update alphamind for linux

.gitignore

@@ -9,4 +9,5 @@ Alpha_Mind.egg-info/*
 *.html
 *.nbc
 *.nbi
-/notebooks/.ipynb_checkpoints
\ No newline at end of file
+/notebooks/.ipynb_checkpoints
+alphamind/cython/*.so
\ No newline at end of file

.gitmodules

+[submodule "alphamind/pfopt"]
+	path = alphamind/pfopt
+	url = https://github.com/alpha-miner/portfolio-optimizer.git

alphamind/cython/optimizers.pyx

@@ -7,13 +7,14 @@ Created on 2017-7-20
 """
 
 cimport numpy as cnp
+from libcpp.vector cimport vector
 import numpy as np
 
 
 cdef extern from "lpoptimizer.hpp" namespace "pfopt":
     cdef cppclass LpOptimizer:
         LpOptimizer(int, int, double*, double*, double*, double*) except +
-        double* xValue()
+        vector[double] xValue()
         double feval()
         int status()
 
@@ -50,13 +51,7 @@ cdef class LPOptimizer:
         return self.cobj.feval()
 
     def x_value(self):
-        cdef cnp.ndarray[double, ndim=1] res = np.zeros(self.n)
-        cdef double* c_arr = self.cobj.xValue()
-
-        for i in range(self.n):
-            res[i] = c_arr[i]
-
-        return res
+        return np.array(self.cobj.xValue())
 
 
 cdef extern from "mvoptimizer.hpp" namespace "pfopt":
@@ -71,7 +66,7 @@ cdef extern from "mvoptimizer.hpp" namespace "pfopt":
                     double*,
                     double*,
                     double) except +
-        double* xValue()
+        vector[double] xValue()
         double feval()
         int status()
 
@@ -130,13 +125,7 @@ cdef class QPOptimizer:
         return self.cobj.feval()
 
     def x_value(self):
-        cdef cnp.ndarray[double, ndim=1] res = np.zeros(self.n)
-        cdef double* c_arr = self.cobj.xValue()
-
-        for i in range(self.n):
-            res[i] = c_arr[i]
-
-        return res
+        return np.array(self.cobj.xValue())
 
     def status(self):
         return self.cobj.status()
\ No newline at end of file

pfopt @ ff9d94bd

+Subproject commit ff9d94bda11f11fc28df83ff0a2a8158e469f152

libs/include/linux/alglib/CMakeLists.txt

-file(GLOB_RECURSE ALGLIB_FILES ".h" "*.hpp" "*.cpp")
-
-add_library(alglib ${LIB_TYPE} ${ALGLIB_FILES})

libs/include/linux/alglib/stdafx.h

-
-

libs/include/linux/clp/ClpConfig.h

-/* src/config_clp.h.  Generated by configure.  */
-/* src/config_clp.h.in.  */
-
-/* Define to 1, 2, 3, or 4 if Aboca should be build. */
-/* #undef CLP_HAS_ABC */
-
-/* Version number of project */
-#define CLP_VERSION "1.16"
-
-/* Major Version number of project */
-#define CLP_VERSION_MAJOR 1
-
-/* Minor Version number of project */
-#define CLP_VERSION_MINOR 16
-
-/* Release Version number of project */
-#define CLP_VERSION_RELEASE 9999

libs/include/linux/clp/CoinDistance.hpp

-/* $Id: CoinDistance.hpp 1372 2011-01-03 23:31:00Z lou $ */
-// Copyright (C) 2000, International Business Machines
-// Corporation and others.  All Rights Reserved.
-// This code is licensed under the terms of the Eclipse Public License (EPL).
-
-#ifndef CoinDistance_H
-#define CoinDistance_H
-
-#include <iterator>
-
-//-------------------------------------------------------------------
-//
-// Attempt to provide an std::distance function
-// that will work on multiple platforms
-//
-//-------------------------------------------------------------------
-
-/** CoinDistance
-
-This is the Coin implementation of the std::function that is 
-designed to work on multiple platforms.
-*/
-template <class ForwardIterator, class Distance>
-void coinDistance(ForwardIterator first, ForwardIterator last,
-		  Distance& n)
-{
-#if defined(__SUNPRO_CC)
-   n = 0;
-   std::distance(first,last,n);
-#else
-   n = std::distance(first,last);
-#endif
-}
-
-template <class ForwardIterator>
-size_t coinDistance(ForwardIterator first, ForwardIterator last)
-{
-   size_t retVal;
-#if defined(__SUNPRO_CC)
-   retVal = 0;
-   std::distance(first,last,retVal);
-#else
-   retVal = std::distance(first,last);
-#endif
-  return retVal;
-}
-
-#endif