download orderbook data #1310
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| 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-20.04, ubuntu-22.04, 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@v3 | |
| # Since version 3.7 of python for MacOS is installed in CI, version 3.7.17, this version causes "_bz not found error". | |
| # So we make the version number of python 3.7 for MacOS more specific. | |
| # refs: https://github.com/actions/setup-python/issues/682 | |
| - name: Set up Python ${{ matrix.python-version }} | |
| if: (matrix.os == 'macos-latest' && matrix.python-version == '3.7') || (matrix.os == 'macos-11' && matrix.python-version == '3.7') | |
| uses: actions/setup-python@v4 | |
| with: | |
| python-version: "3.7.16" | |
| - name: Set up Python ${{ matrix.python-version }} | |
| if: (matrix.os != 'macos-latest' || matrix.python-version != '3.7') && (matrix.os != 'macos-11' || matrix.python-version != '3.7') | |
| uses: actions/setup-python@v4 | |
| 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 | |
| - 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: | | |
| cd .. | |
| python -m qlib.run.get_data qlib_data --target_dir ~/.qlib/qlib_data/cn_data --region cn | |
| cd qlib | |
| - name: Test workflow by config | |
| run: | | |
| qrun examples/benchmarks/LightGBM/workflow_config_lightgbm_Alpha158.yaml |