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Currencies in backtest #591

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Currencies in backtest

Currencies in backtest #591

Workflow file for this run

.github/workflows/tests.yml at 35c6cb6
# This workflow will install Python dependencies, run tests and lint with a single version of Python
# For more information see: https://help.github.com/actions/language-and-framework-guides/using-python-with-github-actions
name: CI
on:
push:
branches:
- master
pull_request:
branches:
- master
- 'feature/**'
jobs:
style_check:
runs-on: ubuntu-latest
steps:
- uses: actions/checkout@v3
- name: Set up Python 3.11
uses: actions/setup-python@v3
with:
python-version: "3.11"
- name: Install dependencies
run: |
python -m pip install --upgrade pip
pip install flake8==5.0.4 pytest
- name: Style check
run: flake8 .
unit_tests:
runs-on: ubuntu-latest
needs: style_check
steps:
- uses: actions/checkout@v3
- name: Set up Python 3.11
uses: actions/setup-python@v3
with:
python-version: "3.11"
- name: Install dependencies
run: |
python -m pip install --upgrade pip
pip install -e ".[blpapi]" --extra-index-url https://blpapi.bloomberg.com/repository/releases/python/simple
pip install flake8==5.0.4 pytest
pip install coverage
- name: Unit tests
env:
QUANTFIN_SECRET: ${{ secrets.QUANTFIN_SECRET }}
run: |
coverage run -m pytest qf_lib/tests/unit_tests
coverage xml -o unit_tests.xml
- name: Upload artifact
uses: actions/upload-artifact@v3
with:
name: unit_tests
path: unit_tests.xml
backtesting_tests:
runs-on: ubuntu-latest
needs: style_check
steps:
- uses: actions/checkout@v3
- name: Set up Python
uses: actions/setup-python@v3
with:
python-version: "3.11"
- name: Install dependencies
run: |
python -m pip install --upgrade pip
pip install -e ".[blpapi]" --extra-index-url https://blpapi.bloomberg.com/repository/releases/python/simple
pip install flake8==5.0.4 pytest
pip install coverage
- name: Integration tests
env:
QUANTFIN_SECRET: ${{ secrets.QUANTFIN_SECRET }}
run: |
coverage run -a -m pytest qf_lib/tests/integration_tests/backtesting
coverage xml -o backtesting_tests.xml
- name: Upload artifact
uses: actions/upload-artifact@v3
with:
name: backtesting_tests
path: backtesting_tests.xml
data_providers_tests:
runs-on: ubuntu-latest
needs: style_check
steps:
- uses: actions/checkout@v3
- name: Set up Python
uses: actions/setup-python@v3
with:
python-version: "3.11"
- name: Install dependencies
run: |
python -m pip install --upgrade pip
pip install -e ".[blpapi]" --extra-index-url https://blpapi.bloomberg.com/repository/releases/python/simple
pip install flake8==5.0.4 pytest
pip install coverage
- name: Integration tests
env:
QUANTFIN_SECRET: ${{ secrets.QUANTFIN_SECRET }}
run: |
coverage run -a -m pytest qf_lib/tests/integration_tests/data_providers
coverage xml -o data_providers_tests.xml
- name: Upload artifact
uses: actions/upload-artifact@v3
with:
name: data_providers_tests
path: data_providers_tests.xml
codecov_upload:
runs-on: ubuntu-latest
needs: [unit_tests, data_providers_tests, backtesting_tests]
steps:
- name: Checkout
uses: actions/checkout@v3
- name: Download unit_tests artifacts
uses: actions/download-artifact@v3
with:
name: unit_tests
- name: Download artifacts data_providers_tests
uses: actions/download-artifact@v3
with:
name: data_providers_tests
- name: Download backtesting_tests artifacts
uses: actions/download-artifact@v3
with:
name: backtesting_tests
- name: Set up Python
uses: actions/setup-python@v3
with:
python-version: "3.11"
- name: Install dependencies
run: |
python -m pip install --upgrade pip
pip install flake8==5.0.4 pytest
pip install coverage
- name: Upload to Codecov
uses: codecov/codecov-action@v4
env:
CODECOV_TOKEN: ${{ secrets.CODECOV_TOKEN }}
with:
files: ./unit_tests.xml, ./data_providers_tests.xml, ./backtesting_tests.xml
fail_ci_if_error: true
name: qf-lib-codecov
verbose: true