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Test qlib from source

add_baostock_collector #1236

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add_baostock_collector

add_baostock_collector #1236

Workflow file for this run

.github/workflows/test_qlib_from_source.yml at efd43c1
name: Test qlib from source
on:
push:
branches: [ main ]
pull_request:
branches: [ main ]
jobs:
build:
timeout-minutes: 180
# we may retry for 3 times for `Unit tests with Pytest`
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 source
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: Installing pytorch for macos
if: ${{ matrix.os == 'macos-11' || matrix.os == 'macos-latest' }}
run: |
python -m pip install torch torchvision torchaudio
- name: Installing pytorch for ubuntu
if: ${{ matrix.os == 'ubuntu-20.04' || matrix.os == 'ubuntu-22.04' }}
run: |
python -m pip install torch torchvision torchaudio --extra-index-url https://download.pytorch.org/whl/cpu
- name: Installing pytorch for windows
if: ${{ matrix.os == 'windows-latest' }}
run: |
python -m pip install torch torchvision torchaudio
- name: Set up Python tools
run: |
python -m pip install --upgrade cython
python -m pip install -e .[dev]
- name: Lint with Black
# Python 3.7 will use a black with low level. So we use python with higher version for black check
if: (matrix.python-version != '3.7')
run: |
pip install -U black # follow the latest version of black, previous Qlib dependency will downgrade black
black . -l 120 --check --diff
- name: Make html with sphinx
run: |
cd docs
sphinx-build -W --keep-going -b html . _build
cd ..
# Check Qlib with pylint
# TODO: These problems we will solve in the future. Important among them are: W0221, W0223, W0237, E1102
# C0103: invalid-name
# C0209: consider-using-f-string
# R0402: consider-using-from-import
# R1705: no-else-return
# R1710: inconsistent-return-statements
# R1725: super-with-arguments
# R1735: use-dict-literal
# W0102: dangerous-default-value
# W0212: protected-access
# W0221: arguments-differ
# W0223: abstract-method
# W0231: super-init-not-called
# W0237: arguments-renamed
# W0612: unused-variable
# W0621: redefined-outer-name
# W0622: redefined-builtin
# FIXME: specify exception type
# W0703: broad-except
# W1309: f-string-without-interpolation
# E1102: not-callable
# E1136: unsubscriptable-object
# References for parameters: https://github.com/PyCQA/pylint/issues/4577#issuecomment-1000245962
# We use sys.setrecursionlimit(2000) to make the recursion depth larger to ensure that pylint works properly (the default recursion depth is 1000).
- name: Check Qlib with pylint
run: |
pylint --disable=C0104,C0114,C0115,C0116,C0301,C0302,C0411,C0413,C1802,R0401,R0801,R0902,R0903,R0911,R0912,R0913,R0914,R0915,R1720,W0105,W0123,W0201,W0511,W0613,W1113,W1514,E0401,E1121,C0103,C0209,R0402,R1705,R1710,R1725,R1735,W0102,W0212,W0221,W0223,W0231,W0237,W0612,W0621,W0622,W0703,W1309,E1102,E1136 --const-rgx='[a-z_][a-z0-9_]{2,30}$' qlib --init-hook "import astroid; astroid.context.InferenceContext.max_inferred = 500; import sys; sys.setrecursionlimit(2000)"
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}$' scripts --init-hook "import astroid; astroid.context.InferenceContext.max_inferred = 500; import sys; sys.setrecursionlimit(2000)"
# The following flake8 error codes were ignored:
# E501 line too long
# Description: We have used black to limit the length of each line to 120.
# F541 f-string is missing placeholders
# Description: The same thing is done when using pylint for detection.
# E266 too many leading '#' for block comment
# Description: To make the code more readable, a lot of "#" is used.
# This error code appears centrally in:
# qlib/backtest/executor.py
# qlib/data/ops.py
# qlib/utils/__init__.py
# E402 module level import not at top of file
# Description: There are times when module level import is not available at the top of the file.
# W503 line break before binary operator
# Description: Since black formats the length of each line of code, it has to perform a line break when a line of arithmetic is too long.
# E731 do not assign a lambda expression, use a def
# Description: Restricts the use of lambda expressions, but at some point lambda expressions are required.
# E203 whitespace before ':'
# Description: If there is whitespace before ":", it cannot pass the black check.
- name: Check Qlib with flake8
run: |
flake8 --ignore=E501,F541,E266,E402,W503,E731,E203 --per-file-ignores="__init__.py:F401,F403" qlib
# https://github.com/python/mypy/issues/10600
- name: Check Qlib with mypy
run: |
mypy qlib --install-types --non-interactive || true
mypy qlib --verbose
- name: Check Qlib ipynb with nbqa
run: |
nbqa black . -l 120 --check --diff
nbqa pylint . --disable=C0104,C0114,C0115,C0116,C0301,C0302,C0411,C0413,C1802,R0401,R0801,R0902,R0903,R0911,R0912,R0913,R0914,R0915,R1720,W0105,W0123,W0201,W0511,W0613,W1113,W1514,E0401,E1121,C0103,C0209,R0402,R1705,R1710,R1725,R1735,W0102,W0212,W0221,W0223,W0231,W0237,W0612,W0621,W0622,W0703,W1309,E1102,E1136,W0719,W0104,W0404,C0412,W0611,C0410 --const-rgx='[a-z_][a-z0-9_]{2,30}$'
- name: Test data downloads
run: |
python scripts/get_data.py qlib_data --name qlib_data_simple --target_dir ~/.qlib/qlib_data/cn_data --interval 1d --region cn
python scripts/get_data.py download_data --file_name rl_data.zip --target_dir tests/.data/rl
- 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
# Run after data downloads
- name: Check Qlib ipynb with nbconvert
run: |
# add more ipynb files in future
jupyter nbconvert --to notebook --execute examples/workflow_by_code.ipynb
- name: Test workflow by config (install from source)
run: |
python -m pip install numba
python qlib/workflow/cli.py examples/benchmarks/LightGBM/workflow_config_lightgbm_Alpha158.yaml
- name: Unit tests with Pytest
uses: nick-fields/retry@v2
with:
timeout_minutes: 60
max_attempts: 3
command: |
cd tests
python -m pytest . -m "not slow" --durations=0