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removed delisted names from sp500ndx100 and timing example #382

removed delisted names from sp500ndx100 and timing example

removed delisted names from sp500ndx100 and timing example #382

Workflow file for this run

name: Test
on: [push, pull_request]
jobs:
test:
runs-on: ${{ matrix.os }}
strategy:
matrix:
os: [ubuntu-latest, windows-latest, macos-latest]
python-version: ['3.9', '3.10', '3.11']
steps:
- uses: actions/checkout@v3
- name: Set up Python ${{ matrix.python-version }}
uses: actions/setup-python@v4
with:
python-version: ${{ matrix.python-version }}
# rationale: we test against an environment which had
# current packages as of ~ Q4 2022 for python 3.10
# and ~ Q4 2021 for python 3.9
# we only install the base packages here (pip below figures out the others)
- 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 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 cvxpy==1.2.3 pandas==1.5.0 osqp==0.6.2.post9 ecos==2.0.12 scs==3.2.2
- name: Install package
run: |
python -m pip install .
python -m pip install coverage
- name: Run tests with coverage
run: |
coverage run -m unittest discover cvxportfolio
coverage lcov
- name: Coveralls GitHub Action
uses: coverallsapp/github-action@v1
with:
path-to-lcov: coverage.lcov