Merge remote-tracking branch 'origin/main' into nested_decision_exe

.github/workflows/test.yml

@@ -12,7 +12,7 @@ jobs:
     runs-on: ${{ matrix.os }}
     strategy:
       matrix:
-        os: [windows-latest, ubuntu-16.04, ubuntu-18.04, ubuntu-20.04]
+        os: [windows-latest, ubuntu-18.04, ubuntu-20.04]
         python-version: [3.6, 3.7, 3.8]
 
     steps:

.github/workflows/test_macos.yml

@@ -36,12 +36,15 @@ jobs:
       run: |
           python -m pip install numpy==1.19.5
           python -m pip install pyqlib --ignore-installed ruamel.yaml numpy
-
     - name: Install Lightgbm for MacOS
       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: Test data downloads
       run: |
         python scripts/get_data.py qlib_data --target_dir ~/.qlib/qlib_data/cn_data --interval 1d --region cn
@@ -56,7 +59,6 @@ jobs:
         python -m pip install numpy jupyter jupyter_contrib_nbextensions
         python -m pip install -U scipy scikit-learn # installing without this line will cause errors on GitHub Actions, while instsalling locally won't
         python setup.py install
-
     - name: Install test dependencies
       run: |
         python -m pip install --upgrade pip
@@ -68,4 +70,4 @@ jobs:
         python -m pytest . --durations=0
     - name: Test workflow by config (install from source)
       run: |
-          python qlib/workflow/cli.py examples/benchmarks/LightGBM/workflow_config_lightgbm_Alpha158.yaml
+          python qlib/workflow/cli.py examples/benchmarks/LightGBM/workflow_config_lightgbm_Alpha158.yaml