qlib/.github/workflows/test_qlib_from_source.yml

name: Test qlib from source

concurrency:
  cancel-in-progress: true
  group: ${{ github.workflow }}-${{ github.ref }}

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

jobs:
  build:
    timeout-minutes: 180
    env:
      MLFLOW_ALLOW_FILE_STORE: "true"
      PIP_CONSTRAINT: ${{ github.workspace }}/.github/ci/constraints.txt
    # we may retry for 3 times for `Unit tests with Pytest`

    runs-on: ${{ matrix.os }}
    strategy:
      fail-fast: false
      matrix:
        os: [windows-latest, ubuntu-24.04, ubuntu-22.04, macos-14, macos-15]
        # In github action, using python 3.7, pip install will not match the latest version of the package.
        # Also, python 3.7 is no longer supported from macos-14, and will be phased out from macos-13 in the near future.
        # All things considered, we have removed python 3.7.
        python-version: ["3.8", "3.9", "3.10", "3.11", "3.12"]

    steps:
    - name: Test qlib from source
      uses: actions/checkout@d23441a48e516b6c34aea4fa41551a30e30af803 # v6
      with:
        fetch-depth: 0

    - name: Set up Python ${{ matrix.python-version }}
      uses: actions/setup-python@ece7cb06caefa5fff74198d8649806c4678c61a1 # v6
      with:
        python-version: ${{ matrix.python-version }}

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

    - name: Installing pytorch for ubuntu
      if: ${{ matrix.os == 'ubuntu-24.04' || matrix.os == 'ubuntu-22.04' }}
      run: |
        python -m pip install torch --extra-index-url https://download.pytorch.org/whl/cpu

    - name: Set up Python tools
      env:
        # RL tests are Linux-only; only ubuntu-22.04 builds the docs below.
        CI_EXTRAS: dev,test,analysis,lint${{ runner.os == 'Linux' && ',rl' || '' }}${{ matrix.os == 'ubuntu-22.04' && ',docs' || '' }}
      run: |
        make ci-install

    # Importing Qlib's model registry also loads LightGBM and its OpenMP runtime.
    - name: Install Lightgbm for MacOS
      if: ${{ matrix.os == 'macos-14' || matrix.os == 'macos-15' }}
      run: |
        brew update
        brew install libomp || brew reinstall libomp
        python -m pip install --no-binary=:all: lightgbm
        python -c "import lightgbm; print('LightGBM', lightgbm.__version__, 'native import passed')"

    - name: Verify neural network test dependencies
      run: python -c "import torch; from qlib.contrib.model import pytorch_classes; from qlib.contrib.model.pytorch_general_nn import GeneralPTNN; from qlib.data.dataset import DatasetH, TSDatasetH; assert pytorch_classes; print('PyTorch', torch.__version__, 'model imports passed')"

    - name: Verify non-Linux dependency footprint
      if: ${{ runner.os != 'Linux' }}
      run: python -c "from importlib.metadata import distributions; unexpected = {'tianshou', 'tensorboard', 'grpcio'} & {d.metadata['Name'].lower() for d in distributions()}; assert not unexpected, unexpected"

    - name: Verify dependency consistency
      run: python -m pip check

    - name: Verify native solvers on Windows Python 3.8
      if: ${{ matrix.os == 'windows-latest' && matrix.python-version == '3.8' }}
      run: python -c "import cvxpy, osqp; print('CVXPY', cvxpy.__version__, 'OSQP', osqp.__version__)"

    - name: Lint with Black
      run: |
        make black

    - name: Make html with sphinx
      # Since read the docs builds on ubuntu 22.04, we only need to test that the build passes on ubuntu 22.04.
      if: ${{ matrix.os == 'ubuntu-22.04' }}
      run: |
        make docs-gen

    - name: Check Qlib with pylint
      run: |
        make pylint

    - name: Check Qlib with flake8
      run: |
        make flake8

    - name: Check Qlib with mypy
      run: |
        make mypy
    
    - name: Check Qlib ipynb with nbqa
      run: |
        make nbqa

    - name: Test data downloads
      uses: nick-fields/retry@ad984534de44a9489a53aefd81eb77f87c70dc60 # v4
      with:
        timeout_minutes: 15
        max_attempts: 5
        retry_wait_seconds: 60
        shell: bash
        command: |
          set -euo pipefail
          python scripts/get_data.py download_data --file_name v2/qlib_data_simple_cn_1d_latest.zip --target_dir ~/.qlib/qlib_data/cn_data --delete_old False
          python scripts/get_data.py download_data --file_name rl_data.zip --target_dir tests/.data/rl --delete_old False

    - name: Check Qlib ipynb with nbconvert
      run: |
        make nbconvert

    - name: Test workflow by config (install from source)
      uses: nick-fields/retry@ad984534de44a9489a53aefd81eb77f87c70dc60 # v4
      with:
        timeout_minutes: 30
        max_attempts: 3
        shell: bash
        command: |
          set -euo pipefail
          python -m pip install numba
          python -m pip check
          python qlib/cli/run.py examples/benchmarks/LightGBM/workflow_config_lightgbm_Alpha158.yaml

    - name: Unit tests with Pytest (MacOS)
      if: ${{ matrix.os == 'macos-14' || matrix.os == 'macos-15' }}
      uses: nick-fields/retry@ad984534de44a9489a53aefd81eb77f87c70dc60 # v4
      with:
        timeout_minutes: 60
        max_attempts: 3
        command: |
          # Limit the number of threads in various libraries to prevent Segmentation faults caused by OpenMP multithreading conflicts under macOS.
          export OMP_NUM_THREADS=1  # Limit the number of OpenMP threads
          export MKL_NUM_THREADS=1  # Limit the number of Intel MKL threads
          export NUMEXPR_NUM_THREADS=1  # Limit the number of NumExpr threads
          export OPENBLAS_NUM_THREADS=1  # Limit the number of OpenBLAS threads
          export VECLIB_MAXIMUM_THREADS=1  # Limit the number of macOS Accelerate/vecLib threads
          cd tests
          python -m pytest . -m "not slow" --durations=0

    - name: Unit tests with Pytest (Ubuntu and Windows)
      if: ${{ matrix.os != 'macos-13' && matrix.os != 'macos-14' && matrix.os != 'macos-15' }}
      uses: nick-fields/retry@ad984534de44a9489a53aefd81eb77f87c70dc60 # v4
      with:
        timeout_minutes: 60
        max_attempts: 3
        command: |
          cd tests
          python -m pytest . -m "not slow" --durations=0

    - name: Report installed dependencies
      if: always()
      run: python -m pip freeze