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test.yml
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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: '3.12'
- name: Package
run: |
python -m pip install build
python -m build
- name: Install wheel
run: |
python -m pip install dist/*.whl
- 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'
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