Module riskmodels.c_build.build_univarmargins

from cffi import FFI
import os

from pathlib import Path

project_dir = Path(__file__).resolve().parents[2]

ffibuilder = FFI()

ffibuilder.cdef(
    """ 
        double empirical_power_margin_cdf_py_interface(
  int x, 
  int nd_length,
  int gen_min,
  int gen_max,
  int* nd_vals, 
  double* gen_cdf);

double empirical_net_demand_cdf_py_interface(
  double x,
  int nd_length,
  int* nd_vals);

double semiparametric_power_margin_cdf_py_interface(
  int x,
  double u,
  double p,
  double sigma,
  double xi,
  int nd_length,
  int gen_min,
  int gen_max,
  int* nd_vals,
  double* gen_cdf
  );

void bayesian_semiparametric_power_margin_cdf_trace_py_interface(
  int x,
  double u,
  double p,
  int n_posterior,
  double* sigma,
  double* xi,
  int nd_length,
  int gen_min,
  int gen_max,
  int* nd_vals,
  double* gen_cdf,
  double* py_output);

double empirical_cvar_py_interface(
  int q,
  int nd_length,
  int gen_min,
  int gen_max,
  int* nd_vals, 
  double* gen_cdf,
  double* gen_expectation);

double semiparametric_cvar_py_interface(
  int q,
  double u,
  double p,
  double sigma,
  double xi,
  int nd_length,
  int gen_min,
  int gen_max,
  int* nd_vals,
  double* gen_cdf,
  double* gen_expectation);

void bayesian_semiparametric_cvar_trace_py_interface(
  int q,
  double u,
  double p,
  int n_posterior,
  double *sigma,
  double *xi,
  int nd_length,
  int gen_min,
  int gen_max,
  int* nd_vals,
  double* gen_cdf,
  double* gen_expectation,
  double* py_output);
        """
)


header = f'#include "{project_dir / "riskmodels" / "c" / "libunivarmargins.h"}"'


ffibuilder.set_source(
    "c_univariate_surplus_api",  # name of the output C extension
    # """
    # #include "../../riskmodels/_c/libunivarmargins.h"
    # """,
    header,
    sources=["riskmodels/c/libunivarmargins.c"],
    libraries=["m"],
)  # on Unix, link with the math library

if __name__ == "__main__":
    ffibuilder.compile(verbose=True)