.PHONY: clean deepclean prerequisite dependencies lightgbm rl develop lint docs package test analysis all install dev black pylint flake8 mypy nbqa nbconvert lint build upload docs-gen #You can modify it according to your terminal SHELL := /bin/bash ######################################################################################## # Variables ######################################################################################## # Documentation target directory, will be adapted to specific folder for readthedocs. PUBLIC_DIR := $(shell [ "$$READTHEDOCS" = "True" ] && echo "$$READTHEDOCS_OUTPUT/html" || echo "public") SO_DIR := qlib/data/_libs SO_FILES := $(wildcard $(SO_DIR)/*.so) ######################################################################################## # Development Environment Management ######################################################################################## # Remove common intermediate files. clean: -rm -rf \ $(PUBLIC_DIR) \ qlib/data/_libs/*.cpp \ qlib/data/_libs/*.so \ mlruns \ public \ build \ .coverage \ .mypy_cache \ .pytest_cache \ .ruff_cache \ Pipfile* \ coverage.xml \ dist \ release-notes.md find . -name '*.egg-info' -print0 | xargs -0 rm -rf find . -name '*.pyc' -print0 | xargs -0 rm -f find . -name '*.swp' -print0 | xargs -0 rm -f find . -name '.DS_Store' -print0 | xargs -0 rm -f find . -name '__pycache__' -print0 | xargs -0 rm -rf # Remove pre-commit hook, virtual environment alongside itermediate files. deepclean: clean if command -v pre-commit > /dev/null 2>&1; then pre-commit uninstall --hook-type pre-push; fi if command -v pipenv >/dev/null 2>&1 && pipenv --venv >/dev/null 2>&1; then pipenv --rm; fi # Prerequisite section # What this code does is compile two Cython modules, rolling and expanding, using setuptools and Cython, # and builds them as binary expansion modules that can be imported directly into Python. # Since pyproject.toml can't do that, we compile it here. prerequisite: @if [ -n "$(SO_FILES)" ]; then \ echo "Shared library files exist, skipping build."; \ else \ echo "No shared library files found, building..."; \ pip install --upgrade setuptools wheel; \ python -m pip install cython numpy; \ python -c "from setuptools import setup, Extension; from Cython.Build import cythonize; import numpy; extensions = [Extension('qlib.data._libs.rolling', ['qlib/data/_libs/rolling.pyx'], language='c++', include_dirs=[numpy.get_include()]), Extension('qlib.data._libs.expanding', ['qlib/data/_libs/expanding.pyx'], language='c++', include_dirs=[numpy.get_include()])]; setup(ext_modules=cythonize(extensions, language_level='3'), script_args=['build_ext', '--inplace'])"; \ fi # Install the package in editable mode. dependencies: python -m pip install -e . lightgbm: python -m pip install lightgbm --prefer-binary rl: python -m pip install -e .[rl] develop: python -m pip install -e .[dev] lint: python -m pip install -e .[lint] docs: python -m pip install -e .[docs] package: python -m pip install -e .[package] test: python -m pip install -e .[test] analysis: python -m pip install -e .[analysis] all: python -m pip install -e .[dev,lint,docs,package,test,analysis,rl] install: prerequisite dependencies dev: prerequisite all ######################################################################################## # Lint and pre-commit ######################################################################################## # Check lint with black. black: black . -l 120 --check --diff # Check code folder with pylint. # TODO: These problems we will solve in the future. Important among them are: W0221, W0223, W0237, E1102 # C0103: invalid-name # C0209: consider-using-f-string # R0402: consider-using-from-import # R1705: no-else-return # R1710: inconsistent-return-statements # R1725: super-with-arguments # R1735: use-dict-literal # W0102: dangerous-default-value # W0212: protected-access # W0221: arguments-differ # W0223: abstract-method # W0231: super-init-not-called # W0237: arguments-renamed # W0612: unused-variable # W0621: redefined-outer-name # W0622: redefined-builtin # FIXME: specify exception type # W0703: broad-except # W1309: f-string-without-interpolation # E1102: not-callable # E1136: unsubscriptable-object # W4904: deprecated-class # R0917: too-many-positional-arguments # E1123: unexpected-keyword-arg # References for disable error: https://pylint.pycqa.org/en/latest/user_guide/messages/messages_overview.html # We use sys.setrecursionlimit(2000) to make the recursion depth larger to ensure that pylint works properly (the default recursion depth is 1000). # References for parameters: https://github.com/PyCQA/pylint/issues/4577#issuecomment-1000245962 pylint: pylint --disable=C0104,C0114,C0115,C0116,C0301,C0302,C0411,C0413,C1802,R0401,R0801,R0902,R0903,R0911,R0912,R0913,R0914,R0915,R0917,R1720,W0105,W0123,W0201,W0511,W0613,W1113,W1514,W4904,E0401,E1121,C0103,C0209,R0402,R1705,R1710,R1725,R1730,R1735,W0102,W0212,W0221,W0223,W0231,W0237,W0612,W0621,W0622,W0703,W1309,E1102,E1136 --const-rgx='[a-z_][a-z0-9_]{2,30}' qlib --init-hook="import astroid; astroid.context.InferenceContext.max_inferred = 500; import sys; sys.setrecursionlimit(2000)" pylint --disable=C0104,C0114,C0115,C0116,C0301,C0302,C0411,C0413,C1802,R0401,R0801,R0902,R0903,R0911,R0912,R0913,R0914,R0915,R0917,R1720,W0105,W0123,W0201,W0511,W0613,W1113,W1514,E0401,E1121,E1123,C0103,C0209,R0402,R1705,R1710,R1725,R1735,W0102,W0212,W0221,W0223,W0231,W0237,W0246,W0612,W0621,W0622,W0703,W1309,E1102,E1136 --const-rgx='[a-z_][a-z0-9_]{2,30}' scripts --init-hook="import astroid; astroid.context.InferenceContext.max_inferred = 500; import sys; sys.setrecursionlimit(2000)" # Check code with flake8. # The following flake8 error codes were ignored: # E501 line too long # Description: We have used black to limit the length of each line to 120. # F541 f-string is missing placeholders # Description: The same thing is done when using pylint for detection. # E266 too many leading '#' for block comment # Description: To make the code more readable, a lot of "#" is used. # This error code appears centrally in: # qlib/backtest/executor.py # qlib/data/ops.py # qlib/utils/__init__.py # E402 module level import not at top of file # Description: There are times when module level import is not available at the top of the file. # W503 line break before binary operator # Description: Since black formats the length of each line of code, it has to perform a line break when a line of arithmetic is too long. # E731 do not assign a lambda expression, use a def # Description: Restricts the use of lambda expressions, but at some point lambda expressions are required. # E203 whitespace before ':' # Description: If there is whitespace before ":", it cannot pass the black check. flake8: flake8 --ignore=E501,F541,E266,E402,W503,E731,E203 --per-file-ignores="__init__.py:F401,F403" qlib # Check code with mypy. # https://github.com/python/mypy/issues/10600 mypy: mypy qlib --install-types --non-interactive mypy qlib --verbose # Check ipynb with nbqa. nbqa: nbqa black . -l 120 --check --diff nbqa pylint . --disable=C0104,C0114,C0115,C0116,C0301,C0302,C0411,C0413,C1802,R0401,R0801,R0902,R0903,R0911,R0912,R0913,R0914,R0915,R1720,W0105,W0123,W0201,W0511,W0613,W1113,W1514,E0401,E1121,C0103,C0209,R0402,R1705,R1710,R1725,R1735,W0102,W0212,W0221,W0223,W0231,W0237,W0612,W0621,W0622,W0703,W1309,E1102,E1136,W0719,W0104,W0404,C0412,W0611,C0410 --const-rgx='[a-z_][a-z0-9_]{2,30}' # Check ipynb with nbconvert.(Run after data downloads) # TODO: Add more ipynb files in future nbconvert: jupyter nbconvert --to notebook --execute examples/workflow_by_code.ipynb lint: black pylint flake8 mypy nbqa ######################################################################################## # Package ######################################################################################## # Build the package. build: python -m build --wheel # Upload the package. upload: python -m twine upload dist/* ######################################################################################## # Documentation ######################################################################################## docs-gen: python -m sphinx.cmd.build -W docs $(PUBLIC_DIR)