macos-test-ci split out separately

.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, macos-latest]
+        os: [windows-latest, ubuntu-16.04, ubuntu-18.04, ubuntu-20.04]
         python-version: [3.6, 3.7, 3.8, 3.9]
 
     steps:
@@ -46,14 +46,6 @@ jobs:
           sudo $CONDA/bin/python -m pip install pyqlib --ignore-installed ruamel.yaml numpy
         fi
       shell: bash
-    
-    - name: Install Lightgbm and Upgrade openssl for MacOS
-      if: runner.os == 'macOS'
-      run: |
-        /bin/bash -c "$(curl -fsSL https://raw.githubusercontent.com/Microsoft/qlib/main/.github/brew_install.sh)"
-        HOMEBREW_NO_AUTO_UPDATE=1 brew install lightgbm
-        brew upgrade openssl
-        sudo $CONDA/bin/python -m pip install -U pyopenssl idna
 
     - name: Test data downloads
       run: |

.github/workflows/test_macos.yml

@@ -0,0 +1,72 @@
+name: Test MacOS
+
+on:
+  push:
+    branches: [ main ]
+  pull_request:
+    branches: [ main ]
+
+jobs:
+  build:
+
+    runs-on: macos-latest
+    strategy:
+      matrix:
+        python-version: [3.6, 3.7, 3.8, 3.9]
+
+    steps:
+    - uses: actions/checkout@v2
+
+    - name: Set up Python ${{ matrix.python-version }}
+      uses: actions/setup-python@v2
+      with:
+        python-version: ${{ matrix.python-version }}
+
+    - name: Lint with Black
+      run: |
+        cd ..
+        sudo $CONDA/bin/python -m pip install black
+        $CONDA/bin/python -m black qlib -l 120 --check --diff
+
+    # Test Qlib installed with pip
+    - name: Install Qlib with pip
+      run: |
+          sudo $CONDA/bin/python -m pip install numpy==1.19.5
+          sudo $CONDA/bin/python -m pip install pyqlib --ignore-installed ruamel.yaml numpy
+
+    - name: Install Lightgbm for MacOS
+      run: |
+        /bin/bash -c "$(curl -fsSL https://raw.githubusercontent.com/Microsoft/qlib/main/.github/brew_install.sh)"
+        HOMEBREW_NO_AUTO_UPDATE=1 brew install lightgbm
+
+    - name: Test data downloads
+      run: |
+        $CONDA/bin/python scripts/get_data.py qlib_data --target_dir ~/.qlib/qlib_data/cn_data --interval 1d --region cn
+
+    - name: Test workflow by config (install from pip)
+      run: |
+        $CONDA/bin/python qlib/workflow/cli.py examples/benchmarks/LightGBM/workflow_config_lightgbm_Alpha158.yaml
+        sudo $CONDA/bin/python -m pip uninstall -y pyqlib
+
+    # Test Qlib installed from source
+    - name: Install Qlib from source
+      run: |
+        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
+
+    - name: Install test dependencies
+      run: |
+        sudo $CONDA/bin/python -m pip install --upgrade pip
+        sudo $CONDA/bin/python -m pip install -U pyopenssl idna
+        sudo $CONDA/bin/python -m pip install black pytest
+
+    - name: Unit tests with Pytest
+      run: |
+        cd tests
+        $CONDA/bin/python -m pytest . --durations=0
+
+    - name: Test workflow by config (install from source)
+      run: |
+          $CONDA/bin/python qlib/workflow/cli.py examples/benchmarks/LightGBM/workflow_config_lightgbm_Alpha158.yaml