Add "mse" metric option to ALSTM.metric_fn #1425
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name: Test qlib from pip | |
on: | |
push: | |
branches: [ main ] | |
pull_request: | |
branches: [ main ] | |
jobs: | |
build: | |
timeout-minutes: 120 | |
runs-on: ${{ matrix.os }} | |
strategy: | |
matrix: | |
# Since macos-latest changed from 12.7.4 to 14.4.1, | |
# the minimum python version that matches a 14.4.1 version of macos is 3.10, | |
# so we limit the macos version to macos-12. | |
os: [windows-latest, ubuntu-20.04, ubuntu-22.04, macos-11, macos-12] | |
# 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 pip | |
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: Qlib installation test | |
run: | | |
# 2024-05-30 scs has released a new version: 3.2.4.post2, | |
# This will cause the CI to fail, so we have limited the version of scs for now. | |
python -m pip install "scs<=3.2.4" | |
python -m pip install pyqlib | |
- 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 | |
- name: Downloads dependencies data | |
run: | | |
cd .. | |
python -m qlib.run.get_data qlib_data --target_dir ~/.qlib/qlib_data/cn_data --region cn | |
cd qlib | |
- name: Test workflow by config | |
run: | | |
qrun examples/benchmarks/LightGBM/workflow_config_lightgbm_Alpha158.yaml |