Using Cython with NumPy

Cython is a relatively young programming language based on Python. The difference is that with Python we can optionally declare static types for variables in the code. Cython is a compiled language that generates CPython extension modules. Besides providing performance enhancement, a major use of Cython is interfacing already existing C/C++ software with Python.

We can integrate Cython and NumPy code in the same way that we can integrate Cython and Python code. Let's go through an example that analyses the ratio of up days (close higher than the previous day) for a stock. We will apply the formula for binomial proportion confidence (http://en.wikipedia.org/wiki/Binomial_proportion_confidence_interval). This indicates how significant the ratio is.

1. Write a .pyx file.

   The .pyx files contain Cython code. Basically, Cython code is standard Python code with optional static type declarations added for variables. Let's write a .pyx file that contains a function that calculates...