We can call C functions from Cython. For instance, in this example, we will call the C log function. This function works on a single number only. Remember that the NumPy
log function can also work with arrays. We will compute the so-called log returns of stock prices.
We will start by writing some Cython code:
First, we need to import the C
logfunction from thelibcnamespace. Second, we will apply this function to numbers in aforloop. Finally, we will use the NumPydifffunction to get the first order difference between the log values in the second step.from libc.math cimport log import numpy def logrets(numbers): logs = [log(x) for x in numbers] return numpy.diff(logs)
Building has been covered in the previous recipes already. We only need to change some values in the
setup.pyfile.Let's download stock price data with matplotlib, again. Apply the Cython
logretsfunction that we just created on the...