Fix the empty price_s case and self.instruments in SBBStrategyEMA. (#… #1601
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name: Test qlib from source slow | |
on: | |
push: | |
branches: [ main ] | |
pull_request: | |
branches: [ main ] | |
jobs: | |
build: | |
timeout-minutes: 720 | |
# we may retry for 3 times for `Unit tests with Pytest` | |
runs-on: ${{ matrix.os }} | |
strategy: | |
matrix: | |
os: [windows-latest, ubuntu-20.04, ubuntu-22.04, macos-13, macos-14, macos-15] | |
# In github action, using python 3.7, pip install will not match the latest version of the package. | |
# Also, python 3.7 is no longer supported from macos-14, and will be phased out from macos-13 in the near future. | |
# All things considered, we have removed python 3.7. | |
python-version: ["3.8", "3.9", "3.10", "3.11", "3.12"] | |
steps: | |
- name: Test qlib from source slow | |
uses: actions/checkout@v3 | |
- name: Set up Python ${{ matrix.python-version }} | |
uses: actions/setup-python@v4 | |
with: | |
python-version: ${{ matrix.python-version }} | |
- name: Set up Python tools | |
run: | | |
make dev | |
- name: Downloads dependencies data | |
run: | | |
python scripts/get_data.py qlib_data --name qlib_data_simple --target_dir ~/.qlib/qlib_data/cn_data --interval 1d --region cn | |
- name: Install Lightgbm for MacOS | |
if: ${{ matrix.os == 'macos-13' || matrix.os == 'macos-14' || matrix.os == 'macos-15' }} | |
run: | | |
/bin/bash -c "$(curl -fsSL https://raw.githubusercontent.com/Microsoft/qlib/main/.github/brew_install.sh)" | |
HOMEBREW_NO_AUTO_UPDATE=1 brew install lightgbm | |
# FIX MacOS error: Segmentation fault | |
# reference: https://github.com/microsoft/LightGBM/issues/4229 | |
wget https://raw.githubusercontent.com/Homebrew/homebrew-core/fb8323f2b170bd4ae97e1bac9bf3e2983af3fdb0/Formula/libomp.rb | |
brew unlink libomp | |
brew install libomp.rb | |
- name: Unit tests with Pytest | |
uses: nick-fields/retry@v2 | |
with: | |
timeout_minutes: 240 | |
max_attempts: 3 | |
command: | | |
cd tests | |
python -m pytest . -m "slow" --durations=0 |