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build.py
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build.py
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#!/usr/bin/env python3
import datetime as dt
import itertools
import os
import platform
import shutil
import subprocess
import sys
import sysconfig
import tomllib
from pathlib import Path
import numpy as np
from Cython.Build import build_ext
from Cython.Build import cythonize
from Cython.Compiler import Options
from Cython.Compiler.Version import version as cython_compiler_version
from setuptools import Distribution
from setuptools import Extension
# The Rust toolchain to use for builds
RUST_TOOLCHAIN = os.getenv("RUST_TOOLCHAIN", "stable")
# The Cargo build mode
BUILD_MODE = os.getenv("BUILD_MODE", "release")
# If PROFILE_MODE mode is enabled, include traces necessary for coverage and profiling
PROFILE_MODE = bool(os.getenv("PROFILE_MODE", ""))
# If ANNOTATION mode is enabled, generate an annotated HTML version of the input source files
ANNOTATION_MODE = bool(os.getenv("ANNOTATION_MODE", ""))
# If PARALLEL build is enabled, uses all CPUs for compile stage of build
PARALLEL_BUILD = os.getenv("PARALLEL_BUILD", "true") == "true"
# If COPY_TO_SOURCE is enabled, copy built *.so files back into the source tree
COPY_TO_SOURCE = os.getenv("COPY_TO_SOURCE", "true") == "true"
# If PyO3 only then don't build C extensions to reduce compilation time
PYO3_ONLY = os.getenv("PYO3_ONLY", "") != ""
if PROFILE_MODE:
# For subsequent debugging, the C source needs to be in the same tree as
# the Cython code (not in a separate build directory).
BUILD_DIR = None
elif ANNOTATION_MODE:
BUILD_DIR = "build/annotated"
else:
BUILD_DIR = "build/optimized"
################################################################################
# RUST BUILD
################################################################################
TARGET_DIR = Path.cwd() / "nautilus_core" / "target" / BUILD_MODE
if platform.system() == "Linux":
# Use clang as the default compiler
os.environ["CC"] = "clang"
os.environ["LDSHARED"] = "clang -shared"
if platform.system() == "Darwin" and platform.machine() == "arm64":
os.environ["CFLAGS"] = "-arch arm64"
os.environ["LDFLAGS"] = "-arch arm64 -w"
if platform.system() == "Windows":
# Linker error 1181
# https://docs.microsoft.com/en-US/cpp/error-messages/tool-errors/linker-tools-error-lnk1181?view=msvc-170&viewFallbackFrom=vs-2019
RUST_LIB_PFX = ""
RUST_STATIC_LIB_EXT = "lib"
RUST_DYLIB_EXT = "dll"
elif platform.system() == "Darwin":
RUST_LIB_PFX = "lib"
RUST_STATIC_LIB_EXT = "a"
RUST_DYLIB_EXT = "dylib"
else: # Linux
RUST_LIB_PFX = "lib"
RUST_STATIC_LIB_EXT = "a"
RUST_DYLIB_EXT = "so"
# Directories with headers to include
RUST_INCLUDES = ["nautilus_trader/core/includes"]
RUST_LIB_PATHS: list[Path] = [
TARGET_DIR / f"{RUST_LIB_PFX}nautilus_backtest.{RUST_STATIC_LIB_EXT}",
TARGET_DIR / f"{RUST_LIB_PFX}nautilus_common.{RUST_STATIC_LIB_EXT}",
TARGET_DIR / f"{RUST_LIB_PFX}nautilus_core.{RUST_STATIC_LIB_EXT}",
TARGET_DIR / f"{RUST_LIB_PFX}nautilus_model.{RUST_STATIC_LIB_EXT}",
TARGET_DIR / f"{RUST_LIB_PFX}nautilus_persistence.{RUST_STATIC_LIB_EXT}",
]
RUST_LIBS: list[str] = [str(path) for path in RUST_LIB_PATHS]
def _build_rust_libs() -> None:
print("Compiling Rust libraries...")
try:
# Build the Rust libraries using Cargo
if RUST_TOOLCHAIN not in ("stable", "nightly"):
raise ValueError(f"Invalid `RUST_TOOLCHAIN` '{RUST_TOOLCHAIN}'")
build_options = " --release" if BUILD_MODE == "release" else ""
cmd_args = [
"cargo",
"build",
*build_options.split(),
"--all-features",
]
if RUST_TOOLCHAIN == "nightly":
cmd_args.insert(1, "+nightly")
print(" ".join(cmd_args))
subprocess.run(
cmd_args,
cwd="nautilus_core",
check=True,
)
except subprocess.CalledProcessError as e:
raise RuntimeError(
f"Error running cargo: {e}",
) from e
################################################################################
# CYTHON BUILD
################################################################################
# https://cython.readthedocs.io/en/latest/src/userguide/source_files_and_compilation.html
Options.docstrings = True # Include docstrings in modules
Options.fast_fail = True # Abort the compilation on the first error occurred
Options.annotate = ANNOTATION_MODE # Create annotated HTML files for each .pyx
if ANNOTATION_MODE:
Options.annotate_coverage_xml = "coverage.xml"
Options.warning_errors = True # Treat compiler warnings as errors
Options.extra_warnings = True
CYTHON_COMPILER_DIRECTIVES = {
"language_level": "3",
"cdivision": True, # If division is as per C with no check for zero (35% speed up)
"nonecheck": True, # Insert extra check for field access on C extensions
"embedsignature": True, # If docstrings should be embedded into C signatures
"profile": PROFILE_MODE, # If we're debugging or profiling
"linetrace": PROFILE_MODE, # If we're debugging or profiling
"warn.maybe_uninitialized": True,
}
def _build_extensions() -> list[Extension]:
# Regarding the compiler warning: #warning "Using deprecated NumPy API,
# disable it with " "#define NPY_NO_DEPRECATED_API NPY_1_7_API_VERSION"
# https://stackoverflow.com/questions/52749662/using-deprecated-numpy-api
# From the Cython docs: "For the time being, it is just a warning that you can ignore."
define_macros: list[tuple[str, str | None]] = [
("NPY_NO_DEPRECATED_API", "NPY_1_7_API_VERSION"),
]
if PROFILE_MODE or ANNOTATION_MODE:
# Profiling requires special macro directives
define_macros.append(("CYTHON_TRACE", "1"))
extra_compile_args = []
extra_link_args = RUST_LIBS
if platform.system() != "Windows":
# Suppress warnings produced by Cython boilerplate
extra_compile_args.append("-Wno-unreachable-code")
if BUILD_MODE == "release":
extra_compile_args.append("-O2")
extra_compile_args.append("-pipe")
if platform.system() == "Windows":
extra_link_args += [
"AdvAPI32.Lib",
"bcrypt.lib",
"Crypt32.lib",
"Iphlpapi.lib",
"Kernel32.lib",
"ncrypt.lib",
"Netapi32.lib",
"ntdll.lib",
"Ole32.lib",
"OleAut32.lib",
"Pdh.lib",
"PowrProf.lib",
"Propsys.lib",
"Psapi.lib",
"runtimeobject.lib",
"schannel.lib",
"secur32.lib",
"Shell32.lib",
"User32.Lib",
"UserEnv.Lib",
"WS2_32.Lib",
]
print("Creating C extension modules...")
print(f"define_macros={define_macros}")
print(f"extra_compile_args={extra_compile_args}")
return [
Extension(
name=str(pyx.relative_to(".")).replace(os.path.sep, ".")[:-4],
sources=[str(pyx)],
include_dirs=[np.get_include(), *RUST_INCLUDES],
define_macros=define_macros,
language="c",
extra_link_args=extra_link_args,
extra_compile_args=extra_compile_args,
)
for pyx in itertools.chain(Path("nautilus_trader").rglob("*.pyx"))
]
def _build_distribution(extensions: list[Extension]) -> Distribution:
nthreads = os.cpu_count() or 1
if platform.system() == "Windows":
nthreads = min(nthreads, 60)
print(f"nthreads={nthreads}")
distribution = Distribution(
{
"name": "nautilus_trader",
"ext_modules": cythonize(
module_list=extensions,
compiler_directives=CYTHON_COMPILER_DIRECTIVES,
nthreads=nthreads,
build_dir=BUILD_DIR,
gdb_debug=PROFILE_MODE,
),
"zip_safe": False,
},
)
return distribution
def _copy_build_dir_to_project(cmd: build_ext) -> None:
# Copy built extensions back to the project tree
for output in cmd.get_outputs():
relative_extension = Path(output).relative_to(cmd.build_lib)
if not Path(output).exists():
continue
# Copy the file and set permissions
shutil.copyfile(output, relative_extension)
mode = relative_extension.stat().st_mode
mode |= (mode & 0o444) >> 2
relative_extension.chmod(mode)
print("Copied all compiled dynamic library files into source")
def _copy_rust_dylibs_to_project() -> None:
# https://pyo3.rs/latest/building-and-distribution#manual-builds
ext_suffix = sysconfig.get_config_var("EXT_SUFFIX")
src = Path(TARGET_DIR) / f"{RUST_LIB_PFX}nautilus_pyo3.{RUST_DYLIB_EXT}"
dst = Path("nautilus_trader/core") / f"nautilus_pyo3{ext_suffix}"
shutil.copyfile(src=src, dst=dst)
print(f"Copied {src} to {dst}")
def _get_clang_version() -> str:
try:
result = subprocess.run(
["clang", "--version"], # noqa
check=True,
capture_output=True,
)
output = (
result.stdout.decode()
.splitlines()[0]
.lstrip("Apple ")
.lstrip("Ubuntu ")
.lstrip("clang version ")
)
return output
except (subprocess.CalledProcessError, FileNotFoundError) as e:
err_msg = str(e) if isinstance(e, FileNotFoundError) else e.stderr.decode()
raise RuntimeError(
"You are installing from source which requires the Clang compiler to be installed.\n"
f"Error running clang: {err_msg}",
) from e
def _get_rustc_version() -> str:
try:
result = subprocess.run(
["rustc", "--version"], # noqa
check=True,
capture_output=True,
)
output = result.stdout.decode().lstrip("rustc ").strip()
return output
except (subprocess.CalledProcessError, FileNotFoundError) as e:
err_msg = str(e) if isinstance(e, FileNotFoundError) else e.stderr.decode()
raise RuntimeError(
"You are installing from source which requires the Rust compiler to be installed.\n"
"Find more information at https://www.rust-lang.org/tools/install\n"
f"Error running rustc: {err_msg}",
) from e
def _strip_unneeded_symbols() -> None:
try:
print("Stripping unneeded symbols from binaries...")
for so in itertools.chain(Path("nautilus_trader").rglob("*.so")):
if platform.system() == "Linux":
strip_cmd = ["strip", "--strip-unneeded", so]
elif platform.system() == "Darwin":
strip_cmd = ["strip", "-x", so]
else:
raise RuntimeError(f"Cannot strip symbols for platform {platform.system()}")
subprocess.run(
strip_cmd, # type: ignore [arg-type]
check=True,
capture_output=True,
)
except subprocess.CalledProcessError as e:
raise RuntimeError(f"Error when stripping symbols.\n{e}") from e
def build() -> None:
"""
Construct the extensions and distribution.
"""
_build_rust_libs()
_copy_rust_dylibs_to_project()
if not PYO3_ONLY:
# Create C Extensions to feed into cythonize()
extensions = _build_extensions()
distribution = _build_distribution(extensions)
# Build and run the command
print("Compiling C extension modules...")
cmd: build_ext = build_ext(distribution)
if PARALLEL_BUILD:
cmd.parallel = os.cpu_count()
cmd.ensure_finalized()
cmd.run()
if COPY_TO_SOURCE:
# Copy the build back into the source tree for development and wheel packaging
_copy_build_dir_to_project(cmd)
if BUILD_MODE == "release" and platform.system() in ("Linux", "Darwin"):
# Only strip symbols for release builds
_strip_unneeded_symbols()
if __name__ == "__main__":
with open("pyproject.toml", "rb") as f:
pyproject_data = tomllib.load(f)
nautilus_trader_version = pyproject_data["tool"]["poetry"]["version"]
print("\033[36m")
print("=====================================================================")
print(f"Nautilus Builder {nautilus_trader_version}")
print("=====================================================================\033[0m")
print(f"System: {platform.system()} {platform.machine()}")
print(f"Clang: {_get_clang_version()}")
print(f"Rust: {_get_rustc_version()}")
print(f"Python: {platform.python_version()} ({sys.executable})")
print(f"Cython: {cython_compiler_version}")
print(f"NumPy: {np.__version__}")
print(f"\nRUST_TOOLCHAIN={RUST_TOOLCHAIN}")
print(f"BUILD_MODE={BUILD_MODE}")
print(f"BUILD_DIR={BUILD_DIR}")
print(f"PROFILE_MODE={PROFILE_MODE}")
print(f"ANNOTATION_MODE={ANNOTATION_MODE}")
print(f"PARALLEL_BUILD={PARALLEL_BUILD}")
print(f"COPY_TO_SOURCE={COPY_TO_SOURCE}")
print(f"PYO3_ONLY={PYO3_ONLY}")
print(f"CC={os.environ['CC']}") if "CC" in os.environ else None
print(f"LDSHARED={os.environ['LDSHARED']}") if "LDSHARED" in os.environ else None
print(f"CFLAGS={os.environ['CFLAGS']}") if "CFLAGS" in os.environ else None
print(f"LDFLAGS={os.environ['LDFLAGS']}") if "LDFLAGS" in os.environ else None
(
print(f"LD_LIBRARY_PATH={os.environ['LD_LIBRARY_PATH']}")
if "LD_LIBRARY_PATH" in os.environ
else None
)
print("\nStarting build...")
ts_start = dt.datetime.now(dt.UTC)
build()
print(f"Build time: {dt.datetime.now(dt.UTC) - ts_start}")
print("\033[32m" + "Build completed" + "\033[0m")