removed so files

.gitignore

@@ -12,8 +12,8 @@
 __pycache__/
 *.py[cod]
 
-# # C extensions
-# *.so
+# C extensions
+*.so
 
 # Distribution / packaging
 bin/

notebooks/c-code.ipynb

@@ -18,7 +18,7 @@
   },
   {
    "cell_type": "code",
-   "execution_count": 13,
+   "execution_count": 3,
    "id": "13428385",
    "metadata": {},
    "outputs": [
@@ -27,7 +27,7 @@
      "output_type": "stream",
      "text": [
       "Half-life of theta in days =  87.3365447505531\n",
-      "2.7094292640686035\n"
+      "3.0940842628479004\n"
      ]
     }
    ],

src/risktools/_sims.py

@@ -7,6 +7,7 @@
 import multiprocessing as mp
 import time
 from numpy.random import default_rng
+import platform
 
 ST = time.time()
 
@@ -79,7 +80,12 @@ def simGBM(s0=10, mu=0, sigma=0.2, r=0, T=1, dt=1 / 252, sims=1000, eps=None):
 
 def _import_csimOU():
     dir = os.path.dirname(os.path.realpath(__file__)) + "/../" #+ "/c/"
-    lib = ctypes.cdll.LoadLibrary(dir + "simOU.so")
+
+    ext = ".so"
+    if platform.system() == 'Windows':
+        ext = ".dll"
+
+    lib = ctypes.cdll.LoadLibrary(dir + "simOU" + ext)
     fun = lib.csimOU
     fun.restype = None
     fun.argtypes = [