name: Test qlib from source

on:
  push:
    branches: [ main ]
  pull_request:
    branches: [ main ]

jobs:
  build:
    timeout-minutes: 120

    runs-on: ${{ matrix.os }}
    strategy:
      matrix:
        os: [windows-latest, ubuntu-18.04, ubuntu-20.04, macos-11, macos-latest]
        # not supporting 3.6 due to annotations is not supported https://stackoverflow.com/a/52890129
        python-version: [3.7, 3.8]

    steps:
    - name: Test qlib from source
      uses: actions/checkout@v2

    - name: Set up Python ${{ matrix.python-version }}
      uses: actions/setup-python@v2
      with:
        python-version: ${{ matrix.python-version }}

    - name: Update pip to the latest version
      run: |
        python -m pip install --upgrade pip

    - name: Installing pytorch for macos
      if: ${{ matrix.os == 'macos-11' || matrix.os == 'macos-latest' }}
      run: |
        python -m pip install torch torchvision torchaudio
        brew install libomp  # lightgbm dependencies

    - name: Installing pytorch for ubuntu
      if: ${{ matrix.os == 'ubuntu-18.04' || matrix.os == 'ubuntu-20.04' }}
      run: |
        python -m pip install --upgrade pip
        python -m pip install torch torchvision torchaudio --extra-index-url https://download.pytorch.org/whl/cpu

    - name: Installing pytorch for windows
      if: ${{ matrix.os == 'windows-latest' }}
      run: |
        python -m pip install --upgrade pip
        python -m pip install torch torchvision torchaudio

    - name: Set up Python tools
      run: |
        python -m pip install --upgrade cython
        python -m pip install -e .[dev]

    - name: Lint with Black
      run: |
        black . -l 120 --check --diff

    - name: Make html with sphinx
      run: |
        cd docs 
        sphinx-build -b html . build
        cd ..

    # Check Qlib 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
    # References for parameters: https://github.com/PyCQA/pylint/issues/4577#issuecomment-1000245962
    - name: Check Qlib with pylint
      run: |
        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 --const-rgx='[a-z_][a-z0-9_]{2,30}$' qlib --init-hook "import astroid; astroid.context.InferenceContext.max_inferred = 500"

    # 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.
    - name: Check Qlib with flake8
      run: |
        flake8 --ignore=E501,F541,E266,E402,W503,E731,E203 --per-file-ignores="__init__.py:F401,F403" qlib

    # https://github.com/python/mypy/issues/10600
    - name: Check Qlib with mypy
      run: |
        mypy qlib --install-types --non-interactive || true
        mypy qlib --verbose

    - name: Test data downloads
      run: |
        python scripts/get_data.py qlib_data --name qlib_data_simple --target_dir ~/.qlib/qlib_data/cn_data --interval 1d --region cn
        azcopy copy https://qlibpublic.blob.core.windows.net/data/rl /tmp/qlibpublic/data --recursive
        mv /tmp/qlibpublic/data tests/.data

    - name: Test workflow by config (install from source)
      run: |
        # Version 0.52.0 of numba must be installed manually in CI, otherwise it will cause incompatibility with the latest version of numpy.
        python -m pip install numba==0.52.0
        # You must update numpy manually, because when installing python tools, it will try to uninstall numpy and cause CI to fail.
        python -m pip install --upgrade numpy
        python qlib/workflow/cli.py examples/benchmarks/LightGBM/workflow_config_lightgbm_Alpha158.yaml

    - name: Unit tests with Pytest
      run: |
        cd tests
        python -m pytest . -m "not slow" --durations=0