Migrate project to rust

.bumpversion.cfg

@@ -0,0 +1,16 @@
+[bumpversion]
+current_version = 0.1.0
+commit = True
+tag = False
+
+[bumpversion:file:python/aat/aat/__init__.py]
+search = __version__ = "{current_version}"
+replace = __version__ = "{new_version}"
+
+[bumpversion:file:python/aat/setup.py]
+search = version = "{current_version}"
+replace = version = "{new_version}"
+
+# [bumpversion:file:js/package.json]
+# search = "version": "{current_version}"
+# replace = "version": "{new_version}"

.github/workflows/build.yml

@@ -4,6 +4,12 @@ on:
   push:
     branches:
       - main
+      - jb/rust
+    tags:
+      - v*
+    paths-ignore:
+      - LICENSE
+      - README.md
   pull_request:
 
 concurrency:
@@ -16,72 +22,70 @@ jobs:
 
     strategy:
       matrix:
-        os: [ubuntu-latest, macos-latest, windows-latest]
+        # os: [ubuntu-latest, macos-latest, windows-latest]
+        os: [ubuntu-latest]
         python-version: [3.9]
         node-version: [14.x]
         event-name: [push]
 
     steps:
     - uses: actions/checkout@v3
 
+    - name: Set up Rust
+      uses: actions-rs/toolchain@v1
+      with:
+        profile: minimal
+        toolchain: nightly
+        components: clippy
+        override: true
+
     - name: Set up Python ${{ matrix.python-version }}
       uses: actions/setup-python@v4
       with:
         python-version: ${{ matrix.python-version }}
+        # cache: "pip"
+        # cache-dependency-path: 'python/aat/pyproject.toml'
 
-    - name: Install system dependencies
-      run: |
-        sudo apt-get install libboost-dev
-        wget https://github.com/pybind/pybind11/archive/v2.5.0.tar.gz && tar xfz v2.5.0.tar.gz && cd pybind11-2.5.0 && mkdir build && cd build && cmake .. -DPYBIND11_TEST=OFF && sudo make -j4 install
-      if: ${{ matrix.os == 'ubuntu-latest' }}
-
-    - name: Install system dependencies
-      run: |
-        brew install boost cmake pybind11
-      if: ${{ matrix.os == 'macos-latest' }}
+    # - name: Use Node.js ${{ matrix.node-version }}
+    #   uses: actions/setup-node@v3
+    #   with:
+    #     node-version: ${{ matrix.node-version }}
+    #     cache: 'yarn'
+    #     cache-dependency-path: js/yarn.lock
 
-    - name: Install dependencies
-      run: |
-        python -m pip install -U cpplint numpy pip pyarrow pyEX setuptools tqdm twine wheel
-        python -m pip install -e .[dev]
+    # - name: Install yarn
+    #   run: npm install -g yarn
 
-    - name: Lint Python
-      run: |
-        make lintpy
+    # - uses: actions-rs/cargo@v1
+    #   with:
+    #     command: check
 
-    - name: Lint C++
-      run: |
-        make lintcpp
-
-    - name: Type Annotate
+    - name: Install dependencies
       run: |
-        make annotate
+        make develop
 
-    - name: Test
+    - name: Build 
       run: |
-        make tests
-      if: ${{ github.event_name == matrix.event-name || matrix.os == 'ubuntu-latest' }}
+        make build
 
-    - name: Test C++
+    - name: Lint
       run: |
-        make testpycpp
-      if: ${{ github.event_name == matrix.event-name || matrix.os == 'ubuntu-latest' }}
+        make lint
 
-    - name: Live tests
+    - name: Checks
       run: |
-        make testruns
+        make checks
       if: ${{ github.event_name == matrix.event-name || matrix.os == 'ubuntu-latest' }}
 
-    - name: Twine check
+    - name: Test
       run: |
-        make dist
+        make tests-ci-gha
+      if: ${{ matrix.os == 'ubuntu-latest' }}
 
     - name: Upload test results
-      uses: actions/upload-artifact@v3
+      uses: EnricoMi/publish-unit-test-result-action@v1
       with:
-        name: pytest-results-${{ matrix.os }}-${{ matrix.python-version }}
-        path: python_junit.xml
-      if: ${{ always() }}
-
-    - name: Upload coverage
-      uses: codecov/codecov-action@v3
+        check_name: Test Results
+        github_token: ${{ secrets.GITHUB_TOKEN }}
+        files: rust/results.xml
+      if: ${{ matrix.os == 'ubuntu-latest' }}

.gitignore

@@ -35,13 +35,19 @@ pip-delete-this-directory.txt
 # Unit test / coverage reports
 htmlcov/
 .tox/
+coverage
 .coverage
 .coverage.*
 .cache
 nosetests.xml
 coverage.xml
+coverage.info
 *,cover
 cover
+results.xml
+python_junit.xml
+.mypy_cache
+venv/
 
 # Translations
 *.mo
@@ -52,47 +58,37 @@ cover
 
 # Sphinx documentation
 docs/_build/
+docs/api
+docs/index.md
 
 # PyBuilder
 target/
 
 *_keys
 horizon
 
+# Mac files
 *.DS_Store
+
+# JS Files
 js/node_modules/
 js/build/
 aat/ui/assets/static/
-notes.txt
-ref
+node_modules
+
+# Keys
 coinbase.sh
 coinbase_sandbox.sh
 keys
-old
 
+# Notebooks
 .ipynb_checkpoints
-*.pkl
 notebooks/BTC_*
+
+# IDE
 .idea
+.vscode
 
+# Other
 custom_strategies
 
-node_modules
-package-lock.json
-yarn.lock
-logo.ai
-logo.png
-coverage
-experiments
-aat_test
-docs/api
-docs/index.md
-tornado_sqlalchemy_login
-aat.db
-python_junit.xml
-.mypy_cache
-.vscode
-private_config
-_aat_BACKTEST*
-
-venv/

Makefile

@@ -1,108 +1,33 @@
-PYTHON=python
-CONFIG=./config/synthetic.cfg
-
-
-run:    ## Clean and make target, run target
-	$(PYTHON) -m aat --config $(CONFIG)
-
-runcpp:  build  ## Clean and make target, run target
-	AAT_USE_CPP=1 $(PYTHON) -m aat  --config $(CONFIG)
-
-rundebug:  debug  ## Clean and make debug target, run target
-	$(PYTHON) -m aat  --config $(CONFIG)
-
-stratres:  ## View strategy results offline
-	$(PYTHON) -m aat.strategy.calculations
-
-buildextf: ## build the package extensions
-	$(PYTHON) setup.py build_ext -j8 --inplace -f
-
-buildext: ## build the package extensions
-	$(PYTHON) setup.py build_ext -j8 --inplace
-
-build: buildext  ## build the package
-	$(PYTHON) setup.py build
-
-debug: ## build debug build of the package
-	DEBUG=1 $(PYTHON) setup.py build
-
-install: ## install the package
-	$(PYTHON) -m pip install .
-
-tests: build testpy  ## Make unit tests
-
-testpy: ## Make unit tests
-	$(PYTHON) -m pytest -vvv ./aat/tests --cov=aat --junitxml=python_junit.xml --cov-report=xml --cov-branch
-
-testpycpp: ## Make unit tests
-	# AAT_USE_CPP=1 $(PYTHON) -m pytest -vvv ./aat/tests --cov=aat --junitxml=python_junit.xml --cov-report=xml --cov-branch --capture=no
-	AAT_USE_CPP=1 $(PYTHON) -m pytest -vs ./aat/tests
-
-testruns:  testrunscsv testrunsiex ## Run a few examples as a live end-to-end test
-
-testrunscsv:
-	$(PYTHON) -m aat.strategy.sample.csv.readonly
-	$(PYTHON) -m aat.strategy.sample.csv.readonly_periodic
-	$(PYTHON) -m aat.strategy.sample.csv.received
-
-testrunsiex:
-	$(PYTHON) -m aat.strategy.sample.iex.readonly
-	TESTING=1 $(PYTHON) -m aat.strategy.sample.iex.buy_and_hold
-	TESTING=1 $(PYTHON) -m aat.strategy.sample.iex.momentum
-	TESTING=1 $(PYTHON) -m aat.strategy.sample.iex.golden_death
-
-lint: lintpy lintcpp  ## run all linters
-
-lintpy: ## run python linter
-	$(PYTHON) -m flake8 aat setup.py
-
-lintcpp: ## run cpp linter
-	cpplint --linelength=120 --recursive aat/cpp/{src,include}
-
-fix: fixpy fixcpp  ## run all fixers
-
-fixpy:  ## run autopep8 fix
-	$(PYTHON) -m black aat/ setup.py
+.DEFAULT_GOAL := help
+.PHONY: develop build lint checks tests tests-ci-gha
 
-fixcpp:  ## run clang-format
-	clang-format -i -style=file `find ./aat/cpp/{src,include} -name "*.*pp"`
+develop-rust:
+	make -C rust develop
 
-annotate: ## MyPy type annotation check
-	$(PYTHON) -m mypy aat
+develop: develop-rust  ## Setup project for development
 
-type_ignore:  ## Count type ignores
-    grep -rin "type: ignore" ./aat | wc -l
+build-rust:
+	make -C rust build
 
-type_ignore_list:  ## List all type ignores
-    grep -rin "type: ignore" ./aat
+build: build-rust  ## Build the project
 
-docs:  ## Build the sphinx docs
-	make -C docs html
-	open ./docs/_build/html/index.html
+lint-rust:
+	make -C rust lint
 
-dist:  ## create dists
-	rm -rf dist build
-	python setup.py sdist bdist_wheel
-	python -m twine check dist/*
+lint: lint-rust  ## Run project linters
 
-publish: dist  ## dist to pypi and npm
-	python -m twine upload dist/* --skip-existing
+checks-rust:
+	make -C rust checks
 
-clean: ## clean the repository
-	find . -name "__pycache__" | xargs rm -rf
-	find . -name "*.pyc" | xargs rm -rf
-	rm -rf .coverage coverage cover htmlcov logs build dist *.egg-info coverage.xml .mypy_cache
-	find . -name "*.so"  | xargs rm -rf
-	make -C ./docs clean
-	rm -rf _aat_BACKTEST_*
+checks: checks-rust  ## Run any other checks
 
-# Thanks to Francoise at marmelab.com for this
-.DEFAULT_GOAL := help
-help:
-	@grep -E '^[a-zA-Z_-]+:.*?## .*$$' $(MAKEFILE_LIST) | sort | awk 'BEGIN {FS = ":.*?## "}; {printf "\033[36m%-30s\033[0m %s\n", $$1, $$2}'
+tests-rust:
+	make -C rust tests
 
-print-%:
-	@echo '$*=$($*)'
+tests: tests-rust  ## Run the tests
 
-.PHONY: run buildext build install tests lint fix docs dist clean help fixcpp
+tests-ci-gha-rust:
+	make -C rust tests-ci-gha
 
+tests-ci-gha: tests-ci-gha-rust
+