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-16.04, ubuntu-18.04, ubuntu-20.04]
        python-version: [3.6, 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: Test data downloads
      run: |
        python scripts/get_data.py qlib_data --target_dir ~/.qlib/qlib_data/cn_data --interval 1d --region cn

    - 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 -e .

    - name: Test data downloads
      run: |
        if [ "$RUNNER_OS" == "Windows" ]; then
          $CONDA\\python.exe scripts/get_data.py qlib_data --target_dir ~/.qlib/qlib_data/cn_data --interval 1d --region cn
        else
          $CONDA/bin/python scripts/get_data.py qlib_data --target_dir ~/.qlib/qlib_data/cn_data --interval 1d --region cn
        fi
      shell: bash

    - name: Install test dependencies
      run: |
        pip install --upgrade pip
        pip install black pytest

    - name: Unit tests with Pytest
      run: |
        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