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[auto commit] marketneutral_daily reconciliation & execution on 2025-… #1725

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[auto commit] marketneutral_daily reconciliation & execution on 2025-…

[auto commit] marketneutral_daily reconciliation & execution on 2025-… #1725

Workflow file for this run

.github/workflows/test.yml at bfd7a96
name: Lint, Test, Packaging
on:
push:
branches:
- master
tags:
- '*'
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
test-packaging:
runs-on: ubuntu-latest
steps:
- uses: actions/checkout@v4
with:
fetch-depth: 0
- 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 --ignore-download-errors
- name: Check that data folder wasn't accidentally created
run: |
if [ -d ~/cvxportfolio_data ]; then exit 1; fi
coveralls:
# only step in which we don't ignore download error; only here
# we run tests through coverage, because if we did ignore download errors
# coverage could drop to as low as 90% since some lines after exception is
# thrown could not be executed; however we continue on error; nothing is
# uploaded to coveralls unless tests, including all data download, complete
runs-on: ubuntu-latest
steps:
- uses: actions/checkout@v4
with:
fetch-depth: 0
- name: Set up Python
uses: actions/setup-python@v5
with:
python-version: '3.13'
- name: Install
run: |
python -m pip install -e .[test]
- name: Run tests with coverage, including possible download errors
continue-on-error: true
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
test:
runs-on: ${{ matrix.os }}
# continue-on-error: ${{ matrix.python-version == '3.13' }}
strategy:
fail-fast: false
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', '>=3.13.0 <=3.13.13 || >=3.13.5 <3.14.0'] # bug in 3.13.4 affecting Windows: github.com/python/cpython/issues/135151
exclude:
- os: macos-latest # aarch64
python-version: '3.8'
- os: macos-latest # aarch64
python-version: '3.9'
env:
# some old source distributions of OSQP installed below (for old
# version testing) have syntax mistakes in their CMakeLists.txt so we
# patch it here
CMAKE_POLICY_VERSION_MINIMUM: 3.5
steps:
- uses: actions/checkout@v4
with:
fetch-depth: 0
- 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 pillow==11.2.1
- 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 pillow==11.2.1
- 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 pillow==11.2.1
- 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 pillow==11.2.1
- name: If running on python 3.13 install any dependency whose latest version is causing upstream issues
if: ${{ matrix.python-version == '>=3.13.0 <=3.13.13 || >=3.13.5 <3.14.0'}}
run: python -m pip install pillow==11.2.1 # 11.3 throws a deprecationwarning from matplotlib; works fine, https://github.com/matplotlib/matplotlib/pull/30221
- name: Install package
run: |
python -m pip install .[test]
- name: Run tests
run: |
python -m cvxportfolio.tests --ignore-download-errors
package:
runs-on: ubuntu-latest
needs: [pylint, test-packaging, test]
# following are for pypa action
environment: pypi
permissions:
id-token: write
steps:
- uses: actions/checkout@v4
with: # all the fetch-depth are needed for setuptools-scm to make right name
fetch-depth: 0
- name: Set up Python
uses: actions/setup-python@v5
with:
python-version: '3.13'
- name: Install build dependencies
run: |
python -m pip install --upgrade pip
python -m pip install build
- name: Build package
run: |
python -m build
- name: Upload artifacts
uses: actions/upload-artifact@v4
with:
name: sdist-and-wheel
path: dist/*
if-no-files-found: error
retention-days: 7
- name: Publish to PyPI
if: startsWith(github.ref, 'refs/tags/')
uses: pypa/gh-action-pypi-publish@release/v1
with:
skip-existing: true