Update CI

.github/workflows/test.yml

@@ -12,8 +12,8 @@ jobs:
     runs-on: ${{ matrix.os }}
     strategy:
       matrix:
-        os: [windows-latest, ubuntu-16.04, ubuntu-18.04, macos-latest]
-        python-version: [3.7, 3.8]
+        os: [windows-latest, ubuntu-16.04, ubuntu-18.04, ubuntu-20.04, macos-latest]
+        python-version: [3.6, 3.7, 3.8]
 
     steps:
     - uses: actions/checkout@v2
@@ -22,13 +22,22 @@ jobs:
       uses: actions/setup-python@v2
       with:
         python-version: ${{ matrix.python-version }}
-
+    
     - name: Install dependencies
-      run: |
-        pip install --upgrade cython
-        pip install numpy jupyter jupyter_contrib_nbextensions
-        pip install -U scipy scikit-learn # installing without this line will cause errors on GitHub Actions, while instsalling locally won't
-        python setup.py install
+      run:   |
+        if [ "$RUNNER_OS" == "Windows" ]; then
+          $CONDA\\python.exe -m pip install --upgrade cython
+          $CONDA\\python.exe -m pip install --upgrade cython
+          $CONDA\\python.exe -m pip install numpy jupyter jupyter_contrib_nbextensions
+          $CONDA\\python.exe -m pip install -U scipy scikit-learn # installing without this line will cause errors on GitHub Actions, while instsalling locally won't
+          $CONDA\\python.exe setup.py install
+        else
+          sudo $CONDA/bin/python -m pip install --upgrade cython
+          sudo $CONDA/bin/python -m pip install numpy jupyter jupyter_contrib_nbextensions
+          sudo $CONDA/bin/python -m pip install -U scipy scikit-learn # installing without this line will cause errors on GitHub Actions, while instsalling locally won't
+          sudo $CONDA/bin/python setup.py install
+        fi
+      shell: bash        
 
     - name: Install Lightgbm for MacOS
       if: runner.os == 'macOS'
@@ -38,23 +47,49 @@ jobs:
 
     - name: Install test dependencies
       run: |
-        python -m pip install --upgrade pip
-        pip install black pytest
-
+        if [ "$RUNNER_OS" == "Windows" ]; then
+          $CONDA\\python.exe -m pip install --upgrade pip
+          $CONDA\\python.exe -m pip install black pytest
+        else
+          sudo $CONDA/bin/python -m pip install --upgrade pip
+          sudo $CONDA/bin/python -m pip install black pytest
+        fi
+      shell: bash 
+        
     - name: Lint with Black
       run: |
         cd ..
-        python -m black qlib -l 120 --check --diff
+        if [ "$RUNNER_OS" == "Windows" ]; then
+          $CONDA\\python.exe -m black qlib -l 120 --check --diff
+        else
+          $CONDA/bin/python -m black qlib -l 120 --check --diff
+        fi
+      shell: bash 
 
     - name: Unit tests with Pytest
       run: |
         cd tests
-        pytest . --durations=0
+        if [ "$RUNNER_OS" == "Windows" ]; then
+          $CONDA\\python.exe -m pytest . --durations=0
+        else
+          $CONDA/bin/python -m pytest . --durations=0
+        fi
+      shell: bash 
 
     - name: Test data downloads
       run: |
-        python scripts/get_data.py qlib_data --target_dir ~/.qlib/qlib_data/cn_data --interval 1d --region cn
+        if [ "$RUNNER_OS" == "Windows" ]; then
+          $CONDA\\python.exe scripts/get_data.py qlib_data --target_dir ~/.qlib/qlib_data/cn_data --interval 1d --region cn
+        else
+          $CONDA/bin/python scripts/get_data.py qlib_data --target_dir ~/.qlib/qlib_data/cn_data --interval 1d --region cn
+        fi
+      shell: bash 
 
     - name: Test workflow by config
       run: |
-        qrun examples/benchmarks/LightGBM/workflow_config_lightgbm_Alpha158.yaml 
+        if [ "$RUNNER_OS" == "Windows" ]; then
+          $CONDA\\python.exe qlib\\workflow\\cli.py examples\\benchmarks\\LightGBM\\workflow_config_lightgbm_Alpha158.yaml 
+        else
+          $CONDA/bin/python qlib/workflow/cli.py examples/benchmarks/LightGBM/workflow_config_lightgbm_Alpha158.yaml 
+        fi
+      shell: bash