add_pre-commit_and_flake8_to_CI

.github/workflows/test.yml

@@ -65,6 +65,31 @@ jobs:
         pip install pylint
         pylint --disable=C0104,C0114,C0115,C0116,C0301,C0302,C0411,C0413,C1802,R0201,R0401,R0801,R0902,R0903,R0911,R0912,R0913,R0914,R0915,R1720,W0105,W0123,W0201,W0511,W0613,W1113,W1514,E0401,E1121,C0103,C0209,R0402,R1705,R1710,R1725,R1735,W0102,W0212,W0221,W0223,W0231,W0237,W0612,W0621,W0622,W0703,W1309,E1102,E1136 --const-rgx='[a-z_][a-z0-9_]{2,30}$' qlib --init-hook "import astroid; astroid.context.InferenceContext.max_inferred = 500"
 
+    # The following flake8 error codes were ignored:
+      # E501 line too long
+        # Description: We have used black to limit the length of each line to 120.
+      # F541 f-string is missing placeholders
+        # Description: The same thing is done when using pylint for detection.
+      # E266 too many leading '#' for block comment
+        # Description: To make the code more readable, a lot of "#" is used.
+        # This error code appears centrally in:
+          # qlib/backtest/executor.py
+          # qlib/data/ops.py
+          # qlib/utils/__init__.py
+      # E402 module level import not at top of file
+        # Description: There are times when module level import is not available at the top of the file.
+      # W503 line break before binary operator
+        # Description: Since black formats the length of each line of code, it has to perform a line break when a line of arithmetic is too long.
+      # E731 do not assign a lambda expression, use a def
+        # Description: Restricts the use of lambda expressions, but at some point lambda expressions are required.
+      # E203 whitespace before ':'
+        # Description: If there is whitespace before ":", it cannot pass the black check.
+    - name: Check Qlib with flake8
+      run: |
+        pip install --upgrade pip
+        pip install flake8
+        flake8 --ignore=E501,F541,E266,E402,W503,E731,E203 qlib
+
     - name: Test data downloads
       run: |
         python scripts/get_data.py qlib_data --target_dir ~/.qlib/qlib_data/cn_data --interval 1d --region cn

.github/workflows/test_macos.yml

@@ -34,6 +34,13 @@ jobs:
         python -m black qlib -l 120 --check --diff
     # Test Qlib installed with pip
 
+    - name: Check Qlib with flake8
+        run: |
+          pip install --upgrade pip
+          pip install flake8
+          cd ..
+          flake8 --ignore=E501,F541,E266,E402,W503,E731,E203 qlib
+
     - name: Install Qlib with pip
       run: |
           python -m pip install numpy==1.19.5