RELEASE: v2.3

.flake8

@@ -0,0 +1,6 @@
+[flake8]
+exclude = setup.py, .git, __pycache__, docs, conda, tools
+max-line-length = 88
+max-complexity = 18
+select = B,C,E,F,W,T4,B9
+ignore = E203, E266, E501, W503, F403, F401, E231

.github/dependabot.yml

@@ -5,9 +5,3 @@ updates:
     directory: "/"
     schedule:
       interval: "weekly"
-    ignore:
-      # Official actions have moving tags like v1
-      # that are used, so they don't need updates here
-      - dependency-name: "actions/checkout"
-      - dependency-name: "actions/upload-artifact"
-      - dependency-name: "actions/download-artifact"

.github/workflows/build_wheels.yml

@@ -7,20 +7,17 @@ on:
         description: 'Package Index'
         required: true
         default: 'TESTPYPI'
-#  release:
-#    types:
-#    - published
 
 jobs:
-  build_linux:
-    name: Wheels for py${{ matrix.python }} on ${{ matrix.os }} using ${{ matrix.manylinux_image }}
+  build_wheels:
+    name: Wheels for py${{ matrix.python }} on ${{ matrix.os }} - upload to ${{github.event.inputs.target}}
     runs-on: ${{ matrix.os }}
     strategy:
       fail-fast: false
       matrix:
-        os: [ ubuntu-latest ]
-        python: [ 37, 38, 39, '310']
-        manylinux_image: [ manylinux2010, manylinux2014 ]
+        os: [ ubuntu-latest , windows-latest, macos-latest ]
+        python: [ 37, 38, 39, '310' ]
+        arch: [ auto64 ]
 
     steps:
       - name: Checkout zipline
@@ -30,55 +27,48 @@ jobs:
 
       - name: Setup Python
         uses: actions/setup-python@v4
+        with:
+          python-version: ${{ matrix.python-version }}
+
+      - name: Set Xcode version
+        uses: maxim-lobanov/setup-xcode@v1
+        if: ${{ matrix.os == 'macos-latest' }}
+        with:
+          xcode-version: latest-stable
 
-      - name: Build and test wheels
+      - name: Wheels macOS / Linux
+        if: runner.os != 'Windows'
         uses: pypa/[email protected]
         env:
+          CIBW_BEFORE_ALL_LINUX: >
+            ./tools/install_talib.sh
+          CIBW_BEFORE_TEST_MACOS: brew install ta-lib
+          CIBW_ARCHS_LINUX: ${{ matrix.arch }}
+          CIBW_ARCHS_MACOS: x86_64 arm64
           CIBW_BUILD: "cp${{ matrix.python }}-*"
-          CIBW_BEFORE_TEST_LINUX: >
-            curl -L -o ta-lib-0.4.0-src.tar.gz  http://prdownloads.sourceforge.net/ta-lib/ta-lib-0.4.0-src.tar.gz &&
-            tar xvfz ta-lib-0.4.0-src.tar.gz &&
-            cd ta-lib &&
-            ./configure &&
-            make &&
-            make install &&
-            ldconfig &&
-            yum install -y libtiff-devel libjpeg-devel openjpeg2-devel zlib-devel \
-                               freetype-devel lcms2-devel libwebp-devel tcl-devel tk-devel \
-                               harfbuzz-devel fribidi-devel libraqm-devel libimagequant-devel libxcb-devel
+          CIBW_SKIP: "*-musllinux_*"
+          CIBW_ENVIRONMENT_MACOS: MACOSX_DEPLOYMENT_TARGET=10.15
 
-      - name: Store artifacts
-        uses: actions/upload-artifact@v3
+      - name: Install MSVC amd64
+        uses: ilammy/msvc-dev-cmd@v1
         with:
-          path: wheelhouse/*.whl
+          arch: amd64
 
-  build_macos:
-    name: Wheels for py${{ matrix.python }} on ${{ matrix.os }}
-    runs-on: ${{ matrix.os }}
-    strategy:
-      fail-fast: false
-      matrix:
-        os: [ macos-latest ]
-        python: [ 37, 38, 39, '310']
-
-    steps:
-      - name: Checkout zipline
-        uses: actions/checkout@v3
-        with:
-          fetch-depth: 0
-
-      - name: Build wheels
+      - name: Wheels Windows
+        if: runner.os == 'Windows'
         uses: pypa/[email protected]
         env:
-          CIBW_BUILD: "cp${{ matrix.python }}-*"
-          CIBW_ENVIRONMENT: MACOSX_DEPLOYMENT_TARGET=10.14
-          CIBW_BEFORE_TEST_MACOS: >
-            brew install freetype pkg-config gcc openssl c-blosc hdf5 ta-lib
+          CIBW_BUILD: "cp${{ matrix.python }}-win_amd64"
+          CIBW_BEFORE_TEST_WINDOWS: >
+            call "c:\Program Files\Microsoft Visual Studio\2022\Enterprise\VC\Auxiliary\Build\vcvarsall.bat" amd64 &&
+            call ./tools/install_talib.bat
 
-      - uses: actions/upload-artifact@v3
+      - name: Store artifacts
+        uses: actions/upload-artifact@v3
         with:
           path: ./wheelhouse/*.whl
 
+
   build_sdist:
     name: Build source distribution
     runs-on: ubuntu-latest
@@ -102,10 +92,10 @@ jobs:
           path: dist/*.tar.gz
 
   upload_pypi:
-    needs: [ build_linux, build_macos, build_sdist ]
+    needs: [ build_wheels, build_sdist ]
     runs-on: ubuntu-latest
     steps:
-      - uses: actions/download-artifact@v2
+      - uses: actions/download-artifact@v3
         with:
           name: artifact
           path: dist
@@ -120,7 +110,7 @@ jobs:
 
       - name: publish to pypi
         uses: pypa/gh-action-pypi-publish@release/v1
-        if: ${{ github.event.inputs.target }} == 'PYPI' || (github.event_name == 'release' && github.event.action == 'published')
+        if: ${{ github.event.inputs.target }} == 'PYPI' && startsWith(github.ref, 'refs/tags'
         with:
           user: __token__
           password: ${{ secrets.PYPI_TOKEN }}

.github/workflows/ci_tests_full.yml

@@ -1,4 +1,4 @@
-name: CI Full Tests
+name: CI Tests
 
 on:
   workflow_dispatch:
@@ -11,8 +11,8 @@ jobs:
     strategy:
       fail-fast: false
       matrix:
-        os: [ubuntu-latest, windows-latest, macos-latest]
-        python-version: [3.7, 3.8, 3.9, '3.10']
+        os: [ ubuntu-latest, windows-latest, macos-latest ]
+        python-version: [ '3.7', '3.8', '3.9', '3.10' ]
         exclude:
           - os: windows-latest
             python-version: 3.9
@@ -29,62 +29,37 @@ jobs:
       - name: Install TA-Lib Linux
         if: ${{ matrix.os == 'ubuntu-latest' }}
         run: |
-          curl -L -o ta-lib-0.4.0-src.tar.gz  http://prdownloads.sourceforge.net/ta-lib/ta-lib-0.4.0-src.tar.gz &&
-          tar xvfz ta-lib-0.4.0-src.tar.gz &&
-          cd ta-lib &&
-          ./configure &&
-          sudo make &&
-          sudo make install &&
-          sudo ldconfig
+          sudo ./tools/install_talib.sh
 
       - name: Install TA-Lib macOS
         if: ${{ matrix.os == 'macos-latest' }}
         run: |
-          brew install freetype pkg-config gcc openssl hdf5 ta-lib c-blosc
+          brew install ta-lib
 
       - name: Developer Command Prompt for Microsoft Visual C++
         uses: ilammy/msvc-dev-cmd@v1
 
       - name: Install TA-Lib Windows
         if: ${{ matrix.os == 'windows-latest' }}
         run: |
-          powershell -Command "(New-Object Net.WebClient).DownloadFile('http://prdownloads.sourceforge.net/ta-lib/ta-lib-0.4.0-msvc.zip', 'ta-lib-0.4.0-msvc.zip')"
-          powershell -Command "Add-Type -AssemblyName System.IO.Compression.FileSystem;[System.IO.Compression.ZipFile]::ExtractToDirectory('ta-lib-0.4.0-msvc.zip', 'C:\')"
-          pushd C:\ta-lib\c\
-          pushd make\cdd\win32\msvc
-          nmake
-          popd
-          pushd make\cdr\win32\msvc
-          nmake
-          popd
-          pushd make\cmd\win32\msvc
-          nmake
-          popd
-          pushd make\cmr\win32\msvc
-          nmake
-          popd
-          pushd make\csd\win32\msvc
-          nmake
-          popd
-          pushd make\csr\win32\msvc
-          nmake
-          popd
-          popd
-          del ta-lib-0.4.0-msvc.zip
+          ./tools/install_talib.bat
 
       - name: Install Zipline
         run: |
           python -VV
           python -m pip install --upgrade pip setuptools wheel
-          pip install tox tox-gh-actions
-          pip install -e .[test]
-          pip uninstall -y ta-lib
-          python -m pip install --no-cache-dir git+https://github.com/mrjbq7/ta-lib.git
+          python -m pip install tox tox-gh-actions
+          python -m pip install .[test]
 
       - name: Lint with flake8
         run: |
           flake8
 
       - name: Unittests with tox & pytest
-        run: |
-          tox -e ci_full_tests
+        uses: nick-fields/retry@v2
+        with:
+          timeout_minutes: 90
+          max_attempts: 3
+          retry_on: error
+          new_command_on_retry: python -m pip install tox tox-gh-actions .[test]
+          command: tox

.github/workflows/ci_tests_quick.yml

@@ -1,4 +1,4 @@
-name: CI Tests
+name: CI Tests - Quick
 
 on:
   workflow_dispatch:
@@ -14,10 +14,7 @@ jobs:
       fail-fast: false
       matrix:
         os: [ubuntu-latest, windows-latest, macos-latest]
-        python-version: [3.8]
-        exclude:
-          - os: windows-latest
-            python-version: 3.9
+        python-version: ['3.10']
 
     steps:
       - name: Checkout Zipline
@@ -31,69 +28,46 @@ jobs:
       - name: Install TA-Lib Linux
         if: ${{ matrix.os == 'ubuntu-latest' }}
         run: |
-          curl -L -o ta-lib-0.4.0-src.tar.gz  http://prdownloads.sourceforge.net/ta-lib/ta-lib-0.4.0-src.tar.gz &&
-          tar xvfz ta-lib-0.4.0-src.tar.gz &&
-          cd ta-lib &&
-          ./configure &&
-          sudo make &&
-          sudo make install &&
-          sudo ldconfig
+          sudo ./tools/install_talib.sh
 
       - name: Install TA-Lib macOS
         if: ${{ matrix.os == 'macos-latest' }}
         run: |
-          brew install freetype pkg-config gcc openssl hdf5 ta-lib c-blosc
+          brew install ta-lib
 
       - name: Developer Command Prompt for Microsoft Visual C++
         uses: ilammy/msvc-dev-cmd@v1
 
       - name: Install TA-Lib Windows
         if: ${{ matrix.os == 'windows-latest' }}
         run: |
-          powershell -Command "(New-Object Net.WebClient).DownloadFile('http://prdownloads.sourceforge.net/ta-lib/ta-lib-0.4.0-msvc.zip', 'ta-lib-0.4.0-msvc.zip')"
-          powershell -Command "Add-Type -AssemblyName System.IO.Compression.FileSystem;[System.IO.Compression.ZipFile]::ExtractToDirectory('ta-lib-0.4.0-msvc.zip', 'C:\')"
-          pushd C:\ta-lib\c\
-          pushd make\cdd\win32\msvc
-          nmake
-          popd
-          pushd make\cdr\win32\msvc
-          nmake
-          popd
-          pushd make\cmd\win32\msvc
-          nmake
-          popd
-          pushd make\cmr\win32\msvc
-          nmake
-          popd
-          pushd make\csd\win32\msvc
-          nmake
-          popd
-          pushd make\csr\win32\msvc
-          nmake
-          popd
-          popd
-          del ta-lib-0.4.0-msvc.zip
+          ./tools/install_talib.bat
 
       - name: Install Zipline
         run: |
           python -VV
           python -m pip install --upgrade pip setuptools wheel
-          pip install tox tox-gh-actions
-          pip install -e .[test]
+          python -m pip install tox tox-gh-actions
+          python -m pip install .[test]
 
       - name: Lint with flake8
         run: |
           flake8
 
       - name: Unittests with tox & pytest
-        run: |
-          tox -e py38-pandas15
+        uses: nick-fields/retry@v2
+        with:
+          timeout_minutes: 90
+          max_attempts: 3
+          retry_on: error
+          new_command_on_retry: python -m pip install tox tox-gh-actions .[test]
+          command: tox -e py310-pandas15
 
       - name: Upload coverage data to Codecov
         if: ${{ matrix.os == 'ubuntu-latest' }}
         uses: codecov/codecov-action@v3
         with:
           token: ${{ secrets.CODECOV_TOKEN }}
-          fail_ci_if_error: true
+          fail_ci_if_error: false
           name: codecov-umbrella
           verbose: true