add pip git install ci

.github/workflows/py-github-check.yaml

@@ -0,0 +1,125 @@
+on:
+  push:
+    branches: ['feature/python', 'feature/py-*'] # change to [main, master, 'hotfix/*', 'release/*', develop, 'feature/py-*'] after finish
+  #   pull_request:
+  #     branches: [main, master, 'hotfix/*', 'release/*', develop]
+
+name: py-github-check
+
+jobs:
+  build:
+    runs-on: ${{ matrix.os }}
+
+    strategy:
+      fail-fast: false
+      matrix:
+        os: [ubuntu-latest, windows-latest, macos-latest]
+        python-version: ['3.10', '3.11', '3.12']
+
+    defaults:
+      run:
+        working-directory: python
+
+    name: ${{ matrix.os }} (${{ matrix.python-version }})
+
+    steps:
+      - uses: actions/checkout@v4
+
+      - uses: actions/setup-python@v5
+        with:
+          python-version: ${{ matrix.python-version }}
+
+      - name: Verify git
+        run: git --version
+
+      - name: Set system dependencies on Linux
+        if: runner.os == 'Linux'
+        run: |
+          sudo apt-get update
+          sudo apt-get install -y libboost-all-dev libeigen3-dev
+          echo $(sudo apt list --installed)
+          echo "EIGEN_INCLUDE_DIR=/usr/include/eigen3" >> $GITHUB_ENV
+          echo "BOOST_INCLUDE_DIR=/usr/include/boost" >> $GITHUB_ENV
+      
+      - name: Set system dependencies on macOS
+        if: runner.os == 'macOS'
+        run: |
+          brew update
+          brew install llvm libomp boost eigen
+          EIGEN_LOC=$(brew --prefix eigen)
+          BOOST_LOC=$(brew --prefix boost)
+          LLVM_LOC=$(brew --prefix llvm)
+          OMP_LOC=$(brew --prefix libomp)
+          echo "EIGEN_INCLUDE_DIR=$EIGEN_LOC/include/eigen3" >> $GITHUB_ENV
+          echo "BOOST_INCLUDE_DIR=$BOOST_LOC/include" >> $GITHUB_ENV
+          echo "LLVM_LOC=$LLVM_LOC" >> $GITHUB_ENV
+          echo "OMP_LOC=$OMP_LOC" >> $GITHUB_ENV
+          echo "CC=$LLVM_LOC/bin/clang" >> $GITHUB_ENV
+          echo "CXX=$LLVM_LOC/bin/clang++" >> $GITHUB_ENV
+          echo "CPPFLAGS=-I$LLVM_LOC/include -I$OMP_LOC/include" >> $GITHUB_ENV
+          echo "LDFLAGS=-L$LLVM_LOC/lib -L$OMP_LOC/lib" >> $GITHUB_ENV
+      
+      - name: Set system dependencies on Windows
+        if: runner.os == 'Windows'
+        run: |
+          choco install eigen -y --no-progress
+          choco install boost-msvc-14.3 -y --no-progress
+          $eigenPath = (
+            Get-ChildItem -Path "C:\ProgramData\chocolatey\lib\eigen" -Recurse -Filter "Eigen" |
+            Select-Object -First 1
+          ).Parent.FullName
+          if ($eigenPath) {
+            echo "eigen is installed in $eigenPath"
+          } else {
+            Write-Error "Wrong eigen path"
+            exit 1
+          }
+          $boostPath = $null
+          $boostCand = @("C:\local", "C:\ProgramData\chocolatey\lib")
+          foreach ($cand in $boostCand) {
+            $isPath = (
+                Get-ChildItem -Path $cand -Directory |
+                Where-Object { $_.Name -match  "boost" } |
+                Sort-Object LastWriteTime -Descending |
+                Select-Object -First 1
+            ).FullName
+            if ($isPath) {
+                $boostPath = $isPath
+                break
+            }
+          }
+          if ($boostPath) {
+            echo "boost is installed in $boostPath"
+          } else {
+            Write-Error "Wrong boost path"
+            exit 1
+          }
+          echo "EIGEN_INCLUDE_DIR=$eigenPath" >> $Env:GITHUB_ENV
+          echo "BOOST_INCLUDE_DIR=$boostPath" >> $Env:GITHUB_ENV
+
+      - name: Verify Eigen and boost on non-Windows
+        if: runner.os != 'Windows'
+        run: |
+          ls ${{ env.EIGEN_INCLUDE_DIR }}
+          ls ${{ env.BOOST_INCLUDE_DIR }}
+      
+      - name: Verify Eigen and boost on Windows
+        if: runner.os == 'Windows'
+        run: |
+          dir ${{ env.EIGEN_INCLUDE_DIR }}
+          dir ${{ env.BOOST_INCLUDE_DIR }}
+
+      - name: Install package from github
+        # change branch after finishing the feature
+        run: |
+          pip install --upgrade pip
+          python -m pip install git+https://github.com/ygeunkim/bvhar.git@feature/python#subdirectory=python[test]
+      
+      - name: Verify installation
+        run: pip list
+
+      - name: OpenMP check
+        run: python -c "from bvhar.utils import checkomp; checkomp.check_omp()"
+
+      - name: Test
+        run: pytest

.github/workflows/py-sdist-check.yaml

@@ -126,7 +126,11 @@ jobs:
       - name: Install sdist on Windows
         if: runner.os == 'Windows'
         run: |
-          $dist = (Get-ChildItem -Path dist -Filter "*.zip" | Select-Object -First 1).FullName
+          $dist = (
+            Get-ChildItem -Path dist |
+            Where-Object { $_.Name -like "*.zip" -or $_.Name -like "*.tar.gz" } |
+            Select-Object -First 1
+          ).FullName
           pip install $dist
       
       - name: Verify installation

python/MANIFEST.in

@@ -0,0 +1,2 @@
+include setup.py
+include pyproject.toml

python/docs/index.qmd

@@ -1,10 +1,14 @@
 # bvhar <a href="https://github.com/ygeunkim/bvhar/tree/feature/python/python/"><img src="logo.png" align="right" height="138" /></a>
 
-This is a python version for [`bvhar`](https://cloud.r-project.org/web/packages/bvhar/index.html) package.
+This is a Python version for [`bvhar`](https://cloud.r-project.org/web/packages/bvhar/index.html) package.
 
 The package implements C++ headers made in R package.
 Learn more about [`bvhar for R`](https://ygeunkim.github.io/package/bvhar/index.html).
 
+::: {.callout-note}
+`bvhar` for Python is not ready to use. This page is rendered just for testing; yet.
+:::
+
 ## Eigen and boost setting
 
 `bvhar` C++ sources uses
@@ -40,5 +44,6 @@ pip install -e .
 
 ## Usage
 
-`bvhar` for python is not ready to use.
+You can see the development status in PR [#10](https://github.com/ygeunkim/bvhar/pull/10).
+
 

python/docs/intro.qmd

@@ -22,8 +22,17 @@ etf_vix
 
 # Models
 
+```{python}
+from bvhar.model import VarOls, VharOls
+```
+
 ## VAR
 
+```{python}
+fit_var = VarOls(etf_vix, 1, True)
+fit_var.fit()
+```
+
 ## VHAR
 
 ## BVAR

python/pyproject.toml

@@ -61,6 +61,11 @@ doc = [
 test = [
     "pytest"
 ]
+dev = [
+    "pytest",
+    "jupyter",
+    "quartodoc"
+]
 
 [build-system]
 requires = [