[auto commit] ftse100_daily reconciliation & execution on 2024-05-17 #932
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| name: Test | |
| on: | |
| push: | |
| branches: | |
| - master | |
| pull_request: | |
| branches: | |
| - master | |
| jobs: | |
| pylint: | |
| runs-on: ubuntu-latest | |
| steps: | |
| - uses: actions/checkout@v4 | |
| - name: Set up Python | |
| uses: actions/setup-python@v5 | |
| with: | |
| # we're not yet using 3.12 because there are some issues | |
| # with pylint there (November 2023) | |
| python-version: '3.11' | |
| - name: Pylint | |
| run: | | |
| python -m pip install pylint | |
| python -m pip install . # to install dependencies | |
| pylint cvxportfolio | |
| packaging: | |
| runs-on: ubuntu-latest | |
| steps: | |
| - uses: actions/checkout@v4 | |
| - name: Set up Python | |
| uses: actions/setup-python@v5 | |
| with: | |
| python-version: '3.12' | |
| - name: Package | |
| run: | | |
| python -m pip install build | |
| python -m build | |
| - name: Install wheel | |
| run: | | |
| python -m pip install dist/*.whl | |
| - name: Delete the repo | |
| run: | | |
| rm -rf * | |
| - name: Run tests shipped with the package | |
| run: | | |
| python -m cvxportfolio.tests | |
| - name: Check that data folder wasn't accidentally created | |
| run: | | |
| if [ -d ~/cvxportfolio_data ]; then exit 1; fi | |
| test: | |
| runs-on: ${{ matrix.os }} | |
| strategy: | |
| matrix: # https://github.com/actions/runner-images | |
| os: [ubuntu-latest, windows-latest, macos-latest, macos-13] # last 2 are aarch64 and amd64 | |
| python-version: ['3.8', '3.9', '3.10', '3.11', '3.12'] | |
| exclude: | |
| - os: macos-latest # aarch64 | |
| python-version: '3.8' | |
| - os: macos-latest # aarch64 | |
| python-version: '3.9' | |
| steps: | |
| - uses: actions/checkout@v4 | |
| - name: Set up Python ${{ matrix.python-version }} | |
| uses: actions/setup-python@v5 | |
| with: | |
| python-version: ${{ matrix.python-version }} | |
| # rationale: we test against an environment with current packages as of: | |
| # ~ Q4 2023 for python 3.11 | |
| # ~ Q4 2022 for python 3.10 | |
| # ~ Q4 2021 for python 3.9 | |
| # for Python 3.8 it is more problematic with more incompatibilities, it | |
| # is nearing its EOL so we simply test against an old Pandas | |
| # we only install the base packages here, | |
| # then pip below figures out the others | |
| - name: If running on python 3.8 install some old dependencies | |
| if: ${{ matrix.python-version == '3.8'}} | |
| run: python -m pip install pandas==1.4.0 | |
| - name: If running on python 3.9 install some old dependencies | |
| if: ${{ matrix.python-version == '3.9'}} | |
| run: python -m pip install numpy==1.21.5 scipy==1.7.3 matplotlib==3.5.0 cvxpy==1.1.17 pandas==1.4.0 osqp==0.6.2.post0 ecos==2.0.11 scs==2.1.4 | |
| - name: If running on python 3.10 install some old dependencies | |
| if: ${{ matrix.python-version == '3.10'}} | |
| run: python -m pip install numpy==1.23.4 scipy==1.9.3 matplotlib==3.6.0 cvxpy==1.2.3 pandas==1.5.0 osqp==0.6.2.post9 ecos==2.0.12 scs==3.2.2 | |
| - name: If running on python 3.11 install some old dependencies | |
| if: ${{ matrix.python-version == '3.11'}} | |
| run: python -m pip install numpy==1.26.1 scipy==1.11.3 matplotlib==3.7.2 cvxpy==1.4.1 pandas==2.1.2 osqp==0.6.3 ecos==2.0.12 scs==3.2.3 | |
| - name: Install package | |
| run: | | |
| python -m pip install .[test] | |
| - name: Run tests with coverage | |
| run: | | |
| coverage run -m cvxportfolio.tests | |
| coverage lcov | |
| - name: Send coverage to Coveralls | |
| if: ${{ github.event_name == 'push'}} | |
| continue-on-error: true | |
| uses: coverallsapp/github-action@v2 | |
| with: | |
| path-to-lcov: coverage.lcov | |