test.yml

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 }}

    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']
        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: 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