benchmark metrics added to BacktestResult #409
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| name: Test | |
| on: [push, pull_request] | |
| jobs: | |
| test: | |
| runs-on: ${{ matrix.os }} | |
| strategy: | |
| matrix: | |
| os: [ubuntu-latest, windows-latest, macos-latest] | |
| python-version: ['3.9', '3.10', '3.11'] | |
| steps: | |
| - uses: actions/checkout@v3 | |
| - name: Set up Python ${{ matrix.python-version }} | |
| uses: actions/setup-python@v4 | |
| with: | |
| python-version: ${{ matrix.python-version }} | |
| # rationale: we test against an environment which had | |
| # current packages as of ~ Q4 2022 for python 3.10 | |
| # and ~ Q4 2021 for python 3.9 | |
| # we only install the base packages here (pip below figures out the others) | |
| - name: If running on python 3.9 install some old dependencies | |
| if: ${{ matrix.python-version == '3.9'}} | |
| run: python -m pip install numpy==1.21.5 scipy==1.7.3 cvxpy==1.1.17 pandas==1.4.0 osqp==0.6.2.post0 ecos==2.0.11 scs==2.1.4 | |
| - name: If running on python 3.10 install some old dependencies | |
| if: ${{ matrix.python-version == '3.10'}} | |
| run: python -m pip install numpy==1.23.4 scipy==1.9.3 cvxpy==1.2.3 pandas==1.5.0 osqp==0.6.2.post9 ecos==2.0.12 scs==3.2.2 | |
| - name: Install package | |
| run: | | |
| python -m pip install . | |
| python -m pip install coverage | |
| - name: Run tests with coverage | |
| run: | | |
| coverage run -m unittest discover cvxportfolio | |
| coverage lcov | |
| - name: Coveralls GitHub Action | |
| uses: coverallsapp/github-action@v1 | |
| with: | |
| path-to-lcov: coverage.lcov | |