Add Windows wheel (#2089)

.github/workflows/wheel.yml

@@ -10,6 +10,94 @@ env:
   CMDSTAN_VERSION: "2.26.1"
 
 jobs:
+  make-wheel-windows:
+    name: ${{ matrix.python-version }}-${{ matrix.architecture }}-${{ matrix.os }}
+    runs-on: ${{ matrix.os }}
+    strategy:
+      matrix:
+        os: ["windows-latest"]
+        python-version: [3.8]
+        architecture: ["x64"]
+      fail-fast: false
+
+    steps:
+      - name: "Setup environment variables (Windows)"
+        if: startsWith(runner.os, 'Windows')
+        shell: pwsh
+        run: |
+          (Get-ItemProperty "HKLM:System\CurrentControlSet\Control\FileSystem").LongPathsEnabled
+          $os_version = (Get-CimInstance Win32_OperatingSystem).version
+          Echo "OS_VERSION=$os_version" >> $env:GITHUB_ENV
+          Echo "PIP_DEFAULT_CACHE=$HOME/pip/cache" >> $env:GITHUB_ENV
+          Echo "DEFAULT_HOME=$HOME" >> $env:GITHUB_ENV
+
+      - name: "Checkout repo"
+        uses: actions/checkout@v2
+
+      - name: "Set up Python"
+        uses: actions/setup-python@v2
+        with:
+          python-version: ${{ matrix.python-version }}
+          architecture: ${{ matrix.architecture }}
+
+      - name: "Restore pip cache"
+        id: cache-pip
+        uses: actions/cache@v2
+        with:
+          path: ${{ env.PIP_DEFAULT_CACHE }}
+          key: ${{ runner.os }}-pip-${{ hashFiles('**/python/requirements.txt') }}-v1
+          restore-keys: |
+            ${{ runner.os }}-pip-
+
+      - name: "Install pip"
+        shell: pwsh
+        run: |
+          python -m pip install --upgrade pip
+          python -m pip install cibuildwheel build delvewheel
+
+      - name: "Restore cmdstan cache"
+        id: cache-cmdstan
+        uses: actions/cache@v2
+        with:
+          path: ${{ env.DEFAULT_HOME }}/.cmdstan
+          key: ${{ runner.os }}-cmdstan-${{ env.CMDSTAN_VERSION }}-v1
+
+      - name: "Restore RTools40"
+        id: cache-rtools
+        uses: actions/cache@v2
+        with:
+          path: C:/rtools40
+          key: ${{ runner.os }}-${{ env.OS_VERSION }}-rtools-v1
+
+      - name: "Download cmdstan"
+        if: steps.cache-cmdstan.outputs.cache-hit != 'true'
+        run: |
+          $ProgressPreference = "SilentlyContinue"
+          Invoke-WebRequest https://github.com/stan-dev/cmdstan/releases/download/v${{ env.CMDSTAN_VERSION }}/cmdstan-${{ env.CMDSTAN_VERSION }}.tar.gz -OutFile "D:/a/_temp/cmdstan.tar.gz"
+          New-Item -Path "$HOME" -Name ".cmdstan" -ItemType "directory"
+          tar -xf "D:/a/_temp/cmdstan.tar.gz" -C "$HOME/.cmdstan"
+
+      - name: "Build wheel"
+        run: |
+          cd python && python -m cibuildwheel --output-dir wheelhouse
+        env:
+          CIBW_ENVIRONMENT: >
+            STAN_BACKEND="${{ env.STAN_BACKEND }}"
+            CMDSTAN_VERSION=${{ env.CMDSTAN_VERSION }}
+            PIP_CACHE_DIR="${{ env.PIP_DEFAULT_CACHE }}"
+          CIBW_BUILD: cp36-* cp37-* cp38-*
+          CIBW_ARCHS: native
+          CIBW_BUILD_FRONTEND: build
+          # CIBW_REPAIR_WHEEL_COMMAND: delvewheel repair -w {dest_dir} {wheel}
+          CIBW_TEST_REQUIRES: pytest
+          CIBW_TEST_COMMAND: pytest --pyargs prophet
+
+      - name: "Upload wheel as artifact"
+        uses: actions/upload-artifact@v2
+        with:
+          name: ${{ matrix.os }}-wheel
+          path: "./**/*.whl"
+
   make-wheels-macos-linux:
     name: ${{ matrix.python-version }}-${{ matrix.architecture }}-${{ matrix.os }}
     runs-on: ${{ matrix.os }}
@@ -18,7 +106,6 @@ jobs:
         os: ["macos-latest", "ubuntu-latest"]
         python-version: [3.8]
         architecture: ["x64"]
-
       fail-fast: false
 
     steps:
@@ -89,6 +176,7 @@ jobs:
           CIBW_MANYLINUX_X86_64_IMAGE: manylinux2014
           CIBW_BEFORE_ALL_LINUX: chmod -R a+rwx /host/${{ env.PIP_DEFAULT_CACHE }}
           CIBW_BUILD: cp36-* cp37-* cp38-*
+          CIBW_SKIP: "*musllinux*"
           CIBW_ARCHS: native
           CIBW_BUILD_FRONTEND: build
           CIBW_TEST_REQUIRES: pytest

python/prophet/models.py

@@ -10,12 +10,17 @@ from typing import Tuple
 from collections import OrderedDict
 from enum import Enum
 from pathlib import Path
+import os
 import pickle
 import pkg_resources
+import platform
 
 import logging
 logger = logging.getLogger('prophet.models')
 
+PLATFORM = "unix"
+if platform.platform().startswith("Win"):
+    PLATFORM = "win"
 
 class IStanBackend(ABC):
     def __init__(self):
@@ -66,8 +71,20 @@ class CmdStanPyBackend(IStanBackend):
     def get_type():
         return StanBackendEnum.CMDSTANPY.name
 
+    def _add_tbb_to_path(self):
+        """Add the TBB library to $PATH on Windows only. Required for loading model binaries."""
+        if PLATFORM == "win":
+            tbb_path = pkg_resources.resource_filename(
+                "prophet",
+                f"stan_model/cmdstan-{self.CMDSTAN_VERSION}/stan/lib/stan_math/lib/tbb"
+            )
+            os.environ["PATH"] = ";".join(
+                list(OrderedDict.fromkeys([tbb_path] + os.environ.get("PATH", "").split(";")))
+            )
+
     def load_model(self):
         import cmdstanpy
+        self._add_tbb_to_path()
         model_file = pkg_resources.resource_filename(
             'prophet',
             'stan_model/prophet_model.bin',

python/setup.py

@@ -137,13 +137,42 @@ def get_cmdstan_cache() -> str:
 def download_cmdstan(cache_dir: Path) -> None:
     """Ensure the cmdstan library exists in the cache directory."""
     import cmdstanpy
+    from cmdstanpy.install_cmdstan import retrieve_version
 
     if cache_dir.is_dir():
         print(f"Found existing cmdstan library at {cache_dir}")
     else:
+        print(f"Downloading cmdstan to {cache_dir}")
         cache_dir.parent.mkdir(parents=True, exist_ok=True)
         with cmdstanpy.utils.pushd(cache_dir.parent):
-            cmdstanpy.utils.retrieve_version(version=CMDSTAN_VERSION, progress=False)
+            retrieve_version(version=CMDSTAN_VERSION, progress=False)
+
+
+def install_cmdstan_toolchain():
+    """Install C++ compilers required to build stan models on Windows machines."""
+    from cmdstanpy.install_cxx_toolchain import main as _install_cxx_toolchain
+    _install_cxx_toolchain()
+
+
+def install_cmdstan_deps(cmdstan_dir: Path):
+    import cmdstanpy
+
+    cmdstan_cache = get_cmdstan_cache()
+    download_cmdstan(cmdstan_cache)
+    if cmdstan_dir.is_dir():
+        rmtree(cmdstan_dir)
+    copytree(cmdstan_cache, cmdstan_dir)
+
+    if PLATFORM == "win":
+        try:
+            cmdstanpy.utils.cxx_toolchain_path()
+        except Exception:
+            install_cmdstan_toolchain()
+
+    with cmdstanpy.utils.pushd(cmdstan_dir):
+        clean_all_cmdstan()
+        build_cmdstan()
+    cmdstanpy.set_cmdstan_path(str(cmdstan_dir))
 
 
 def build_cmdstan_model(target_dir):
@@ -157,19 +186,8 @@ def build_cmdstan_model(target_dir):
     target_dir: Directory to copy the compiled model executable and core cmdstan files to.
     """
     import cmdstanpy
-
-    cmdstan_cache = get_cmdstan_cache()
-    download_cmdstan(cmdstan_cache)
-
-    cmdstan_dir = os.path.join(target_dir, f"cmdstan-{CMDSTAN_VERSION}")
-    if os.path.isdir(cmdstan_dir):
-        rmtree(cmdstan_dir)
-    copytree(cmdstan_cache, cmdstan_dir)
-    with cmdstanpy.utils.pushd(cmdstan_dir):
-        clean_all_cmdstan()
-        build_cmdstan()
-    cmdstanpy.set_cmdstan_path(cmdstan_dir)
-
+    cmdstan_dir = (Path(target_dir) / f"cmdstan-{CMDSTAN_VERSION}").resolve()
+    install_cmdstan_deps(cmdstan_dir)
     model_name = "prophet.stan"
     target_name = "prophet_model.bin"
     sm = cmdstanpy.CmdStanModel(stan_file=os.path.join(MODEL_DIR, model_name))
@@ -205,7 +223,7 @@ def build_models(target_dir):
         print(f"Compiling {backend} model")
         if backend == "CMDSTANPY":
             build_cmdstan_model(target_dir)
-        elif backend == "PYSTAN":
+        elif backend == "PYSTAN" and PLATFORM != "win":
             build_pystan_model(target_dir)