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https://github.com/microsoft/qlib.git
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split_CI (#1141)
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@@ -1,4 +1,6 @@
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[pytest]
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markers =
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slow: marks tests as slow (deselect with '-m "not slow"')
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filterwarnings =
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ignore:.*rng.randint:DeprecationWarning
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ignore:.*Casting input x to numpy array:UserWarning
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@@ -1,5 +1,6 @@
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import copy
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import unittest
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import pytest
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import fire
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import pandas as pd
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@@ -14,6 +15,7 @@ from qlib.workflow.online.update import LabelUpdater
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class TestRolling(TestAutoData):
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@pytest.mark.slow
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def test_update_pred(self):
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"""
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This test is for testing if it will raise error if the `to_date` is out of the boundary.
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@@ -73,6 +75,7 @@ class TestRolling(TestAutoData):
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# this range is fixed now
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self.assertTrue((updated_pred.loc[mod_range2] == -2).all().item())
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@pytest.mark.slow
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def test_update_label(self):
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task = copy.deepcopy(CSI300_GBDT_TASK)
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@@ -4,6 +4,7 @@
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import sys
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import shutil
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import unittest
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import pytest
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from pathlib import Path
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import qlib
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@@ -184,16 +185,19 @@ class TestAllFlow(TestAutoData):
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def tearDownClass(cls) -> None:
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shutil.rmtree(cls.URI_PATH.lstrip("file:"))
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@pytest.mark.slow
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def test_0_train_with_sigana(self):
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TestAllFlow.PRED_SCORE, ic_ric, uri_path = train_with_sigana(self.URI_PATH)
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self.assertGreaterEqual(ic_ric["ic"].all(), 0, "train failed")
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self.assertGreaterEqual(ic_ric["ric"].all(), 0, "train failed")
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@pytest.mark.slow
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def test_1_train(self):
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TestAllFlow.PRED_SCORE, ic_ric, TestAllFlow.RID = train(self.URI_PATH)
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self.assertGreaterEqual(ic_ric["ic"].all(), 0, "train failed")
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self.assertGreaterEqual(ic_ric["ric"].all(), 0, "train failed")
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@pytest.mark.slow
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def test_2_backtest(self):
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analyze_df = backtest_analysis(TestAllFlow.PRED_SCORE, TestAllFlow.RID, self.URI_PATH)
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self.assertGreaterEqual(
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@@ -203,6 +207,7 @@ class TestAllFlow(TestAutoData):
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)
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self.assertTrue(not analyze_df.isna().any().any(), "backtest failed")
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@pytest.mark.slow
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def test_3_expmanager(self):
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pass_default, pass_current, uri_path = fake_experiment()
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self.assertTrue(pass_default, msg="default uri is incorrect")
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@@ -4,6 +4,7 @@
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from qlib.workflow.record_temp import SignalRecord
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import shutil
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import unittest
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import pytest
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from pathlib import Path
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from qlib.contrib.workflow import MultiSegRecord, SignalMseRecord
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@@ -47,9 +48,11 @@ class TestAllFlow(TestAutoData):
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def tearDownClass(cls) -> None:
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shutil.rmtree(cls.URI_PATH.lstrip("file:"))
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@pytest.mark.slow
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def test_0_multiseg(self):
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uri_path = train_multiseg(self.URI_PATH)
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@pytest.mark.slow
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def test_1_mse(self):
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uri_path = train_mse(self.URI_PATH)
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@@ -2,6 +2,7 @@
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# Licensed under the MIT License.
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import unittest
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import pytest
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import sys
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from qlib.tests import TestAutoData
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from qlib.data.dataset import TSDatasetH
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@@ -11,6 +12,7 @@ from qlib.data.dataset.handler import DataHandlerLP
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class TestDataset(TestAutoData):
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@pytest.mark.slow
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def testTSDataset(self):
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tsdh = TSDatasetH(
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handler={
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@@ -6,12 +6,13 @@ import sys
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import qlib
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import shutil
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import unittest
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import pytest
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import pandas as pd
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import baostock as bs
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from pathlib import Path
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from qlib.data import D
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from scripts.get_data import GetData
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from qlib.tests.data import GetData
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from scripts.dump_pit import DumpPitData
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sys.path.append(str(Path(__file__).resolve().parent.parent.joinpath("scripts/data_collector/pit")))
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@@ -119,6 +120,7 @@ class TestPIT(unittest.TestCase):
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"""
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self.check_same(data, expect)
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@pytest.mark.slow
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def test_expr(self):
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fields = [
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"P(Mean($$roewa_q, 1))",
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