test.yml

name: Test

on:
  push:
    branches: [ main ]
  pull_request:
    branches: [ main ]

jobs:
  build:

    runs-on: ${{ matrix.os }}
    strategy:
      matrix:
        os: [windows-latest, ubuntu-18.04, ubuntu-20.04]
        # not supporting 3.6 due to annotations is not supported https://stackoverflow.com/a/52890129
        python-version: [3.7, 3.8]

    steps:
    - uses: actions/checkout@v2

    - name: Set up Python ${{ matrix.python-version }}
      uses: actions/setup-python@v2
      with:
        python-version: ${{ matrix.python-version }}

    - name: Lint with Black
      run: |
        pip install --upgrade pip
        pip install black wheel
        black qlib -l 120 --check --diff

    - name: Install Qlib with pip
      run: |
        pip install numpy==1.19.5 ruamel.yaml
        pip install pyqlib --ignore-installed

    # 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 
    - name: Check Qlib with pylint
      run: |
        pip install --upgrade pip
        pip install pylint
        pylint --disable=C0104,C0114,C0115,C0116,C0301,C0302,C0411,C0413,C1802,R0201,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"

    - name: Test data downloads
      run: |
        python scripts/get_data.py qlib_data --target_dir ~/.qlib/qlib_data/cn_data --interval 1d --region cn

    - name: Test workflow by config (install from pip)
      run: |
        python qlib/workflow/cli.py examples/benchmarks/LightGBM/workflow_config_lightgbm_Alpha158.yaml
        python -m pip uninstall -y pyqlib

     # Test Qlib installed from source
    - name: Install Qlib from source
      run: |
        pip install --upgrade cython jupyter jupyter_contrib_nbextensions numpy scipy scikit-learn # installing without this line will cause errors on GitHub Actions, while instsalling locally won't
        pip install -e .

    - name: Install test dependencies
      run: |
        pip install --upgrade pip
        pip install black pytest

    - name: Unit tests with Pytest
      run: |
        cd tests
        python -m pytest . --durations=10

    - name: Test workflow by config (install from source)
      run: |
        python qlib/workflow/cli.py examples/benchmarks/LightGBM/workflow_config_lightgbm_Alpha158.yaml