update python version (#1868)

* update python version * fix: Correct selector handling and add time filtering in storage.py * fix: convert index and columns to list in repr methods * feat: Add Makefile for managing project prerequisites * feat: Add Cython extensions for rolling and expanding operations * resolve install error * fix lint error * fix lint error * fix lint error * fix lint error * fix lint error * update build package * update makefile * update ci yaml * fix docs build error * fix ubuntu install error * fix docs build error * fix install error * fix install error * fix install error * fix install error * fix pylint error * fix pylint error * fix pylint error * fix pylint error * fix pylint error E1123 * fix pylint error R0917 * fix pytest error * fix pytest error * fix pytest error * update code * update code * fix ci error * fix pylint error * fix black error * fix pytest error * fix CI error * fix CI error * add python version to CI * add python version to CI * add python version to CI * fix pylint error * fix pytest general nn error * fix CI error * optimize code * add coments * Extended macos version * remove build package --------- Co-authored-by: Young <[email protected]>
microsoft · Dec 17, 2024 · a0cef03 · a0cef03
1 parent 7acb4f3
commit a0cef03
Show file tree

Hide file tree

Showing 63 changed files with 462 additions and 428 deletions.
diff --git a/.github/workflows/python-publish.yml b/.github/workflows/python-publish.yml
@@ -12,43 +12,23 @@ jobs:
     runs-on: ${{ matrix.os }}
     strategy:
       matrix:
-        os: [windows-latest, macos-13]
+        os: [windows-latest, ubuntu-20.04, ubuntu-22.04, macos-13, macos-14, macos-latest]
         # FIXME:  macos-latest will raise error now.
         # not supporting 3.6 due to annotations is not supported https://stackoverflow.com/a/52890129
-        python-version: [3.7, 3.8]
+        python-version: ["3.8", "3.9", "3.10", "3.11", "3.12"]
 
     steps:
     - uses: actions/checkout@v2
-    #  This is because on macos systems you can install pyqlib using
-    # `pip install pyqlib` installs, it does not recognize the
-    # `pyqlib-<version>-cp38-cp38-macosx_11_0_x86_64.whl` and `pyqlib-<veresion>-cp38-cp37m-macosx_11_0_x86_64.whl`.
-    # So we limit the version of python, in order to generate a version of qlib that is usable for macos: `pyqlib-<veresion>-cp38-cp37m 
-    # `pyqlib-<version>-cp38-cp38-macosx_10_15_x86_64.whl` and `pyqlib-<veresion>-cp38-cp37m-macosx_10_15_x86_64.whl`.
-    # Python 3.7.16, 3.8.16  can build macosx_10_15.  But  Python 3.7.17, 3.8.17  can build macosx_11_0
     - name: Set up Python ${{ matrix.python-version }}
-      if: matrix.os == 'macos-11' && matrix.python-version == '3.7'
-      uses: actions/setup-python@v2
-      with:
-        python-version: "3.7.16"
-    - name: Set up Python ${{ matrix.python-version }}
-      if: matrix.os == 'macos-11' && matrix.python-version == '3.8'
-      uses: actions/setup-python@v2
-      with:
-        python-version: "3.8.16"
-    - name: Set up Python ${{ matrix.python-version }}
-      if: matrix.os != 'macos-11'
       uses: actions/setup-python@v2
       with:
         python-version: ${{ matrix.python-version }}
     - name: Install dependencies
       run: |
-        python -m pip install --upgrade pip
-        pip install setuptools wheel twine
+        make dev
     - name: Build wheel on ${{ matrix.os }}
       run: |
-        pip install numpy
-        pip install cython
-        python setup.py bdist_wheel
+        make build
     - name: Build and publish
       env:
         TWINE_USERNAME: __token__

diff --git a/.github/workflows/test_qlib_from_source.yml b/.github/workflows/test_qlib_from_source.yml
@@ -19,25 +19,15 @@ jobs:
         # If you want to use python 3.7 in github action, then the latest macos system version is macos-13,
         # after macos-13 python 3.7 is no longer supported.
         # so we limit the macos version to macos-13.
-        os: [windows-latest, ubuntu-20.04, ubuntu-22.04, macos-13]
+        os: [windows-latest, ubuntu-20.04, ubuntu-22.04, macos-13, macos-14, macos-latest]
         # not supporting 3.6 due to annotations is not supported https://stackoverflow.com/a/52890129
-        python-version: [3.7, 3.8]
+        python-version: ["3.8", "3.9", "3.10", "3.11", "3.12"]
 
     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-13' && 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-13' || matrix.python-version != '3.7')
       uses: actions/setup-python@v4
       with:
         python-version: ${{ matrix.python-version }}
@@ -47,7 +37,7 @@ jobs:
         python -m pip install --upgrade pip
 
     - name: Installing pytorch for macos
-      if: ${{ matrix.os == 'macos-13' || matrix.os == 'macos-latest' }}
+      if: ${{ matrix.os == 'macos-13' || matrix.os == 'macos-14' || matrix.os == 'macos-latest' }}
       run: |
         python -m pip install torch torchvision torchaudio
 
@@ -63,95 +53,41 @@ jobs:
 
     - name: Set up Python tools
       run: |
-        python -m pip install --upgrade cython
-        python -m pip install -e .[dev]
+        make 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
+        make black
 
     - name: Make html with sphinx
       # Since read the docs builds on ubuntu 22.04, we only need to test that the build passes on ubuntu 22.04.
       if: ${{ matrix.os == 'ubuntu-22.04' }}
       run: |
-        cd docs
-        sphinx-build -W --keep-going -b html . _build
-        cd ..
-
-    # Check Qlib with pylint
-    # TODO: These problems we will solve in the future. Important among them are: W0221, W0223, W0237, E1102
-      # C0103: invalid-name
-      # C0209: consider-using-f-string
-      # R0402: consider-using-from-import
-      # R1705: no-else-return
-      # R1710: inconsistent-return-statements
-      # R1725: super-with-arguments
-      # R1735: use-dict-literal
-      # W0102: dangerous-default-value
-      # W0212: protected-access
-      # W0221: arguments-differ
-      # W0223: abstract-method
-      # W0231: super-init-not-called
-      # W0237: arguments-renamed
-      # W0612: unused-variable
-      # W0621: redefined-outer-name
-      # W0622: redefined-builtin
-      # FIXME: specify exception type
-      # W0703: broad-except
-      # W1309: f-string-without-interpolation
-      # E1102: not-callable
-      # E1136: unsubscriptable-object
-    # References for parameters: https://github.com/PyCQA/pylint/issues/4577#issuecomment-1000245962
-    # We use sys.setrecursionlimit(2000) to make the recursion depth larger to ensure that pylint works properly (the default recursion depth is 1000).
+        make docs-gen
+
     - name: Check Qlib with pylint
       run: |
-        pylint --disable=C0104,C0114,C0115,C0116,C0301,C0302,C0411,C0413,C1802,R0401,R0801,R0902,R0903,R0911,R0912,R0913,R0914,R0915,R1720,W0105,W0123,W0201,W0511,W0613,W1113,W1514,E0401,E1121,C0103,C0209,R0402,R1705,R1710,R1725,R1735,W0102,W0212,W0221,W0223,W0231,W0237,W0612,W0621,W0622,W0703,W1309,E1102,E1136 --const-rgx='[a-z_][a-z0-9_]{2,30}$' 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.
+        make pylint
+
     - name: Check Qlib with flake8
       run: |
-        flake8 --ignore=E501,F541,E266,E402,W503,E731,E203 --per-file-ignores="__init__.py:F401,F403" qlib
+        make flake8
 
-    # https://github.com/python/mypy/issues/10600
     - name: Check Qlib with mypy
       run: |
-        mypy qlib --install-types --non-interactive || true
-        mypy qlib --verbose
+        make mypy
     
     - 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}$'
+        make nbqa
 
     - 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-13' || matrix.os == 'macos-latest' }}
+      if: ${{ matrix.os == 'macos-13' || matrix.os == 'macos-14' || matrix.os == 'macos-latest' }}
       run: |
         /bin/bash -c "$(curl -fsSL https://raw.githubusercontent.com/Microsoft/qlib/main/.github/brew_install.sh)"
         HOMEBREW_NO_AUTO_UPDATE=1 brew install lightgbm
@@ -161,11 +97,9 @@ jobs:
         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
+        make nbconvert
 
     - name: Test workflow by config (install from source)
       run: |

diff --git a/.github/workflows/test_qlib_from_source_slow.yml b/.github/workflows/test_qlib_from_source_slow.yml
@@ -19,41 +19,29 @@ jobs:
         # If you want to use python 3.7 in github action, then the latest macos system version is macos-13,
         # after macos-13 python 3.7 is no longer supported.
         # so we limit the macos version to macos-13.
-        os: [windows-latest, ubuntu-20.04, ubuntu-22.04, macos-13]
+        os: [windows-latest, ubuntu-20.04, ubuntu-22.04, macos-13, macos-14, macos-latest]
         # not supporting 3.6 due to annotations is not supported https://stackoverflow.com/a/52890129
-        python-version: [3.7, 3.8]
+        python-version: ["3.8", "3.9", "3.10", "3.11", "3.12"]
 
     steps:
     - name: Test qlib from source slow
       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-13' && 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-13' || matrix.python-version != '3.7')
       uses: actions/setup-python@v4
       with:
         python-version: ${{ matrix.python-version }}
 
     - name: Set up Python tools
       run: |
-        python -m pip install --upgrade pip
-        pip install --upgrade cython numpy
-        pip install -e .[dev]
+        make dev
 
     - name: Downloads dependencies data
       run: |
         python scripts/get_data.py qlib_data --name qlib_data_simple --target_dir ~/.qlib/qlib_data/cn_data --interval 1d --region cn
 
     - name: Install Lightgbm for MacOS
-      if: ${{ matrix.os == 'macos-13' || matrix.os == 'macos-latest' }}
+      if: ${{ matrix.os == 'macos-13' || matrix.os == 'macos-14' || matrix.os == 'macos-latest' }}
       run: |
         /bin/bash -c "$(curl -fsSL https://raw.githubusercontent.com/Microsoft/qlib/main/.github/brew_install.sh)"
         HOMEBREW_NO_AUTO_UPDATE=1 brew install lightgbm

diff --git a/.gitignore b/.gitignore
@@ -48,4 +48,5 @@ tags
 *.swp
 
 ./pretrain
-.idea/
+.idea/
+.aider*
diff --git a/MANIFEST.in b/MANIFEST.in
@@ -1 +1,6 @@
-include qlib/VERSION.txt
+exclude tests/*
+include qlib/*
+include qlib/*/*
+include qlib/*/*/*
+include qlib/*/*/*/*
+include qlib/*/*/*/*/*
-Original file line number
+Diff line change
@@ Expand Up / @@ -48,4 +48,5 @@ tags @@
     *.swp
     ./pretrain
-    .idea/
+    .idea/
+    .aider*