test pip install rebuild package

.github/workflows/test_qlib_from_pip.yml

@@ -0,0 +1,61 @@
+name: Test qlib from pip
+
+on:
+  push:
+    branches: [ main ]
+  pull_request:
+    branches: [ main ]
+
+jobs:
+  build:
+    timeout-minutes: 120
+
+    runs-on: ${{ matrix.os }}
+    strategy:
+      matrix:
+        # Since macos-latest changed from 12.7.4 to 14.4.1,
+        # the minimum python version that matches a 14.4.1 version of macos is 3.10,
+        # If you want to use python 3.7 in github action, then the latest macos system version is macos-13,
+        # after macos-13 python 3.7 is no longer supported.
+        # so we limit the macos version to macos-13.
+        os: [windows-latest, ubuntu-20.04, ubuntu-22.04, macos-13, macos-14, macos-15]
+        # not supporting 3.6 due to annotations is not supported https://stackoverflow.com/a/52890129
+        python-version: ["3.8", "3.9", "3.10", "3.11", "3.12"]
+
+    steps:
+    - name: Test qlib from pip
+      uses: actions/checkout@v3
+
+    - name: Set up Python ${{ matrix.python-version }}
+      uses: actions/setup-python@v4
+      with:
+        python-version: ${{ matrix.python-version }}
+
+    - name: Update pip to the latest version
+      run: |
+        python -m pip install --upgrade pip
+
+    - name: Qlib installation test
+      run: |
+        python -m pip install --index-url https://test.pypi.org/simple/ --extra-index-url https://pypi.org/simple/ pyqlib==0.9.5.80
+
+    - name: Install Lightgbm for MacOS
+      if: ${{ matrix.os == 'macos-13' || matrix.os == 'macos-latest' }}
+      run: |
+        /bin/bash -c "$(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: Downloads dependencies data
+      run: |
+        cd ..
+        python -m qlib.run.get_data qlib_data --target_dir ~/.qlib/qlib_data/cn_data --region cn
+        cd qlib
+
+    - name: Test workflow by config
+      run: |
+        qrun examples/benchmarks/LightGBM/workflow_config_lightgbm_Alpha158.yaml