strategy_executor fix; wrongly recomputed target weights on market ho… #525
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| name: Test | |
| on: | |
| push: | |
| branches: | |
| - master | |
| pull_request: | |
| branches: | |
| - master | |
| jobs: | |
| pylint: | |
| runs-on: ubuntu-latest | |
| steps: | |
| - uses: actions/checkout@v3 | |
| - name: Set up Python | |
| uses: actions/setup-python@v4 | |
| 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 | |
| test: | |
| runs-on: ${{ matrix.os }} | |
| strategy: | |
| matrix: | |
| os: [ubuntu-latest, windows-latest, macos-latest] | |
| python-version: ['3.8', '3.9', '3.10', '3.11', '3.12'] | |
| 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 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 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: 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 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 . | |
| python -m pip install coverage[toml] # extra only needed on py < 3.11 | |
| - name: Run tests with coverage | |
| run: | | |
| coverage run -m cvxportfolio.tests | |
| coverage lcov | |
| - name: Coveralls GitHub Action | |
| uses: coverallsapp/github-action@v1 | |
| with: | |
| path-to-lcov: coverage.lcov | |