qlib/.github/workflows/test_macos.yml

# There are some issues (in the downloading data phase) on MacOS when running with other tests. So we split it into an individual config.
name: Test MacOS

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

jobs:
  build:

    runs-on: ${{ matrix.os }}
    strategy:
      matrix:
        os: [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:
    - 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: |
        cd ..
        python -m pip install pip --upgrade
        python -m pip install wheel --upgrade
        python -m pip install black
        python -m black qlib -l 120 --check --diff
    # Test Qlib installed with pip

    - 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

    - name: Install Qlib with pip
      run: |
          python -m pip install numpy==1.19.5
          python -m pip install pyqlib --ignore-installed ruamel.yaml numpy
    - name: Make html with sphnix
      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 ..
    - name: Install Lightgbm for MacOS
      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: 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 /tmp/qlibpublic --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: |
        python -m pip install --upgrade cython
        python -m pip install numpy jupyter jupyter_contrib_nbextensions
        python -m pip install -U scipy scikit-learn # installing without this line will cause errors on GitHub Actions, while instsalling locally won't
        python -m pip install gym tianshou torch
        pip install -e .
    - name: Install test dependencies
      run: |
        python -m pip install --upgrade pip
        python -m pip install -U pyopenssl idna
        python -m 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=0
    - name: Test workflow by config (install from source)
      run: |
          python qlib/workflow/cli.py examples/benchmarks/LightGBM/workflow_config_lightgbm_Alpha158.yaml