mirror of
https://github.com/microsoft/qlib.git
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2bb8a4ce0e
* change weight_decay & batchsize * del weight_decay * big weight_decay * mid weight_decay * small layer * 2 layer * full layer * no weight decay * divide into two data source * change parse field * delete some debug * add Toperator * new format of arctic * fix cache bug to arctic read * fix connection problem * add some operator * final version for arcitc * clear HZ cache * remove not used function * add topswrappers * successfully import data and run first test * A simpler version to support arctic * Successfully run all high-freq expressions * Black format and fix add docs * Add docs for download and test data * update scripts and docs * Add docs * fix bug * Refine docs * fix test bug * fix CI error * clean code Co-authored-by: bxdd <bxddream@gmail.com> Co-authored-by: wangwenxi.handsome <wangwenxi.handsome@gmail.com> Co-authored-by: Young <afe.young@gmail.com>
76 lines
2.8 KiB
YAML
76 lines
2.8 KiB
YAML
# There are some issues (in the downloading data phase) on MacOS when running with other tests. So we split it into an individual config.
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name: Test MacOS
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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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runs-on: ${{ matrix.os }}
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strategy:
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matrix:
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os: [macos-11, macos-latest]
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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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- uses: actions/checkout@v2
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- name: Set up Python ${{ matrix.python-version }}
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uses: actions/setup-python@v2
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with:
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python-version: ${{ matrix.python-version }}
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- name: Lint with Black
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run: |
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cd ..
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python -m pip install pip --upgrade
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python -m pip install wheel --upgrade
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python -m pip install black
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python -m black qlib -l 120 --check --diff
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# Test Qlib installed with pip
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- name: Install Qlib with pip
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run: |
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python -m pip install numpy==1.19.5
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python -m pip install pyqlib --ignore-installed ruamel.yaml numpy
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- name: Install Lightgbm for MacOS
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run: |
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/bin/bash -c "$(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: Test data downloads
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run: |
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python scripts/get_data.py qlib_data --target_dir ~/.qlib/qlib_data/cn_data --interval 1d --region cn
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- name: Test workflow by config (install from pip)
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run: |
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python qlib/workflow/cli.py examples/benchmarks/LightGBM/workflow_config_lightgbm_Alpha158.yaml
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python -m pip uninstall -y pyqlib
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# Test Qlib installed from source
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- name: Install Qlib from source
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run: |
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python -m pip install --upgrade cython
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python -m pip install numpy jupyter jupyter_contrib_nbextensions
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python -m pip install -U scipy scikit-learn # installing without this line will cause errors on GitHub Actions, while instsalling locally won't
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pip install -e .
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- name: Install test dependencies
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run: |
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python -m pip install --upgrade pip
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python -m pip install -U pyopenssl idna
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python -m pip install black pytest
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- name: Unit tests with Pytest
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run: |
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cd tests
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python -m pytest . --durations=0
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- name: Test workflow by config (install from source)
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run: |
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python qlib/workflow/cli.py examples/benchmarks/LightGBM/workflow_config_lightgbm_Alpha158.yaml
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