mirror of
https://github.com/microsoft/qlib.git
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2c33332dd6
* More dataloader example * optimize code * optimeze code * optimeze code * optimeze code * optimeze code * optimeze code * fix pylint error * fix CI error * fix CI error * Comments * fix error type --------- Co-authored-by: Young <afe.young@gmail.com>
186 lines
9.0 KiB
YAML
186 lines
9.0 KiB
YAML
name: Test qlib from source
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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: 180
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# we may retry for 3 times for `Unit tests with Pytest`
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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-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 source
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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: Installing pytorch for macos
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if: ${{ matrix.os == 'macos-11' || matrix.os == 'macos-latest' }}
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run: |
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python -m pip install torch torchvision torchaudio
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- name: Installing pytorch for ubuntu
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if: ${{ matrix.os == 'ubuntu-20.04' || matrix.os == 'ubuntu-22.04' }}
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run: |
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python -m pip install torch torchvision torchaudio --extra-index-url https://download.pytorch.org/whl/cpu
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- name: Installing pytorch for windows
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if: ${{ matrix.os == 'windows-latest' }}
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run: |
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python -m pip install torch torchvision torchaudio
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- name: Set up Python tools
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run: |
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python -m pip install --upgrade cython
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python -m pip install -e .[dev]
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- name: Lint with Black
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# Python 3.7 will use a black with low level. So we use python with higher version for black check
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if: (matrix.python-version != '3.7')
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run: |
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pip install -U black # follow the latest version of black, previous Qlib dependency will downgrade black
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black . -l 120 --check --diff
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- name: Make html with sphinx
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# Since read the docs builds on ubuntu 22.04, we only need to test that the build passes on ubuntu 22.04.
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if: ${{ matrix.os == 'ubuntu-22.04' }}
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run: |
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cd docs
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sphinx-build -W --keep-going -b html . _build
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cd ..
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# Check Qlib with pylint
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# TODO: These problems we will solve in the future. Important among them are: W0221, W0223, W0237, E1102
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# C0103: invalid-name
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# C0209: consider-using-f-string
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# R0402: consider-using-from-import
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# R1705: no-else-return
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# R1710: inconsistent-return-statements
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# R1725: super-with-arguments
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# R1735: use-dict-literal
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# W0102: dangerous-default-value
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# W0212: protected-access
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# W0221: arguments-differ
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# W0223: abstract-method
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# W0231: super-init-not-called
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# W0237: arguments-renamed
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# W0612: unused-variable
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# W0621: redefined-outer-name
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# W0622: redefined-builtin
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# FIXME: specify exception type
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# W0703: broad-except
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# W1309: f-string-without-interpolation
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# E1102: not-callable
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# E1136: unsubscriptable-object
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# References for parameters: https://github.com/PyCQA/pylint/issues/4577#issuecomment-1000245962
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# We use sys.setrecursionlimit(2000) to make the recursion depth larger to ensure that pylint works properly (the default recursion depth is 1000).
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- name: Check Qlib with pylint
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run: |
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pylint --disable=C0104,C0114,C0115,C0116,C0301,C0302,C0411,C0413,C1802,R0401,R0801,R0902,R0903,R0911,R0912,R0913,R0914,R0915,R1720,W0105,W0123,W0201,W0511,W0613,W1113,W1514,E0401,E1121,C0103,C0209,R0402,R1705,R1710,R1725,R1735,W0102,W0212,W0221,W0223,W0231,W0237,W0612,W0621,W0622,W0703,W1309,E1102,E1136 --const-rgx='[a-z_][a-z0-9_]{2,30}$' qlib --init-hook "import astroid; astroid.context.InferenceContext.max_inferred = 500; import sys; sys.setrecursionlimit(2000)"
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pylint --disable=C0104,C0114,C0115,C0116,C0301,C0302,C0411,C0413,C1802,R0401,R0801,R0902,R0903,R0911,R0912,R0913,R0914,R0915,R1720,W0105,W0123,W0201,W0511,W0613,W1113,W1514,E0401,E1121,C0103,C0209,R0402,R1705,R1710,R1725,R1735,W0102,W0212,W0221,W0223,W0231,W0237,W0246,W0612,W0621,W0622,W0703,W1309,E1102,E1136 --const-rgx='[a-z_][a-z0-9_]{2,30}$' scripts --init-hook "import astroid; astroid.context.InferenceContext.max_inferred = 500; import sys; sys.setrecursionlimit(2000)"
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# The following flake8 error codes were ignored:
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# E501 line too long
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# Description: We have used black to limit the length of each line to 120.
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# F541 f-string is missing placeholders
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# Description: The same thing is done when using pylint for detection.
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# E266 too many leading '#' for block comment
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# Description: To make the code more readable, a lot of "#" is used.
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# This error code appears centrally in:
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# qlib/backtest/executor.py
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# qlib/data/ops.py
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# qlib/utils/__init__.py
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# E402 module level import not at top of file
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# Description: There are times when module level import is not available at the top of the file.
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# W503 line break before binary operator
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# Description: Since black formats the length of each line of code, it has to perform a line break when a line of arithmetic is too long.
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# E731 do not assign a lambda expression, use a def
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# Description: Restricts the use of lambda expressions, but at some point lambda expressions are required.
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# E203 whitespace before ':'
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# Description: If there is whitespace before ":", it cannot pass the black check.
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- name: Check Qlib with flake8
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run: |
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flake8 --ignore=E501,F541,E266,E402,W503,E731,E203 --per-file-ignores="__init__.py:F401,F403" qlib
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# https://github.com/python/mypy/issues/10600
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- name: Check Qlib with mypy
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run: |
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mypy qlib --install-types --non-interactive || true
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mypy qlib --verbose
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- name: Check Qlib ipynb with nbqa
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run: |
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nbqa black . -l 120 --check --diff
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nbqa pylint . --disable=C0104,C0114,C0115,C0116,C0301,C0302,C0411,C0413,C1802,R0401,R0801,R0902,R0903,R0911,R0912,R0913,R0914,R0915,R1720,W0105,W0123,W0201,W0511,W0613,W1113,W1514,E0401,E1121,C0103,C0209,R0402,R1705,R1710,R1725,R1735,W0102,W0212,W0221,W0223,W0231,W0237,W0612,W0621,W0622,W0703,W1309,E1102,E1136,W0719,W0104,W0404,C0412,W0611,C0410 --const-rgx='[a-z_][a-z0-9_]{2,30}$'
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- name: Test data downloads
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run: |
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python scripts/get_data.py qlib_data --name qlib_data_simple --target_dir ~/.qlib/qlib_data/cn_data --interval 1d --region cn
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python scripts/get_data.py download_data --file_name rl_data.zip --target_dir tests/.data/rl
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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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# Run after data downloads
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- name: Check Qlib ipynb with nbconvert
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# Running the nbconvert check on a macos-11 system results in a "Kernel died" error, so we've temporarily disabled macos-11 here.
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if: ${{ matrix.os != 'macos-11' }}
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run: |
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# add more ipynb files in future
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jupyter nbconvert --to notebook --execute examples/workflow_by_code.ipynb
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- name: Test workflow by config (install from source)
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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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python -m pip install numba
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python qlib/workflow/cli.py examples/benchmarks/LightGBM/workflow_config_lightgbm_Alpha158.yaml
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- name: Unit tests with Pytest
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uses: nick-fields/retry@v2
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with:
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timeout_minutes: 60
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max_attempts: 3
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command: |
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cd tests
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python -m pytest . -m "not slow" --durations=0
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