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add dockerfile

add dockerfile #1455

name: Test qlib from source slow
on:
push:
branches: [ main ]
pull_request:
branches: [ main ]
jobs:
build:
timeout-minutes: 720
# we may retry for 3 times for `Unit tests with Pytest`
runs-on: ${{ matrix.os }}
strategy:
matrix:
# Since macos-latest changed from 12.7.4 to 14.4.1,
# the minimum python version that matches a 14.4.1 version of macos is 3.10,
# so we limit the macos version to macos-12.
os: [windows-latest, ubuntu-20.04, ubuntu-22.04, macos-11, macos-12]
# 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 source slow
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: Set up Python tools
run: |
python -m pip install --upgrade pip
pip install --upgrade cython numpy
pip install -e .[dev]
- 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: 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: Unit tests with Pytest
uses: nick-fields/retry@v2
with:
timeout_minutes: 240
max_attempts: 3
command: |
cd tests
python -m pytest . -m "slow" --durations=0