Add CI

.github/workflows/test.yml

@@ -0,0 +1,65 @@
+name: Test 
+
+on:
+  push:
+    branches: [ main ]
+  pull_request:
+    branches: [ main ]
+
+jobs:
+  build:
+
+    runs-on: ${{ matrix.os }}
+    strategy:
+      matrix:
+        os: [ubuntu-16.04, ubuntu-18.04, windows-latest, macos-latest]
+        python-version: [3.5, 3.6, 3.7, 3.8]
+
+    steps:
+    - uses: actions/checkout@v2
+
+    - name: Set up Python ${{ matrix.python-version }}
+      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
+        if [ -f requirements.txt ]; then pip install -r requirements.txt; fi
+        python setup.py install
+
+    - name: Install test dependencies
+      run: |
+        python -m pip install --upgrade pip
+        pip install flake8 pytest
+        if [ -f requirements.txt ]; then pip install -r requirements.txt; fi
+
+    - name: Lint with flake8
+      run: |
+        # stop the build if there are Python syntax errors or undefined names
+        flake8 . --count --select=E9,F63,F7,F82 --show-source --statistics
+        # exit-zero treats all errors as warnings. The GitHub editor is 127 chars wide
+        flake8 . --count --exit-zero --max-complexity=10 --max-line-length=127 --statistics
+
+    - name: Test with pytest
+      run: |
+        pytest ../qlib
+    
+    - name: Test documents
+      run: |
+        pip install sphinx sphinx_rtd_theme
+        make html
+
+    - name: Test data downloads and examples
+      run: |
+        python scripts/get_data.py qlib_data_cn --target_dir ~/.qlib/qlib_data/cn_data
+        cd examples
+        estimator -c estimator/estimator_config.yaml
+        jupyter nbconvert --execute estimator/analyze_from_estimator.ipynb
+    
+    
+
+    
+