name: Test qlib from source on: push: branches: [ main ] pull_request: branches: [ main ] jobs: build: timeout-minutes: 180 # we may retry for 3 times for `Unit tests with Pytest` 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, # so we limit the macos version to macos-12. os: [windows-latest, ubuntu-20.04, ubuntu-22.04, macos-12] # 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@v3 # Since version 3.7 of python for MacOS is installed in CI, version 3.7.17, this version causes "_bz not found error". # So we make the version number of python 3.7 for MacOS more specific. # refs: https://github.com/actions/setup-python/issues/682 - name: Set up Python ${{ matrix.python-version }} if: (matrix.os == 'macos-latest' && matrix.python-version == '3.7') || (matrix.os == 'macos-11' && matrix.python-version == '3.7') uses: actions/setup-python@v4 with: python-version: "3.7.16" - name: Set up Python ${{ matrix.python-version }} if: (matrix.os != 'macos-latest' || matrix.python-version != '3.7') && (matrix.os != 'macos-11' || matrix.python-version != '3.7') 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: Installing pytorch for macos if: ${{ matrix.os == 'macos-11' || matrix.os == 'macos-latest' }} run: | python -m pip install torch torchvision torchaudio - name: Installing pytorch for ubuntu if: ${{ matrix.os == 'ubuntu-20.04' || matrix.os == 'ubuntu-22.04' }} run: | 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 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 # Python 3.7 will use a black with low level. So we use python with higher version for black check if: (matrix.python-version != '3.7') run: | pip install -U black # follow the latest version of black, previous Qlib dependency will downgrade black black . -l 120 --check --diff - name: Make html with sphinx # Since read the docs builds on ubuntu 22.04, we only need to test that the build passes on ubuntu 22.04. if: ${{ matrix.os == 'ubuntu-22.04' }} run: | cd docs sphinx-build -W --keep-going -b html . _build cd .. # Check Qlib with pylint # TODO: These problems we will solve in the future. Important among them are: W0221, W0223, W0237, E1102 # C0103: invalid-name # C0209: consider-using-f-string # R0402: consider-using-from-import # R1705: no-else-return # R1710: inconsistent-return-statements # R1725: super-with-arguments # R1735: use-dict-literal # W0102: dangerous-default-value # W0212: protected-access # W0221: arguments-differ # W0223: abstract-method # W0231: super-init-not-called # W0237: arguments-renamed # W0612: unused-variable # W0621: redefined-outer-name # W0622: redefined-builtin # FIXME: specify exception type # W0703: broad-except # W1309: f-string-without-interpolation # E1102: not-callable # E1136: unsubscriptable-object # References for parameters: https://github.com/PyCQA/pylint/issues/4577#issuecomment-1000245962 # We use sys.setrecursionlimit(2000) to make the recursion depth larger to ensure that pylint works properly (the default recursion depth is 1000). - name: Check Qlib with pylint run: | pylint --disable=C0104,C0114,C0115,C0116,C0301,C0302,C0411,C0413,C1802,R0401,R0801,R0902,R0903,R0911,R0912,R0913,R0914,R0915,R1720,W0105,W0123,W0201,W0511,W0613,W1113,W1514,E0401,E1121,C0103,C0209,R0402,R1705,R1710,R1725,R1735,W0102,W0212,W0221,W0223,W0231,W0237,W0612,W0621,W0622,W0703,W1309,E1102,E1136 --const-rgx='[a-z_][a-z0-9_]{2,30}$' qlib --init-hook "import astroid; astroid.context.InferenceContext.max_inferred = 500; 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,R1720,W0105,W0123,W0201,W0511,W0613,W1113,W1514,E0401,E1121,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}$' scripts --init-hook "import astroid; astroid.context.InferenceContext.max_inferred = 500; import sys; sys.setrecursionlimit(2000)" # The following flake8 error codes were ignored: # E501 line too long # Description: We have used black to limit the length of each line to 120. # F541 f-string is missing placeholders # Description: The same thing is done when using pylint for detection. # E266 too many leading '#' for block comment # Description: To make the code more readable, a lot of "#" is used. # This error code appears centrally in: # qlib/backtest/executor.py # qlib/data/ops.py # qlib/utils/__init__.py # E402 module level import not at top of file # Description: There are times when module level import is not available at the top of the file. # W503 line break before binary operator # Description: Since black formats the length of each line of code, it has to perform a line break when a line of arithmetic is too long. # E731 do not assign a lambda expression, use a def # Description: Restricts the use of lambda expressions, but at some point lambda expressions are required. # E203 whitespace before ':' # Description: If there is whitespace before ":", it cannot pass the black check. - name: Check Qlib with flake8 run: | flake8 --ignore=E501,F541,E266,E402,W503,E731,E203 --per-file-ignores="__init__.py:F401,F403" qlib # https://github.com/python/mypy/issues/10600 - name: Check Qlib with mypy run: | mypy qlib --install-types --non-interactive || true mypy qlib --verbose - name: Check Qlib ipynb with nbqa run: | nbqa black . -l 120 --check --diff nbqa pylint . --disable=C0104,C0114,C0115,C0116,C0301,C0302,C0411,C0413,C1802,R0401,R0801,R0902,R0903,R0911,R0912,R0913,R0914,R0915,R1720,W0105,W0123,W0201,W0511,W0613,W1113,W1514,E0401,E1121,C0103,C0209,R0402,R1705,R1710,R1725,R1735,W0102,W0212,W0221,W0223,W0231,W0237,W0612,W0621,W0622,W0703,W1309,E1102,E1136,W0719,W0104,W0404,C0412,W0611,C0410 --const-rgx='[a-z_][a-z0-9_]{2,30}$' - 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 python scripts/get_data.py download_data --file_name rl_data.zip --target_dir tests/.data/rl - name: Install Lightgbm for MacOS if: ${{ matrix.os == 'macos-11' || matrix.os == 'macos-latest' }} run: | /bin/bash -c "$(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 # Run after data downloads - name: Check Qlib ipynb with nbconvert # Running the nbconvert check on a macos-11 system results in a "Kernel died" error, so we've temporarily disabled macos-11 here. if: ${{ matrix.os != 'macos-11' }} run: | # add more ipynb files in future jupyter nbconvert --to notebook --execute examples/workflow_by_code.ipynb - name: Test workflow by config (install from source) # On macos-11 system, it will lead to "Segmentation fault: 11" error, # which may be caused by the excessive memory overhead of macos-11 system, so we disable macos-11 temporarily here. if: ${{ matrix.os != 'macos-11' }} run: | python -m pip install numba python qlib/workflow/cli.py examples/benchmarks/LightGBM/workflow_config_lightgbm_Alpha158.yaml - name: Unit tests with Pytest uses: nick-fields/retry@v2 with: timeout_minutes: 60 max_attempts: 3 command: | cd tests python -m pytest . -m "not slow" --durations=0