cython strategy

Author: Saran33

cytrader/__init__.py

@@ -57,7 +57,7 @@
 
 from .writer import *
 
-from .signal import *
+from .btsignal import *
 
 from .cerebro import *
 from .timer import *

cytrader/btrun/btrun.py

@@ -111,7 +111,7 @@ def btrun(pargs=''):
     # get and add signals
     signals = getobjects(args.signals, bt.Indicator, bt.signals, issignal=True)
     for sig, kwargs, sigtype in signals:
-        stype = getattr(bt.signal, 'SIGNAL_' + sigtype.upper())
+        stype = getattr(bt.btsignal, 'SIGNAL_' + sigtype.upper())
         cerebro.add_signal(stype, sig, **kwargs)
 
     # get and add strategies

cytrader/signal.py renamed to cytrader/btsignal.py

@@ -0,0 +1,15 @@
+from distutils.core import setup
+from distutils.extension import Extension
+from Cython.Build import cythonize
+import Cython.Compiler.Options
+Cython.Compiler.Options.annotate = True
+import numpy as np
+
+extensions = [
+    Extension("strategy", sources=["strategy.pyx"], include_dirs=[np.get_include()])
+]
+
+setup(
+    name="strategy",
+    ext_modules = cythonize(extensions, annotate=True),
+)