDLTASUKIGAP","CDLTHRUSTING","CDLTRISTAR","CDLUNIQUE3RIVER","CDLUPSIDEGAP2CROWS","CDLXSIDEGAP3METHODS","CEIL","CMO","CORREL","COS","COSH","DEMA","DIV","DX","EMA","EXP","FLOOR","HT_DCPERIOD","HT_DCPHASE","HT_PHASOR","HT_SINE","HT_TRENDLINE","HT_TRENDMODE","KAMA","LINEARREG","LINEARREG_ANGLE","LINEARREG_INTERCEPT","LINEARREG_SLOPE","LN","LOG10","MA","MACD","MACDEXT","MACDFIX","MAMA","MAVP","MAX","MAXINDEX","MEDPRICE","MFI","MIDPOINT","MIDPRICE","MIN","MININDEX","MINMAX","MINMAXINDEX","MINUS_DI","MINUS_DM","MOM","MULT","NATR","OBV","PLUS_DI","PLUS_DM","PPO","ROC","ROCP","ROCR","ROCR100","RSI","SAR","SAREXT","SIN","SINH","SMA","SQRT","STDDEV","STOCH","STOCHF","STOCHRSI","SUB","SUM","T3","TAN","TANH","TEMA","TRANGE","TRIMA","TRIX","TSF","TYPPRICE","ULTOSC","VAR","WCLPRICE","WILLR","WMA"]
+__TA_FUNCTION_NAMES__ = ["ACOS","AD","ADD","ADOSC","ADX","ADXR","APO","AROON","AROONOSC","ASIN","ATAN","ATR","AVGPRICE","BBANDS","BETA","BOP","CCI","CDL2CROWS","CDL3BLACKCROWS","CDL3INSIDE","CDL3LINESTRIKE","CDL3OUTSIDE","CDL3STARSINSOUTH","CDL3WHITESOLDIERS","CDLABANDONEDBABY","CDLADVANCEBLOCK","CDLBELTHOLD","CDLBREAKAWAY","CDLCLOSINGMARUBOZU","CDLCONCEALBABYSWALL","CDLCOUNTERATTACK","CDLDARKCLOUDCOVER","CDLDOJI","CDLDOJISTAR","CDLDRAGONFLYDOJI","CDLENGULFING","CDLEVENINGDOJISTAR","CDLEVENINGSTAR","CDLGAPSIDESIDEWHITE","CDLGRAVESTONEDOJI","CDLHAMMER","CDLHANGINGMAN","CDLHARAMI","CDLHARAMICROSS","CDLHIGHWAVE","CDLHIKKAKE","CDLHIKKAKEMOD","CDLHOMINGPIGEON","CDLIDENTICAL3CROWS","CDLINNECK","CDLINVERTEDHAMMER","CDLKICKING","CDLKICKINGBYLENGTH","CDLLADDERBOTTOM","CDLLONGLEGGEDDOJI","CDLLONGLINE","CDLMARUBOZU","CDLMATCHINGLOW","CDLMATHOLD","CDLMORNINGDOJISTAR","CDLMORNINGSTAR","CDLONNECK","CDLPIERCING","CDLRICKSHAWMAN","CDLRISEFALL3METHODS","CDLSEPARATINGLINES","CDLSHOOTINGSTAR","CDLSHORTLINE","CDLSPINNINGTOP","CDLSTALLEDPATTERN","CDLSTICKSANDWICH","CDLTAKURI","CDLTASUKIGAP","CDLTHRUSTING","CDLTRISTAR","CDLUNIQUE3RIVER","CDLUPSIDEGAP2CROWS","CDLXSIDEGAP3METHODS","CEIL","CMO","CORREL","COS","COSH","DEMA","DIV","DX","EMA","EXP","FLOOR","HT_DCPERIOD","HT_DCPHASE","HT_PHASOR","HT_SINE","HT_TRENDLINE","HT_TRENDMODE","KAMA","LINEARREG","LINEARREG_ANGLE","LINEARREG_INTERCEPT","LINEARREG_SLOPE","LN","LOG10","MA","MACD","MACDEXT","MACDFIX","MAMA","MAVP","MAX","MAXINDEX","MEDPRICE","MFI","MIDPOINT","MIDPRICE","MIN","MININDEX","MINMAX","MINMAXINDEX","MINUS_DI","MINUS_DM","MOM","MULT","NATR","OBV","PLUS_DI","PLUS_DM","PPO","ROC","ROCP","ROCR","ROCR100","RSI","SAR","SAREXT","SIN","SINH","SMA","SQRT","STDDEV","STOCH","STOCHF","STOCHRSI","SUB","SUM","T3","TAN","TANH","TEMA","TRANGE","TRIMA","TRIX","TSF","TYPPRICE","ULTOSC","VAR","WCLPRICE","WILLR","WMA"]

talib/_ta_lib.pyx

@@ -0,0 +1,4 @@
+include "_common.pxi"
+include "_func.pxi"
+include "_abstract.pxi"
+include "_stream.pxi"

talib/abstract.py

@@ -0,0 +1,25 @@
+import talib._ta_lib as _ta_lib
+from ._ta_lib import Function as _Function, __TA_FUNCTION_NAMES__, _get_defaults_and_docs
+
+
+_func_obj_mapping = {
+    func_name: getattr(_ta_lib, func_name)
+    for func_name in __TA_FUNCTION_NAMES__
+}
+
+
+def Function(function_name, *args, **kwargs):
+    func_name = function_name.upper()
+    if func_name not in _func_obj_mapping:
+        raise Exception('%s not supported by TA-LIB.' % func_name)
+
+    return _Function(
+        func_name, _func_obj_mapping[func_name], *args, **kwargs
+    )
+
+
+for func_name in __TA_FUNCTION_NAMES__:
+    globals()[func_name] = Function(func_name)
+
+
+__all__ = ["Function", "_get_defaults_and_docs"] + __TA_FUNCTION_NAMES__

talib/common.pxd

@@ -1,2 +1,2 @@
-from libta_lib cimport TA_RetCode
+from _ta_lib cimport TA_RetCode
 cpdef _ta_check_success(str function_name, TA_RetCode ret_code)

talib/stream.py

@@ -0,0 +1,6 @@
+import talib._ta_lib as _ta_lib
+from ._ta_lib import __TA_FUNCTION_NAMES__
+
+
+for func_name in __TA_FUNCTION_NAMES__:
+    globals()[func_name] = getattr(_ta_lib, "stream_%s" % func_name)

tools/generate_func.py

@@ -51,7 +51,7 @@
 from numpy import nan
 from cython import boundscheck, wraparound
 
-from .common cimport _ta_check_success
+# _ta_check_success: defined in _common.pxi
 
 cdef double NaN = nan
 
@@ -63,10 +63,9 @@
 
 np.import_array() # Initialize the NumPy C API
 
-cimport libta_lib as lib
-from libta_lib cimport TA_RetCode
+cimport _ta_lib as lib
+from _ta_lib cimport TA_RetCode
 
-lib.TA_Initialize()
 """)
 
 # cleanup variable names to make them more pythonic
@@ -338,4 +337,4 @@ def cleanup(name):
     print('')
     print('')
 
-print('__all__ = [%s]' % ','.join(['\"%s\"' % name for name in names]))
+print('__TA_FUNCTION_NAMES__ = [%s]' % ','.join(['\"%s\"' % name for name in names]))

tools/generate_stream.py

@@ -48,25 +48,12 @@
 # print headers
 print("""\
 cimport numpy as np
-from numpy import nan
 from cython import boundscheck, wraparound
+cimport _ta_lib as lib
+from _ta_lib cimport TA_RetCode
+# NOTE: _ta_check_success, NaN are defined in common.pxi
+#       NumPy C API is initialize in _func.pxi
 
-from .common cimport _ta_check_success
-
-cdef double NaN = nan
-
-cdef extern from "numpy/arrayobject.h":
-    int PyArray_TYPE(np.ndarray)
-    object PyArray_EMPTY(int, np.npy_intp*, int, int)
-    int PyArray_FLAGS(np.ndarray)
-    object PyArray_GETCONTIGUOUS(np.ndarray)
-
-np.import_array() # Initialize the NumPy C API
-
-cimport libta_lib as lib
-from libta_lib cimport TA_RetCode
-
-lib.TA_Initialize()
 """)
 
 # cleanup variable names to make them more pythonic
@@ -96,7 +83,7 @@ def cleanup(name):
 
     print('@wraparound(False)  # turn off relative indexing from end of lists')
     print('@boundscheck(False) # turn off bounds-checking for entire function')
-    print('def %s(' % shortname, end=' ')
+    print('def stream_%s(' % shortname, end=' ')
     docs = [' %s(' % shortname]
     i = 0
     for arg in args:
@@ -302,4 +289,3 @@ def cleanup(name):
     print('')
     print('')
 
-print('__all__ = [%s]' % ','.join(['\"%s\"' % name for name in names]))