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qlib/.github/workflows/test_qlib_from_pip.yml
you-n-g be4646b4b7 Adjust rolling api (#1594)
* Intermediate version

* Fix yaml template & Successfully run rolling

* Be compatible with benchmark

* Get same results with previous linear model

* Black formatting

* Update black

* Update the placeholder mechanism

* Update CI

* Update CI

* Upgrade Black

* Fix CI and simplify code

* Fix CI

* Move the data processing caching mechanism into utils.

* Adjusting DDG-DA

* Organize import
2023-07-14 12:16:12 +08:00

71 lines
2.7 KiB
YAML

name: Test qlib from pip
on:
push:
branches: [ main ]
pull_request:
branches: [ main ]
jobs:
build:
if: ${{ false }} # FIXME: temporarily disable... Due to we are rushing a feature
timeout-minutes: 120
runs-on: ${{ matrix.os }}
strategy:
matrix:
os: [windows-latest, ubuntu-20.04, ubuntu-22.04, macos-11, macos-latest]
# 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 pip
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: Qlib installation test
run: |
python -m pip install pyqlib
# Specify the numpy version because the numpy upgrade caused the CI test to fail,
# and this line of code will be removed when the next version of qlib is released.
python -m pip install "numpy<1.23"
- 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
- name: Downloads dependencies data
run: |
cd ..
python -m qlib.run.get_data qlib_data --target_dir ~/.qlib/qlib_data/cn_data --region cn
cd qlib
- name: Test workflow by config
run: |
qrun examples/benchmarks/LightGBM/workflow_config_lightgbm_Alpha158.yaml