test_qlib_from_pip.yml

name: Test qlib from pip

on:
  push:
    branches: [ main ]
  pull_request:
    branches: [ main ]

jobs:
  build:
    timeout-minutes: 120

    runs-on: ${{ matrix.os }}
    strategy:
      matrix:
        os: [windows-latest, ubuntu-18.04, ubuntu-20.04, macos-11, macos-latest]
        # not supporting 3.6 due to annotations is not supported https://stackoverflow.com/a/52890129
        python-version: [3.7, 3.8]

    steps:
    - name: Test qlib from pip
      uses: actions/checkout@v2

    - name: Set up Python ${{ matrix.python-version }}
      uses: actions/setup-python@v2
      with:
        python-version: ${{ matrix.python-version }}

    - name: Update pip to the latest version
      run: |
        python -m pip install --upgrade pip

    - name: Qlib installation test
      run: |
        python -m pip install pyqlib
        # Specify the numpy version because the numpy upgrade caused the CI test to fail, 
        # and this line of code will be removed when the next version of qlib is released.
        python -m pip install "numpy<1.23"

    - name: Install Lightgbm for MacOS
      if: ${{ matrix.os == 'macos-11' || matrix.os == 'macos-latest' }}
      run: |
        /bin/bash -c "$(curl -fsSL https://raw.githubusercontent.com/Microsoft/qlib/main/.github/brew_install.sh)"
        HOMEBREW_NO_AUTO_UPDATE=1 brew install lightgbm
        # FIX MacOS error: Segmentation fault
        # reference: https://github.com/microsoft/LightGBM/issues/4229
        wget https://raw.githubusercontent.com/Homebrew/homebrew-core/fb8323f2b170bd4ae97e1bac9bf3e2983af3fdb0/Formula/libomp.rb
        brew unlink libomp
        brew install libomp.rb

    - name: Downloads dependencies data
      run: |
        python scripts/get_data.py qlib_data --name qlib_data_simple --target_dir ~/.qlib/qlib_data/cn_data --interval 1d --region cn

    - name: Test workflow by config
      run: |
        qrun examples/benchmarks/LightGBM/workflow_config_lightgbm_Alpha158.yaml