wheels.yml

# PyQuantLib: Python bindings for QuantLib
# Copyright (c) 2025 Yassine Idyiahia
#
# Build wheels for multiple platforms using cibuildwheel.
# QuantLib is built from source during the wheel build process.

name: Build wheels

on:
  workflow_dispatch:
  pull_request:
    paths:
      - "src/**"
      - "include/**"
      - "CMakeLists.txt"
      - "pyproject.toml"
      - ".github/workflows/wheels.yml"
  release:
    types: [published]

env:
  QUANTLIB_VERSION: "1.41"
  BOOST_VERSION: "1.86.0"

jobs:
  build_wheels:
    name: Build wheels on ${{ matrix.os }}
    runs-on: ${{ matrix.os }}
    strategy:
      fail-fast: false
      matrix:
        os: [ubuntu-latest, windows-latest, macos-14]

    steps:
      - uses: actions/checkout@v4

      - name: Pre-cache virtualenv for cibuildwheel
        shell: bash
        run: |
          VER=20.26.6
          if [ "$RUNNER_OS" = "Windows" ]; then
            CACHE_DIR="$LOCALAPPDATA/pypa/cibuildwheel/Cache"
          elif [ "$RUNNER_OS" = "macOS" ]; then
            CACHE_DIR="$HOME/Library/Caches/cibuildwheel"
          else
            CACHE_DIR="$HOME/.cache/cibuildwheel"
          fi
          mkdir -p "$CACHE_DIR"
          DEST="$CACHE_DIR/virtualenv-${VER}.pyz"
          if [ ! -f "$DEST" ]; then
            for i in 1 2 3 4 5; do
              if curl -sL --retry 3 --retry-delay 10 -o "$DEST" \
                "https://github.com/pypa/get-virtualenv/blob/${VER}/public/virtualenv.pyz?raw=true"; then
                echo "Downloaded virtualenv-${VER}.pyz (attempt $i)"
                break
              fi
              echo "Attempt $i failed, waiting 30s..."
              sleep 30
            done
          fi
          ls -la "$DEST"

      - name: Build wheels
        uses: pypa/cibuildwheel@v2.21
        env:
          # Build for CPython only (no PyPy)
          CIBW_BUILD: "cp310-* cp311-* cp312-* cp313-*"
          CIBW_SKIP: "*-musllinux_*"
          CIBW_BUILD_VERBOSITY: 1

          # macOS: ARM only (macos-14)
          CIBW_ARCHS_MACOS: "arm64"
          CIBW_ARCHS_LINUX: "x86_64"
          CIBW_ARCHS_WINDOWS: "AMD64"

          # Environment variables for build
          CIBW_ENVIRONMENT: >
            QUANTLIB_VERSION=${{ env.QUANTLIB_VERSION }}
            BOOST_VERSION=${{ env.BOOST_VERSION }}

          # Linux: Build QuantLib in manylinux container
          # Note: CIBW_ENVIRONMENT is NOT available during before_all,
          # so we use ${{ env.* }} (evaluated by GitHub Actions before cibuildwheel runs).
          CIBW_BEFORE_ALL_LINUX: |
            set -ex
            yum install -y wget tar gzip

            # Install Boost headers
            BOOST_UNDERSCORE=$(echo ${{ env.BOOST_VERSION }} | tr '.' '_')
            wget -q https://archives.boost.io/release/${{ env.BOOST_VERSION }}/source/boost_${BOOST_UNDERSCORE}.tar.gz
            tar xzf boost_${BOOST_UNDERSCORE}.tar.gz
            mkdir -p /usr/local/include
            cp -r boost_${BOOST_UNDERSCORE}/boost /usr/local/include/
            rm -rf boost_${BOOST_UNDERSCORE}*

            # Build QuantLib
            wget -q https://github.com/lballabio/QuantLib/releases/download/v${{ env.QUANTLIB_VERSION }}/QuantLib-${{ env.QUANTLIB_VERSION }}.tar.gz
            tar xzf QuantLib-${{ env.QUANTLIB_VERSION }}.tar.gz
            cd QuantLib-${{ env.QUANTLIB_VERSION }}
            mkdir -p build && cd build
            cmake .. \
              -DCMAKE_BUILD_TYPE=Release \
              -DCMAKE_INSTALL_PREFIX=/usr/local \
              -DCMAKE_POSITION_INDEPENDENT_CODE=ON \
              -DCMAKE_POLICY_DEFAULT_CMP0167=OLD \
              -DBUILD_SHARED_LIBS=OFF \
              -DQL_USE_STD_SHARED_PTR=ON \
              -DQL_USE_STD_OPTIONAL=ON \
              -DQL_USE_STD_ANY=ON \
              -DQL_BUILD_EXAMPLES=OFF \
              -DQL_BUILD_TEST_SUITE=OFF \
              -DQL_BUILD_BENCHMARK=OFF
            cmake --build . --parallel $(nproc)
            cmake --install .
            cd ../..
            rm -rf QuantLib-${{ env.QUANTLIB_VERSION }}*

          CIBW_ENVIRONMENT_LINUX: >
            QuantLib_ROOT=/usr/local
            Boost_INCLUDE_DIR=/usr/local/include

          # macOS: Build QuantLib
          CIBW_BEFORE_ALL_MACOS: |
            set -ex
            brew install boost cmake

            # Build QuantLib
            curl -sL -o QuantLib.tar.gz https://github.com/lballabio/QuantLib/releases/download/v${{ env.QUANTLIB_VERSION }}/QuantLib-${{ env.QUANTLIB_VERSION }}.tar.gz
            tar xzf QuantLib.tar.gz
            cd QuantLib-${{ env.QUANTLIB_VERSION }}
            mkdir -p build && cd build
            cmake .. \
              -DCMAKE_BUILD_TYPE=Release \
              -DCMAKE_INSTALL_PREFIX=/tmp/quantlib \
              -DCMAKE_POSITION_INDEPENDENT_CODE=ON \
              -DCMAKE_OSX_DEPLOYMENT_TARGET=11.0 \
              -DBUILD_SHARED_LIBS=OFF \
              -DQL_USE_STD_SHARED_PTR=ON \
              -DQL_USE_STD_OPTIONAL=ON \
              -DQL_USE_STD_ANY=ON \
              -DQL_BUILD_EXAMPLES=OFF \
              -DQL_BUILD_TEST_SUITE=OFF \
              -DQL_BUILD_BENCHMARK=OFF
            cmake --build . --parallel $(sysctl -n hw.ncpu)
            cmake --install .
            cd ../..
            rm -rf QuantLib-${{ env.QUANTLIB_VERSION }}*

          CIBW_ENVIRONMENT_MACOS: >
            QuantLib_ROOT=/tmp/quantlib

          # Windows: Build QuantLib (PowerShell script, since cibuildwheel uses cmd on Windows)
          CIBW_BEFORE_ALL_WINDOWS: "powershell -ExecutionPolicy Bypass -File {project}/.github/scripts/build-quantlib-windows.ps1"

          CIBW_ENVIRONMENT_WINDOWS: >
            QuantLib_ROOT=C:/quantlib
            Boost_INCLUDE_DIR=C:/boost/include

          # Run tests
          CIBW_TEST_REQUIRES: pytest numpy
          CIBW_TEST_COMMAND: pytest {project}/tests -v --ignore={project}/tests/test_pricingengines_vanilla.py

      - uses: actions/upload-artifact@v4
        with:
          name: wheels-${{ matrix.os }}
          path: ./wheelhouse/*.whl

  build_sdist:
    name: Build source distribution
    runs-on: ubuntu-latest
    steps:
      - uses: actions/checkout@v4

      - name: Build sdist
        run: pipx run build --sdist

      - uses: actions/upload-artifact@v4
        with:
          name: sdist
          path: dist/*.tar.gz

  upload_pypi:
    name: Upload to PyPI
    needs: [build_wheels, build_sdist]
    runs-on: ubuntu-latest
    if: github.event_name == 'release' && github.event.action == 'published'

    environment:
      name: pypi
      url: https://pypi.org/p/pyquantlib

    permissions:
      id-token: write  # Required for trusted publishing

    steps:
      - uses: actions/download-artifact@v4
        with:
          pattern: wheels-*
          path: dist
          merge-multiple: true

      - uses: actions/download-artifact@v4
        with:
          name: sdist
          path: dist

      - name: Publish to PyPI
        uses: pypa/gh-action-pypi-publish@release/v1