[auto commit] sp500_daily reconciliation & execution on 2024-11-27 #1282
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| 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: '3.13' | |
| - name: Package | |
| run: | | |
| python -m pip install build | |
| python -m build | |
| - name: Install wheel and extra solver | |
| run: | | |
| python -m pip install dist/*.whl ecos | |
| - 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 }} | |
| # continue-on-error: ${{ matrix.python-version == '3.13' }} | |
| 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', '3.13'] | |
| exclude: | |
| - os: macos-latest # aarch64 | |
| python-version: '3.8' | |
| - os: macos-latest # aarch64 | |
| python-version: '3.9' | |
| - os: windows-latest # SCS missing windows wheels for 3.13, https://github.com/bodono/scs-python/pull/117 | |
| python-version: '3.13' | |
| 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==3.0.0 | |
| - 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 | |
| - 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: If running on python 3.12 install some old dependencies | |
| if: ${{ matrix.python-version == '3.12'}} | |
| run: python -m pip install numpy==2.1.2 scipy==1.14.1 matplotlib==3.9.2 cvxpy==1.5.3 pandas==2.2.3 osqp==0.6.7.post3 ecos==2.0.14 scs==3.2.7 | |
| - 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 | |