qlib/.github/workflows/test.yml

name: Test

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

jobs:
  build:

    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