name: Test 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] # not supporting 3.6 due to annotations is not supported https://stackoverflow.com/a/52890129 python-version: [3.7, 3.8] steps: - uses: actions/checkout@v2 - name: Set up Python ${{ matrix.python-version }} uses: actions/setup-python@v2 with: python-version: ${{ matrix.python-version }} - name: Lint with Black run: | pip install --upgrade pip pip install black wheel black qlib -l 120 --check --diff - name: Install Qlib with pip run: | pip install numpy==1.19.5 ruamel.yaml pip install pyqlib --ignore-installed - name: Make html with sphinx run: | pip install -U sphinx pip install sphinx_rtd_theme readthedocs_sphinx_ext pip install --exists-action=w --no-cache-dir -r docs/requirements.txt cd docs sphinx-build -b html . build cd .. # Check Qlib with pylint # TODO: These problems we will solve in the future. Important among them are: W0221, W0223, W0237, E1102 # C0103: invalid-name # C0209: consider-using-f-string # R0402: consider-using-from-import # R1705: no-else-return # R1710: inconsistent-return-statements # R1725: super-with-arguments # R1735: use-dict-literal # W0102: dangerous-default-value # W0212: protected-access # W0221: arguments-differ # W0223: abstract-method # W0231: super-init-not-called # W0237: arguments-renamed # W0612: unused-variable # W0621: redefined-outer-name # W0622: redefined-builtin # FIXME: specify exception type # W0703: broad-except # W1309: f-string-without-interpolation # E1102: not-callable # E1136: unsubscriptable-object # References for parameters: https://github.com/PyCQA/pylint/issues/4577#issuecomment-1000245962 - name: Check Qlib with pylint run: | pip install --upgrade pip pip install pylint pylint --disable=C0104,C0114,C0115,C0116,C0301,C0302,C0411,C0413,C1802,R0401,R0801,R0902,R0903,R0911,R0912,R0913,R0914,R0915,R1720,W0105,W0123,W0201,W0511,W0613,W1113,W1514,E0401,E1121,C0103,C0209,R0402,R1705,R1710,R1725,R1735,W0102,W0212,W0221,W0223,W0231,W0237,W0612,W0621,W0622,W0703,W1309,E1102,E1136 --const-rgx='[a-z_][a-z0-9_]{2,30}$' 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: | pip install --upgrade pip pip install flake8 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: | pip install mypy mypy qlib --install-types --non-interactive || true mypy qlib - name: Test data downloads run: | python scripts/get_data.py qlib_data --name qlib_data_simple --target_dir ~/.qlib/qlib_data/cn_data_simple --interval 1d --region cn python -c "import os; userpath=os.path.expanduser('~'); os.rename(userpath + '/.qlib/qlib_data/cn_data_simple', userpath + '/.qlib/qlib_data/cn_data')" 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 pip) run: | python qlib/workflow/cli.py examples/benchmarks/LightGBM/workflow_config_lightgbm_Alpha158.yaml python -m pip uninstall -y pyqlib # Test Qlib installed from source - name: Install Qlib from source run: | pip install --upgrade cython jupyter jupyter_contrib_nbextensions numpy scipy scikit-learn # installing without this line will cause errors on GitHub Actions, while instsalling locally won't pip install gym tianshou torch pip install -e . - name: Install test dependencies run: | pip install --upgrade pip pip install black pytest - name: Unit tests with Pytest run: | pip install -r scripts/data_collector/pit/requirements.txt cd tests python -m pytest . --durations=10 - name: Test workflow by config (install from source) run: | python qlib/workflow/cli.py examples/benchmarks/LightGBM/workflow_config_lightgbm_Alpha158.yaml