Show More
@@ -1,200 +1,200 b'' | |||
|
1 | 1 | # -*- coding: utf-8 -*- |
|
2 | 2 | """ |
|
3 | 3 | Cython related magics. |
|
4 | 4 | |
|
5 | 5 | Author: |
|
6 | 6 | * Brian Granger |
|
7 | 7 | |
|
8 | 8 | Parts of this code were taken from Cython.inline. |
|
9 | 9 | """ |
|
10 | 10 | #----------------------------------------------------------------------------- |
|
11 | 11 | # Copyright (C) 2010-2011, IPython Development Team. |
|
12 | 12 | # |
|
13 | 13 | # Distributed under the terms of the Modified BSD License. |
|
14 | 14 | # |
|
15 | 15 | # The full license is in the file COPYING.txt, distributed with this software. |
|
16 | 16 | #----------------------------------------------------------------------------- |
|
17 | 17 | |
|
18 | 18 | import io |
|
19 | 19 | import os, sys |
|
20 | 20 | import imp |
|
21 | 21 | |
|
22 | 22 | try: |
|
23 | 23 | import hashlib |
|
24 | 24 | except ImportError: |
|
25 | 25 | import md5 as hashlib |
|
26 | 26 | |
|
27 | 27 | from distutils.core import Distribution, Extension |
|
28 | 28 | from distutils.command.build_ext import build_ext |
|
29 | 29 | |
|
30 | 30 | from IPython.core.magic import Magics, magics_class, cell_magic |
|
31 | 31 | from IPython.testing.skipdoctest import skip_doctest |
|
32 | 32 | from IPython.core.magic_arguments import ( |
|
33 | 33 | argument, magic_arguments, parse_argstring |
|
34 | 34 | ) |
|
35 | 35 | from IPython.utils import py3compat |
|
36 | 36 | |
|
37 | 37 | import Cython |
|
38 | 38 | from Cython.Compiler.Errors import CompileError |
|
39 | 39 | from Cython.Compiler.Main import Context, default_options |
|
40 | 40 | from Cython.Build.Dependencies import cythonize |
|
41 | 41 | |
|
42 | 42 | |
|
43 | 43 | @magics_class |
|
44 | 44 | class CythonMagics(Magics): |
|
45 | 45 | |
|
46 | 46 | def __init__(self, shell): |
|
47 | 47 | super(CythonMagics,self).__init__(shell) |
|
48 | 48 | self._reloads = {} |
|
49 | 49 | self._code_cache = {} |
|
50 | 50 | |
|
51 | 51 | def _import_all(self, module): |
|
52 | 52 | for k,v in module.__dict__.items(): |
|
53 | 53 | if not k.startswith('__'): |
|
54 | 54 | self.shell.push({k:v}) |
|
55 | 55 | |
|
56 | 56 | @cell_magic |
|
57 | 57 | def cython_inline(self, line, cell): |
|
58 | 58 | """Compile and run a Cython code cell using Cython.inline. |
|
59 | 59 | |
|
60 | 60 | This magic simply passes the body of the cell to Cython.inline |
|
61 | 61 | and returns the result. If the variables `a` and `b` are defined |
|
62 | 62 | in the user's namespace, here is a simple example that returns |
|
63 | 63 | their sum:: |
|
64 | 64 | |
|
65 | 65 | %%cython_inline |
|
66 | 66 | return a+b |
|
67 | 67 | |
|
68 | 68 | For most purposes, we recommend the usage of the `%%cython` magic. |
|
69 | 69 | """ |
|
70 | 70 | locs = self.shell.user_global_ns |
|
71 | 71 | globs = self.shell.user_ns |
|
72 | 72 | return Cython.inline(cell, locals=locs, globals=globs) |
|
73 | 73 | |
|
74 | 74 | @cell_magic |
|
75 | 75 | def cython_pyximport(self, line, cell): |
|
76 | 76 | """Compile and import a Cython code cell using pyximport. |
|
77 | 77 | |
|
78 | 78 | The contents of the cell are written to a `.pyx` file in the current |
|
79 | 79 | working directory, which is then imported using `pyximport`. This |
|
80 | 80 | magic requires a module name to be passed:: |
|
81 | 81 | |
|
82 | 82 | %%cython_pyximport modulename |
|
83 | 83 | def f(x): |
|
84 | 84 | return 2.0*x |
|
85 | 85 | |
|
86 | 86 | The compiled module is then imported and all of its symbols are injected into |
|
87 | 87 | the user's namespace. For most purposes, we recommend the usage of the |
|
88 | 88 | `%%cython` magic. |
|
89 | 89 | """ |
|
90 | 90 | module_name = line.strip() |
|
91 | 91 | if not module_name: |
|
92 | 92 | raise ValueError('module name must be given') |
|
93 | 93 | fname = module_name + '.pyx' |
|
94 | 94 | with io.open(fname, 'w', encoding='utf-8') as f: |
|
95 | 95 | f.write(cell) |
|
96 | 96 | if 'pyximport' not in sys.modules: |
|
97 | 97 | import pyximport |
|
98 | 98 | pyximport.install(reload_support=True) |
|
99 | 99 | if module_name in self._reloads: |
|
100 | 100 | module = self._reloads[module_name] |
|
101 | 101 | reload(module) |
|
102 | 102 | else: |
|
103 | 103 | __import__(module_name) |
|
104 | 104 | module = sys.modules[module_name] |
|
105 | 105 | self._reloads[module_name] = module |
|
106 | 106 | self._import_all(module) |
|
107 | 107 | |
|
108 | 108 | @magic_arguments() |
|
109 | 109 | @argument( |
|
110 | 110 | '-c', '--compile-args', action='append', default=[], |
|
111 | 111 | help="Extra flag to pass to compiler via the `extra_compile_args` Extension flag (can be called multiple times)." |
|
112 | 112 | ) |
|
113 | 113 | @argument( |
|
114 | 114 | '-l', '--lib', action='append', default=[], |
|
115 | 115 | help="Add a library to link the extension against (can be called multiple times)." |
|
116 | 116 | ) |
|
117 | 117 | @argument( |
|
118 |
'- |
|
|
118 | '-I', '--include', action='append', default=[], | |
|
119 | 119 | help="Add a path to the list of include directories (can be called multiple times)." |
|
120 | 120 | ) |
|
121 | 121 | @argument( |
|
122 | 122 | '-f', '--force', action='store_true', default=False, |
|
123 | 123 | help="Force the compilation of the pyx module even if it hasn't changed" |
|
124 | 124 | ) |
|
125 | 125 | @cell_magic |
|
126 | 126 | def cython(self, line, cell): |
|
127 | 127 | """Compile and import everything from a Cython code cell. |
|
128 | 128 | |
|
129 | 129 | The contents of the cell are written to a `.pyx` file in the |
|
130 | 130 | directory `IPYTHONDIR/cython` using a filename with the hash of the code. |
|
131 | 131 | This file is then cythonized and compiled. The resulting module |
|
132 | 132 | is imported and all of its symbols are injected into the user's |
|
133 | 133 | namespace. The usage is similar to that of `%%cython_pyximport` but |
|
134 | 134 | you don't have to pass a module name:: |
|
135 | 135 | |
|
136 | 136 | %%cython |
|
137 | 137 | def f(x): |
|
138 | 138 | return 2.0*x |
|
139 | 139 | """ |
|
140 | 140 | args = parse_argstring(self.cython, line) |
|
141 | 141 | code = cell if cell.endswith('\n') else cell+'\n' |
|
142 | 142 | lib_dir = os.path.join(self.shell.ipython_dir, 'cython') |
|
143 | 143 | cython_include_dirs = ['.'] |
|
144 | 144 | force = args.force |
|
145 | 145 | quiet = True |
|
146 | 146 | ctx = Context(cython_include_dirs, default_options) |
|
147 | 147 | key = code, sys.version_info, sys.executable, Cython.__version__ |
|
148 | 148 | module_name = "_cython_magic_" + hashlib.md5(str(key).encode('utf-8')).hexdigest() |
|
149 | 149 | so_ext = [ ext for ext,_,mod_type in imp.get_suffixes() if mod_type == imp.C_EXTENSION ][0] |
|
150 | 150 | module_path = os.path.join(lib_dir, module_name+so_ext) |
|
151 | 151 | |
|
152 | 152 | if not os.path.exists(lib_dir): |
|
153 | 153 | os.makedirs(lib_dir) |
|
154 | 154 | |
|
155 | 155 | if force or not os.path.isfile(module_path): |
|
156 | 156 | c_include_dirs = args.include |
|
157 | 157 | if 'numpy' in code: |
|
158 | 158 | import numpy |
|
159 | 159 | c_include_dirs.append(numpy.get_include()) |
|
160 | 160 | pyx_file = os.path.join(lib_dir, module_name + '.pyx') |
|
161 | 161 | pyx_file = py3compat.cast_bytes_py2(pyx_file, encoding=sys.getfilesystemencoding()) |
|
162 | 162 | with io.open(pyx_file, 'w', encoding='utf-8') as f: |
|
163 | 163 | f.write(code) |
|
164 | 164 | extension = Extension( |
|
165 | 165 | name = module_name, |
|
166 | 166 | sources = [pyx_file], |
|
167 | 167 | include_dirs = c_include_dirs, |
|
168 | 168 | extra_compile_args = args.compile_args, |
|
169 | 169 | libraries = args.lib, |
|
170 | 170 | ) |
|
171 | 171 | dist = Distribution() |
|
172 | 172 | config_files = dist.find_config_files() |
|
173 | 173 | try: |
|
174 | 174 | config_files.remove('setup.cfg') |
|
175 | 175 | except ValueError: |
|
176 | 176 | pass |
|
177 | 177 | dist.parse_config_files(config_files) |
|
178 | 178 | build_extension = build_ext(dist) |
|
179 | 179 | build_extension.finalize_options() |
|
180 | 180 | try: |
|
181 | 181 | build_extension.extensions = cythonize([extension], ctx=ctx, quiet=quiet) |
|
182 | 182 | except CompileError: |
|
183 | 183 | return |
|
184 | 184 | build_extension.build_temp = os.path.dirname(pyx_file) |
|
185 | 185 | build_extension.build_lib = lib_dir |
|
186 | 186 | build_extension.run() |
|
187 | 187 | self._code_cache[key] = module_name |
|
188 | 188 | |
|
189 | 189 | module = imp.load_dynamic(module_name, module_path) |
|
190 | 190 | self._import_all(module) |
|
191 | 191 | |
|
192 | 192 | |
|
193 | 193 | _loaded = False |
|
194 | 194 | |
|
195 | 195 | def load_ipython_extension(ip): |
|
196 | 196 | """Load the extension in IPython.""" |
|
197 | 197 | global _loaded |
|
198 | 198 | if not _loaded: |
|
199 | 199 | ip.register_magics(CythonMagics) |
|
200 | 200 | _loaded = True |
@@ -1,239 +1,239 b'' | |||
|
1 | 1 | { |
|
2 | 2 | "metadata": { |
|
3 | 3 | "name": "cython_extension" |
|
4 | 4 | }, |
|
5 | 5 | "nbformat": 3, |
|
6 | 6 | "worksheets": [ |
|
7 | 7 | { |
|
8 | 8 | "cells": [ |
|
9 | 9 | { |
|
10 | 10 | "cell_type": "heading", |
|
11 | 11 | "level": 1, |
|
12 | 12 | "source": [ |
|
13 | 13 | "Cython Magic Functions Extension" |
|
14 | 14 | ] |
|
15 | 15 | }, |
|
16 | 16 | { |
|
17 | 17 | "cell_type": "heading", |
|
18 | 18 | "level": 2, |
|
19 | 19 | "source": [ |
|
20 | 20 | "Loading the extension" |
|
21 | 21 | ] |
|
22 | 22 | }, |
|
23 | 23 | { |
|
24 | 24 | "cell_type": "markdown", |
|
25 | 25 | "source": [ |
|
26 | 26 | "IPtyhon has a `cythonmagic` extension that contains a number of magic functions for working with Cython code. This extension can be loaded using the `%load_ext` magic as follows:" |
|
27 | 27 | ] |
|
28 | 28 | }, |
|
29 | 29 | { |
|
30 | 30 | "cell_type": "code", |
|
31 | 31 | "input": [ |
|
32 | 32 | "%load_ext cythonmagic" |
|
33 | 33 | ], |
|
34 | 34 | "language": "python", |
|
35 | 35 | "outputs": [], |
|
36 | 36 | "prompt_number": 1 |
|
37 | 37 | }, |
|
38 | 38 | { |
|
39 | 39 | "cell_type": "heading", |
|
40 | 40 | "level": 2, |
|
41 | 41 | "source": [ |
|
42 | 42 | "The %cython_inline magic" |
|
43 | 43 | ] |
|
44 | 44 | }, |
|
45 | 45 | { |
|
46 | 46 | "cell_type": "markdown", |
|
47 | 47 | "source": [ |
|
48 | 48 | "The `%%cython_inline` magic uses `Cython.inline` to compile a Cython expression. This allows you to enter and run a function body with Cython code. Use a bare `return` statement to return values. " |
|
49 | 49 | ] |
|
50 | 50 | }, |
|
51 | 51 | { |
|
52 | 52 | "cell_type": "code", |
|
53 | 53 | "input": [ |
|
54 | 54 | "a = 10\n", |
|
55 | 55 | "b = 20" |
|
56 | 56 | ], |
|
57 | 57 | "language": "python", |
|
58 | 58 | "outputs": [], |
|
59 | 59 | "prompt_number": 8 |
|
60 | 60 | }, |
|
61 | 61 | { |
|
62 | 62 | "cell_type": "code", |
|
63 | 63 | "input": [ |
|
64 | 64 | "%%cython_inline\n", |
|
65 | 65 | "return a+b" |
|
66 | 66 | ], |
|
67 | 67 | "language": "python", |
|
68 | 68 | "outputs": [ |
|
69 | 69 | { |
|
70 | 70 | "output_type": "pyout", |
|
71 | 71 | "prompt_number": 9, |
|
72 | 72 | "text": [ |
|
73 | 73 | "30" |
|
74 | 74 | ] |
|
75 | 75 | } |
|
76 | 76 | ], |
|
77 | 77 | "prompt_number": 9 |
|
78 | 78 | }, |
|
79 | 79 | { |
|
80 | 80 | "cell_type": "heading", |
|
81 | 81 | "level": 2, |
|
82 | 82 | "source": [ |
|
83 | 83 | "The %cython_pyximport magic" |
|
84 | 84 | ] |
|
85 | 85 | }, |
|
86 | 86 | { |
|
87 | 87 | "cell_type": "markdown", |
|
88 | 88 | "source": [ |
|
89 | 89 | "The `%%cython_pyximport` magic allows you to enter arbitrary Cython code into a cell. That Cython code is written as a `.pyx` file in the current working directory and then imported using `pyximport`. You have the specify the name of the module that the Code will appear in. All symbols from the module are imported automatically by the magic function." |
|
90 | 90 | ] |
|
91 | 91 | }, |
|
92 | 92 | { |
|
93 | 93 | "cell_type": "code", |
|
94 | 94 | "input": [ |
|
95 | 95 | "%%cython_pyximport foo\n", |
|
96 | 96 | "def f(x):\n", |
|
97 | 97 | " return 4.0*x" |
|
98 | 98 | ], |
|
99 | 99 | "language": "python", |
|
100 | 100 | "outputs": [], |
|
101 | 101 | "prompt_number": 18 |
|
102 | 102 | }, |
|
103 | 103 | { |
|
104 | 104 | "cell_type": "code", |
|
105 | 105 | "input": [ |
|
106 | 106 | "f(10)" |
|
107 | 107 | ], |
|
108 | 108 | "language": "python", |
|
109 | 109 | "outputs": [ |
|
110 | 110 | { |
|
111 | 111 | "output_type": "pyout", |
|
112 | 112 | "prompt_number": 19, |
|
113 | 113 | "text": [ |
|
114 | 114 | "40.0" |
|
115 | 115 | ] |
|
116 | 116 | } |
|
117 | 117 | ], |
|
118 | 118 | "prompt_number": 19 |
|
119 | 119 | }, |
|
120 | 120 | { |
|
121 | 121 | "cell_type": "heading", |
|
122 | 122 | "level": 2, |
|
123 | 123 | "source": [ |
|
124 | 124 | "The %cython magic" |
|
125 | 125 | ] |
|
126 | 126 | }, |
|
127 | 127 | { |
|
128 | 128 | "cell_type": "markdown", |
|
129 | 129 | "source": [ |
|
130 | 130 | "Probably the most important magic is the `%cython` magic. This is similar to the `%%cython_pyximport` magic, but doesn't require you to specify a module name. Instead, the `%%cython` magic uses manages everything using temporary files in the `~/.cython/magic` directory. All of the symbols in the Cython module are imported automatically by the magic.\n", |
|
131 | 131 | "\n", |
|
132 | 132 | "Here is a simple example of a Black-Scholes options pricing algorithm written in Cython:" |
|
133 | 133 | ] |
|
134 | 134 | }, |
|
135 | 135 | { |
|
136 | 136 | "cell_type": "code", |
|
137 | 137 | "input": [ |
|
138 | 138 | "%%cython\n", |
|
139 | 139 | "cimport cython\n", |
|
140 | 140 | "from libc.math cimport exp, sqrt, pow, log, erf\n", |
|
141 | 141 | "\n", |
|
142 | 142 | "@cython.cdivision(True)\n", |
|
143 | 143 | "cdef double std_norm_cdf(double x) nogil:\n", |
|
144 | 144 | " return 0.5*(1+erf(x/sqrt(2.0)))\n", |
|
145 | 145 | "\n", |
|
146 | 146 | "@cython.cdivision(True)\n", |
|
147 | 147 | "def black_scholes(double s, double k, double t, double v,\n", |
|
148 | 148 | " double rf, double div, double cp):\n", |
|
149 | 149 | " \"\"\"Price an option using the Black-Scholes model.\n", |
|
150 | 150 | " \n", |
|
151 | 151 | " s : initial stock price\n", |
|
152 | 152 | " k : strike price\n", |
|
153 | 153 | " t : expiration time\n", |
|
154 | 154 | " v : volatility\n", |
|
155 | 155 | " rf : risk-free rate\n", |
|
156 | 156 | " div : dividend\n", |
|
157 | 157 | " cp : +1/-1 for call/put\n", |
|
158 | 158 | " \"\"\"\n", |
|
159 | 159 | " cdef double d1, d2, optprice\n", |
|
160 | 160 | " with nogil:\n", |
|
161 | 161 | " d1 = (log(s/k)+(rf-div+0.5*pow(v,2))*t)/(v*sqrt(t))\n", |
|
162 | 162 | " d2 = d1 - v*sqrt(t)\n", |
|
163 | 163 | " optprice = cp*s*exp(-div*t)*std_norm_cdf(cp*d1) - \\\n", |
|
164 | 164 | " cp*k*exp(-rf*t)*std_norm_cdf(cp*d2)\n", |
|
165 | 165 | " return optprice" |
|
166 | 166 | ], |
|
167 | 167 | "language": "python", |
|
168 | 168 | "outputs": [], |
|
169 | 169 | "prompt_number": 6 |
|
170 | 170 | }, |
|
171 | 171 | { |
|
172 | 172 | "cell_type": "code", |
|
173 | 173 | "input": [ |
|
174 | 174 | "black_scholes(100.0, 100.0, 1.0, 0.3, 0.03, 0.0, -1)" |
|
175 | 175 | ], |
|
176 | 176 | "language": "python", |
|
177 | 177 | "outputs": [ |
|
178 | 178 | { |
|
179 | 179 | "output_type": "pyout", |
|
180 | 180 | "prompt_number": 7, |
|
181 | 181 | "text": [ |
|
182 | 182 | "10.327861752731728" |
|
183 | 183 | ] |
|
184 | 184 | } |
|
185 | 185 | ], |
|
186 | 186 | "prompt_number": 7 |
|
187 | 187 | }, |
|
188 | 188 | { |
|
189 | 189 | "cell_type": "code", |
|
190 | 190 | "input": [ |
|
191 | 191 | "%timeit black_scholes(100.0, 100.0, 1.0, 0.3, 0.03, 0.0, -1)" |
|
192 | 192 | ], |
|
193 | 193 | "language": "python", |
|
194 | 194 | "outputs": [ |
|
195 | 195 | { |
|
196 | 196 | "output_type": "stream", |
|
197 | 197 | "stream": "stdout", |
|
198 | 198 | "text": [ |
|
199 | 199 | "1000000 loops, best of 3: 621 ns per loop\n" |
|
200 | 200 | ] |
|
201 | 201 | } |
|
202 | 202 | ], |
|
203 | 203 | "prompt_number": 14 |
|
204 | 204 | }, |
|
205 | 205 | { |
|
206 | 206 | "cell_type": "markdown", |
|
207 | 207 | "source": [ |
|
208 |
"Cython allows you to specify additional libraries to be linked with your extension, you can do so with the `-l` flag (also spelled `--lib`). Note that this flag can be passed more than once to specify multiple libraries, such as `-l |
|
|
208 | "Cython allows you to specify additional libraries to be linked with your extension, you can do so with the `-l` flag (also spelled `--lib`). Note that this flag can be passed more than once to specify multiple libraries, such as `-lm -llib2 --lib lib3`. Here's a simple example of how to access the system math library:" | |
|
209 | 209 | ] |
|
210 | 210 | }, |
|
211 | 211 | { |
|
212 | 212 | "cell_type": "code", |
|
213 | 213 | "input": [ |
|
214 |
"%%cython -l |
|
|
214 | "%%cython -lm\n", | |
|
215 | 215 | "from libc.math cimport sin\n", |
|
216 | 216 | "print 'sin(1)=', sin(1)" |
|
217 | 217 | ], |
|
218 | 218 | "language": "python", |
|
219 | 219 | "outputs": [ |
|
220 | 220 | { |
|
221 | 221 | "output_type": "stream", |
|
222 | 222 | "stream": "stdout", |
|
223 | 223 | "text": [ |
|
224 | 224 | "sin(1)= 0.841470984808\n" |
|
225 | 225 | ] |
|
226 | 226 | } |
|
227 | 227 | ], |
|
228 | 228 | "prompt_number": 2 |
|
229 | 229 | }, |
|
230 | 230 | { |
|
231 | 231 | "cell_type": "markdown", |
|
232 | 232 | "source": [ |
|
233 |
"You can similarly use the `- |
|
|
233 | "You can similarly use the `-I/--include` flag to add include directories to the search path, and `-c/--compile-args` to add extra flags that are passed to Cython via the `extra_compile_args` of the distutils `Extension` class. Please see [the Cython docs on C library usage](http://docs.cython.org/src/tutorial/clibraries.html) for more details on the use of these flags." | |
|
234 | 234 | ] |
|
235 | 235 | } |
|
236 | 236 | ] |
|
237 | 237 | } |
|
238 | 238 | ] |
|
239 | 239 | } No newline at end of file |
General Comments 0
You need to be logged in to leave comments.
Login now