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* Fix FutureWarning: Passing unit-less datetime64 dtype to .astype is deprecated and will raise in a future version. Pass 'datetime64[ns]' instead * align index format while end date contains current day data * fix black * fix black * optimize code * optimize code * optimize code * fix ci error * check ci error * fix ci error * check ci error * check ci error * check ci error * check ci error * check ci error * check ci error * fix ci error * fix ci error * fix ci error * fix ci error * fix ci error --------- Co-authored-by: Cadenza-Li <362237642@qq.com> Co-authored-by: Linlang <Lv.Linlang@hotmail.com>
76 lines
3.0 KiB
YAML
76 lines
3.0 KiB
YAML
name: Test qlib from pip
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on:
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push:
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branches: [ main ]
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pull_request:
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branches: [ main ]
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jobs:
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build:
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timeout-minutes: 120
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runs-on: ${{ matrix.os }}
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strategy:
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matrix:
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# Since macos-latest changed from 12.7.4 to 14.4.1,
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# the minimum python version that matches a 14.4.1 version of macos is 3.10,
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# so we limit the macos version to macos-12.
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os: [windows-latest, ubuntu-20.04, ubuntu-22.04, macos-11, macos-12]
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# not supporting 3.6 due to annotations is not supported https://stackoverflow.com/a/52890129
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python-version: [3.7, 3.8]
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steps:
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- name: Test qlib from pip
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uses: actions/checkout@v3
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# Since version 3.7 of python for MacOS is installed in CI, version 3.7.17, this version causes "_bz not found error".
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# So we make the version number of python 3.7 for MacOS more specific.
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# refs: https://github.com/actions/setup-python/issues/682
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- name: Set up Python ${{ matrix.python-version }}
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if: (matrix.os == 'macos-latest' && matrix.python-version == '3.7') || (matrix.os == 'macos-11' && matrix.python-version == '3.7')
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uses: actions/setup-python@v4
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with:
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python-version: "3.7.16"
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- name: Set up Python ${{ matrix.python-version }}
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if: (matrix.os != 'macos-latest' || matrix.python-version != '3.7') && (matrix.os != 'macos-11' || matrix.python-version != '3.7')
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uses: actions/setup-python@v4
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with:
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python-version: ${{ matrix.python-version }}
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- name: Update pip to the latest version
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run: |
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python -m pip install --upgrade pip
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- name: Qlib installation test
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run: |
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# 2024-05-30 scs has released a new version: 3.2.4.post2,
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# This will cause the CI to fail, so we have limited the version of scs for now.
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python -m pip install "scs<=3.2.4"
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python -m pip install pyqlib
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- name: Install Lightgbm for MacOS
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if: ${{ matrix.os == 'macos-11' || matrix.os == 'macos-latest' }}
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run: |
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/bin/bash -c "$(curl -fsSL https://raw.githubusercontent.com/Microsoft/qlib/main/.github/brew_install.sh)"
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HOMEBREW_NO_AUTO_UPDATE=1 brew install lightgbm
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# FIX MacOS error: Segmentation fault
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# reference: https://github.com/microsoft/LightGBM/issues/4229
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wget https://raw.githubusercontent.com/Homebrew/homebrew-core/fb8323f2b170bd4ae97e1bac9bf3e2983af3fdb0/Formula/libomp.rb
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brew unlink libomp
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brew install libomp.rb
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- name: Downloads dependencies data
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run: |
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cd ..
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python -m qlib.run.get_data qlib_data --target_dir ~/.qlib/qlib_data/cn_data --region cn
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cd qlib
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- name: Test workflow by config
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# On macos-11 system, it will lead to "Segmentation fault: 11" error,
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# which may be caused by the excessive memory overhead of macos-11 system, so we disable macos-11 temporarily here.
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if: ${{ matrix.os != 'macos-11' }}
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run: |
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qrun examples/benchmarks/LightGBM/workflow_config_lightgbm_Alpha158.yaml
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