Fix the empty price_s case and self.instruments in SBBStrategyEMA. (#… #1592
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| name: Test qlib from source | |
| on: | |
| push: | |
| branches: [ main ] | |
| pull_request: | |
| branches: [ main ] | |
| jobs: | |
| build: | |
| timeout-minutes: 180 | |
| # 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 | |
| uses: actions/checkout@v3 | |
| - name: Set up Python ${{ matrix.python-version }} | |
| uses: actions/setup-python@v4 | |
| with: | |
| python-version: ${{ matrix.python-version }} | |
| - name: Update pip to the latest version | |
| run: | | |
| python -m pip install --upgrade pip | |
| - name: Installing pytorch for macos | |
| if: ${{ matrix.os == 'macos-13' || matrix.os == 'macos-14' || matrix.os == 'macos-15' }} | |
| run: | | |
| python -m pip install torch torchvision torchaudio | |
| - name: Installing pytorch for ubuntu | |
| if: ${{ matrix.os == 'ubuntu-20.04' || matrix.os == 'ubuntu-22.04' }} | |
| run: | | |
| python -m pip install torch torchvision torchaudio --extra-index-url https://download.pytorch.org/whl/cpu | |
| - name: Installing pytorch for windows | |
| if: ${{ matrix.os == 'windows-latest' }} | |
| run: | | |
| python -m pip install torch torchvision torchaudio | |
| - name: Set up Python tools | |
| run: | | |
| make dev | |
| - name: Lint with Black | |
| run: | | |
| make black | |
| - name: Make html with sphinx | |
| # Since read the docs builds on ubuntu 22.04, we only need to test that the build passes on ubuntu 22.04. | |
| if: ${{ matrix.os == 'ubuntu-22.04' }} | |
| run: | | |
| make docs-gen | |
| - name: Check Qlib with pylint | |
| run: | | |
| make pylint | |
| - name: Check Qlib with flake8 | |
| run: | | |
| make flake8 | |
| - name: Check Qlib with mypy | |
| run: | | |
| make mypy | |
| - name: Check Qlib ipynb with nbqa | |
| run: | | |
| make nbqa | |
| - name: Test data downloads | |
| run: | | |
| python scripts/get_data.py qlib_data --name qlib_data_simple --target_dir ~/.qlib/qlib_data/cn_data --interval 1d --region cn | |
| python scripts/get_data.py download_data --file_name rl_data.zip --target_dir tests/.data/rl | |
| - 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: Check Qlib ipynb with nbconvert | |
| run: | | |
| make nbconvert | |
| - name: Test workflow by config (install from source) | |
| run: | | |
| python -m pip install numba | |
| python qlib/workflow/cli.py examples/benchmarks/LightGBM/workflow_config_lightgbm_Alpha158.yaml | |
| - name: Unit tests with Pytest | |
| uses: nick-fields/retry@v2 | |
| with: | |
| timeout_minutes: 60 | |
| max_attempts: 3 | |
| command: | | |
| cd tests | |
| python -m pytest . -m "not slow" --durations=0 |