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:
        # 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-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 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: |
        # 2024-05-30 scs has released a new version: 3.2.4.post2,
        # This will cause the CI to fail, so we have limited the version of scs for now.
        python -m pip install "scs<=3.2.4"
        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
      # On macos-11 system, it will lead to "Segmentation fault: 11" error,
      # which may be caused by the excessive memory overhead of macos-11 system, so we disable macos-11 temporarily here.
      if: ${{ matrix.os != 'macos-11' }}
      run: |
        qrun examples/benchmarks/LightGBM/workflow_config_lightgbm_Alpha158.yaml