pyquantlib/.github/workflows/windows.yml at main · quantales/pyquantlib · GitHub

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# PyQuantLib: Python bindings for QuantLib
# Copyright (c) 2025 Yassine Idyiahia
#
# QuantLib is Copyright (c) 2000-2025 The QuantLib Authors
# QuantLib is free software under a modified BSD license.
# See http://quantlib.org/ for more information.
#
# Source: https://github.com/quantales/pyquantlib
# Licensed under the BSD 3-Clause License. See LICENSE file for details.

name: Windows build

on:
  workflow_dispatch:
  push:
    branches: [main]
    paths:
      - "src/**"
      - "include/**"
      - "CMakeLists.txt"
      - "pyproject.toml"
      - ".github/workflows/windows.yml"
  pull_request:
    paths:
      - "src/**"
      - "include/**"
      - "CMakeLists.txt"
      - "pyproject.toml"
      - ".github/workflows/windows.yml"

env:
  QUANTLIB_VERSION: "1.41"
  BOOST_VERSION: "1.86.0"
  BOOST_VERSION_UNDERSCORE: "1_86_0"

jobs:
  build:
    runs-on: windows-latest
    strategy:
      fail-fast: false
      matrix:
        python-version: ["3.10", "3.11", "3.12", "3.13"]

    steps:
      - uses: actions/checkout@v4

      - name: Set up Python ${{ matrix.python-version }}
        uses: actions/setup-python@v5
        with:
          python-version: ${{ matrix.python-version }}
          cache: 'pip'

      - name: Cache Boost headers
        id: cache-boost
        uses: actions/cache@v4
        with:
          path: C:/boost
          key: boost-headers-${{ env.BOOST_VERSION }}-windows-v1

      - name: Download Boost headers
        if: steps.cache-boost.outputs.cache-hit != 'true'
        run: |
          Write-Host "Downloading Boost $env:BOOST_VERSION headers..."
          $url = "https://archives.boost.io/release/$env:BOOST_VERSION/source/boost_$env:BOOST_VERSION_UNDERSCORE.zip"
          Invoke-WebRequest -Uri $url -OutFile boost.zip
          Write-Host "Extracting Boost headers..."
          Expand-Archive -Path boost.zip -DestinationPath C:/boost-temp
          mkdir C:/boost/include -Force
          Move-Item "C:/boost-temp/boost_$env:BOOST_VERSION_UNDERSCORE/boost" "C:/boost/include/boost"
          Remove-Item -Recurse -Force C:/boost-temp, boost.zip
          Write-Host "Boost headers installed to C:/boost/include"

      - name: Cache QuantLib
        id: cache-quantlib
        uses: actions/cache@v4
        with:
          path: C:/quantlib-install
          key: quantlib-${{ env.QUANTLIB_VERSION }}-std-windows-v3
          restore-keys: |
            quantlib-${{ env.QUANTLIB_VERSION }}-std-windows-

      - name: Build QuantLib from source
        if: steps.cache-quantlib.outputs.cache-hit != 'true'
        run: |
          Write-Host "Downloading QuantLib $env:QUANTLIB_VERSION..."
          Invoke-WebRequest -Uri "https://github.com/lballabio/QuantLib/releases/download/v$env:QUANTLIB_VERSION/QuantLib-$env:QUANTLIB_VERSION.tar.gz" -OutFile QuantLib.tar.gz
          tar xzf QuantLib.tar.gz
          cd "QuantLib-$env:QUANTLIB_VERSION"
          mkdir build -Force | Out-Null
          cd build
          Write-Host "Configuring QuantLib with std:: flags..."
          cmake .. -G "Visual Studio 17 2022" -A x64 `
            -DCMAKE_BUILD_TYPE=Release `
            -DCMAKE_INSTALL_PREFIX=C:/quantlib-install `
            -DCMAKE_MSVC_RUNTIME_LIBRARY=MultiThreadedDLL `
            -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 `
            -DBoost_INCLUDE_DIR=C:/boost/include
          Write-Host "Building QuantLib..."
          cmake --build . --config Release --parallel
          Write-Host "Installing QuantLib..."
          cmake --install . --config Release

      - name: Verify QuantLib configuration
        run: |
          Write-Host "Checking QuantLib config.hpp for std:: flags..."
          Get-Content "C:\quantlib-install\include\ql\config.hpp" | Select-String -Pattern "QL_USE_STD"

      - name: Install Python build dependencies
        run: |
          python -m pip install --upgrade pip

      - name: Build package with dev dependencies
        run: |
          pip install -e .[dev] -v
        env:
          QuantLib_ROOT: C:/quantlib-install
          Boost_INCLUDE_DIR: C:/boost/include

      - name: Run tests
        run: |
          pytest -v