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name: Zipline CI (Unbutnu/macOS Using Pip) | ||
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on: | ||
push: | ||
branches: | ||
- master | ||
pull_request: | ||
branches: | ||
- master | ||
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jobs: | ||
build-and-test: | ||
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runs-on: ${{ matrix.os }} | ||
strategy: | ||
fail-fast: false | ||
matrix: | ||
os: [ubuntu-latest, macos-latest] | ||
python-version: [3.5, 3.6] | ||
steps: | ||
- uses: actions/checkout@v2 | ||
with: | ||
submodules: 'recursive' | ||
- name: Set up Python ${{ matrix.python-version }} | ||
uses: actions/setup-python@v2.1.1 | ||
with: | ||
python-version: ${{ matrix.python-version }} | ||
- name: Install TA lib (ubuntu) | ||
if: startsWith(matrix.os, 'ubuntu') | ||
run: | | ||
wget https://s3.amazonaws.com/quantopian-orchestration/packages/ta-lib-0.4.0-src.tar.gz | ||
tar xvfz ta-lib-0.4.0-src.tar.gz | ||
cd ta-lib | ||
./configure | ||
make | ||
sudo make install | ||
sudo ldconfig | ||
- name: Install TA lib (macOS) | ||
if: startsWith(matrix.os, 'macos') | ||
run: | | ||
brew install ta-lib | ||
- name: Set Lockfile py 35 | ||
if: matrix.python-version == 3.5 | ||
run: | | ||
echo ::set-env name=PIP_CONSTRAINT::etc/requirements_locked.txt | ||
- name: Set Lockfile py36 | ||
if: matrix.python-version == 3.6 | ||
run: | | ||
echo ::set-env name=PIP_CONSTRAINT::etc/requirements_py36_locked.txt | ||
- name: Get pip cache dir | ||
id: pip-cache | ||
run: | | ||
echo "::set-output name=dir::$(pip cache dir)" | ||
- name: pip cache | ||
uses: actions/cache@v2 | ||
with: | ||
path: ${{ steps.pip-cache.outputs.dir }} | ||
key: ${{ runner.os }}-pip-${{ hashFiles('$PIP_CONSTRAINT') }} | ||
restore-keys: | | ||
${{ runner.os }}-pip- | ||
- name: Install requirements | ||
run: | | ||
python -m pip install -r etc/requirements_build.in | ||
python -m pip install --no-binary=bcolz -e .[all] -r etc/requirements_blaze.in | ||
- name: Run tests | ||
run: | | ||
nosetests tests |
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name: Zipline CI (Windows) | ||
|
||
on: | ||
push: | ||
branches: | ||
- master | ||
pull_request: | ||
branches: | ||
- master | ||
|
||
jobs: | ||
build-and-test: | ||
|
||
runs-on: ${{ matrix.os }} | ||
strategy: | ||
fail-fast: false | ||
matrix: | ||
os: [windows-latest] | ||
python-version: [3.6] | ||
steps: | ||
- uses: actions/checkout@v2 | ||
with: | ||
submodules: 'recursive' | ||
# - name: pip cache | ||
# uses: actions/cache@v2 | ||
# with: | ||
# path: ${{ steps.pip-cache.outputs.dir }} | ||
# key: ${{ runner.os }}-pip-${{ hashFiles('etc/requirements_py36_locked.txt') }} | ||
# restore-keys: | | ||
# ${{ runner.os }}-pip- | ||
# - name: Install requirements | ||
# run: | | ||
# python -m pip install -r etc/requirements_build.in -c etc/requirements_locked.txt | ||
- name: Init Conda in Powershell | ||
run: | | ||
C:\Miniconda\condabin\conda.bat init powershell | ||
- name: Install scientific python requirements | ||
run: | | ||
conda create -y --name test python=${{matrix.python-version}} pip pandas=0.22.0 numpy=1.19.1 scipy=1.5.0 cython=0.29.21 | ||
- name: Install TA lib | ||
run: | | ||
conda activate test | ||
conda install -y -c quantopian ta-lib | ||
- name: Install other requirements | ||
run: | | ||
conda activate test | ||
pip install --no-binary=bcolz -e .[all] -c etc/requirements_py36_locked.txt | ||
- name: Run tests | ||
run: | | ||
conda activate test | ||
nosetests tests |
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# | ||
# This file is autogenerated by pip-compile | ||
# To update, run: | ||
# | ||
# pip-compile --no-index --output-file=etc/requirements_py36_locked.txt etc/requirements.in etc/requirements_blaze.in etc/requirements_build.in etc/requirements_dev.in etc/requirements_docs.in etc/requirements_talib.in | ||
# | ||
-e git+git://github.com/quantopian/blaze.git@f26375a6708eab85b7acc7869d6c518df2f974eb#egg=blaze # via -r etc/requirements_blaze.in | ||
-e git+git://github.com/quantopian/datashape.git@cae16a85406ca4302ff1f985b74a3809be0a83a1#egg=datashape # via -r etc/requirements_blaze.in, odo | ||
-e git+git://github.com/quantopian/odo.git@ba84238eb8dbcac4784ae7ebf62988d7e163c283#egg=odo # via -r etc/requirements_blaze.in, blaze | ||
alabaster==0.7.12 # via sphinx | ||
alembic==1.4.2 # via -r etc/requirements.in | ||
argh==0.26.2 # via sphinx-autobuild | ||
babel==2.8.0 # via sphinx | ||
bcolz==1.2.1 # via -r etc/requirements.in | ||
bottleneck==1.3.2 # via -r etc/requirements.in | ||
certifi==2020.6.20 # via requests | ||
chardet==3.0.4 # via requests | ||
click==7.1.2 # via -r etc/requirements.in, flask, pip-tools | ||
contextlib2==0.6.0.post1 # via -r etc/requirements.in | ||
coverage==5.2.1 # via -r etc/requirements_dev.in | ||
cycler==0.10.0 # via matplotlib | ||
cython==0.29.21 # via -r etc/requirements_build.in | ||
cytoolz==0.10.1 # via -r etc/requirements_blaze.in | ||
dask[dataframe]==2.10.1 # via -r etc/requirements_blaze.in, blaze, odo | ||
decorator==4.4.2 # via networkx | ||
docutils==0.16 # via sphinx | ||
empyrical==0.5.3 # via -r etc/requirements.in | ||
flake8==3.8.3 # via -r etc/requirements_dev.in | ||
flask-cors==3.0.8 # via blaze | ||
flask==1.1.2 # via blaze, flask-cors | ||
fsspec==0.8.0 # via dask | ||
h5py==2.10.0 # via -r etc/requirements.in | ||
idna==2.10 # via requests | ||
imagesize==1.2.0 # via sphinx | ||
importlib-metadata==1.7.0 # via flake8 | ||
intervaltree==3.1.0 # via -r etc/requirements.in | ||
iso3166==1.0.1 # via -r etc/requirements.in | ||
iso4217==1.6.20180829 # via -r etc/requirements.in | ||
itsdangerous==1.1.0 # via flask | ||
jinja2==2.11.2 # via flask, numpydoc, sphinx | ||
kiwisolver==1.2.0 # via matplotlib | ||
livereload==2.6.2 # via sphinx-autobuild | ||
locket==0.2.0 # via partd | ||
logbook==1.5.3 # via -r etc/requirements.in | ||
lru-dict==1.1.6 # via -r etc/requirements.in | ||
lxml==4.5.2 # via pandas-datareader | ||
mako==1.1.3 # via alembic | ||
markupsafe==1.1.1 # via jinja2, mako | ||
matplotlib==3.3.0 # via -r etc/requirements_dev.in | ||
mccabe==0.6.1 # via flake8 | ||
mock==4.0.2 # via -r etc/requirements_dev.in | ||
multipledispatch==0.6.0 # via -r etc/requirements.in, datashape, odo | ||
networkx==1.11 # via -r etc/requirements.in, odo | ||
nose-ignore-docstring==0.2 # via -r etc/requirements_dev.in | ||
nose-parameterized==0.6.0 # via -r etc/requirements_dev.in | ||
nose-timer==1.0.0 # via -r etc/requirements_dev.in | ||
nose==1.3.7 # via -r etc/requirements_dev.in, nose-timer | ||
numexpr==2.7.1 # via -r etc/requirements.in, tables | ||
numpy==1.19.1 # via -r etc/requirements.in, -r etc/requirements_build.in, bcolz, bottleneck, dask, datashape, empyrical, h5py, matplotlib, numexpr, odo, pandas, patsy, scipy, statsmodels, ta-lib, tables, trading-calendars | ||
numpydoc==1.1.0 # via -r etc/requirements_docs.in | ||
packaging==20.4 # via sphinx | ||
pandas-datareader==0.8.1 # via -r etc/requirements.in, empyrical | ||
pandas==0.22.0 # via -r etc/requirements.in, dask, empyrical, odo, pandas-datareader, statsmodels, trading-calendars | ||
partd==1.1.0 # via dask | ||
pathtools==0.1.2 # via sphinx-autobuild, watchdog | ||
patsy==0.5.1 # via -r etc/requirements.in, statsmodels | ||
pillow==7.2.0 # via matplotlib | ||
pip-tools==5.3.1 # via -r etc/requirements_dev.in | ||
port_for==0.3.1 # via sphinx-autobuild | ||
psutil==5.7.2 # via blaze | ||
pycodestyle==2.6.0 # via flake8 | ||
pyflakes==2.2.0 # via flake8 | ||
pygments==2.6.1 # via sphinx | ||
pyparsing==2.4.7 # via matplotlib, packaging | ||
python-dateutil==2.8.1 # via alembic, datashape, matplotlib, pandas | ||
python-editor==1.0.4 # via alembic | ||
python-interface==1.6.0 # via -r etc/requirements.in | ||
pytz==2020.1 # via -r etc/requirements.in, babel, pandas, trading-calendars | ||
pyyaml==5.3.1 # via sphinx-autobuild | ||
requests==2.24.0 # via -r etc/requirements.in, pandas-datareader, responses, sphinx | ||
responses==0.10.15 # via -r etc/requirements_dev.in | ||
scipy==1.5.2 # via -r etc/requirements.in, empyrical, statsmodels | ||
six==1.15.0 # via -r etc/requirements.in, cycler, flask-cors, h5py, livereload, multipledispatch, packaging, patsy, pip-tools, python-dateutil, python-interface, responses | ||
snowballstemmer==2.0.0 # via sphinx | ||
sortedcontainers==2.2.2 # via intervaltree | ||
sphinx-autobuild==0.7.1 # via -r etc/requirements_docs.in | ||
sphinx==3.1.2 # via -r etc/requirements_docs.in, numpydoc | ||
sphinxcontrib-applehelp==1.0.2 # via sphinx | ||
sphinxcontrib-devhelp==1.0.2 # via sphinx | ||
sphinxcontrib-htmlhelp==1.0.3 # via sphinx | ||
sphinxcontrib-jsmath==1.0.1 # via sphinx | ||
sphinxcontrib-qthelp==1.0.3 # via sphinx | ||
sphinxcontrib-serializinghtml==1.1.4 # via sphinx | ||
sqlalchemy==1.3.18 # via -r etc/requirements.in, alembic, blaze | ||
statsmodels==0.11.1 # via -r etc/requirements.in | ||
ta-lib==0.4.18 # via -r etc/requirements_talib.in | ||
tables==3.6.1 # via -r etc/requirements.in | ||
testfixtures==6.14.1 # via -r etc/requirements_dev.in | ||
toolz==0.10.0 # via -r etc/requirements.in, blaze, cytoolz, dask, odo, partd, trading-calendars | ||
tornado==6.0.4 # via livereload, sphinx-autobuild | ||
trading-calendars==1.11.8 # via -r etc/requirements.in | ||
urllib3==1.25.10 # via requests | ||
watchdog==0.10.3 # via sphinx-autobuild | ||
werkzeug==1.0.1 # via flask | ||
zipp==3.1.0 # via importlib-metadata | ||
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# The following packages are considered to be unsafe in a requirements file: | ||
# pip | ||
# setuptools |
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