Fix the empty price_s case and self.instruments in SBBStrategyEMA. #1610
Workflow file for this run
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| name: Test qlib from pip | |
| on: | |
| push: | |
| branches: [ main ] | |
| pull_request: | |
| branches: [ main ] | |
| jobs: | |
| build: | |
| 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 | |
| - 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 |