add hist model #3
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| 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)" | |
| # 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 |