name: Test qlib from source

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

jobs:
  build:
    timeout-minutes: 180
    # 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
      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: Installing pytorch for macos
      if: ${{ matrix.os == 'macos-11' || matrix.os == 'macos-latest' }}
      run: |
        python -m pip install torch torchvision torchaudio

    - name: Installing pytorch for ubuntu
      if: ${{ matrix.os == 'ubuntu-20.04' || matrix.os == 'ubuntu-22.04' }}
      run: |
        python -m pip install torch torchvision torchaudio --extra-index-url https://download.pytorch.org/whl/cpu

    - name: Installing pytorch for windows
      if: ${{ matrix.os == 'windows-latest' }}
      run: |
        python -m pip install torch torchvision torchaudio

    - name: Set up Python tools
      run: |
        python -m pip install --upgrade cython
        python -m pip install -e .[dev]

    - name: Lint with Black
      # Python 3.7 will use a black with low level. So we use python with higher version for black check
      if: (matrix.python-version != '3.7')
      run: |
        pip install -U black  # follow the latest version of black, previous Qlib dependency will downgrade black
        black . -l 120 --check --diff

    - name: Make html with sphinx
      run: |
        cd docs 
        sphinx-build -W --keep-going -b html . _build
        cd ..

    # Check Qlib with pylint
    # TODO: These problems we will solve in the future. Important among them are: W0221, W0223, W0237, E1102
      # C0103: invalid-name
      # C0209: consider-using-f-string
      # R0402: consider-using-from-import
      # R1705: no-else-return
      # R1710: inconsistent-return-statements
      # R1725: super-with-arguments
      # R1735: use-dict-literal
      # W0102: dangerous-default-value
      # W0212: protected-access
      # W0221: arguments-differ
      # W0223: abstract-method
      # W0231: super-init-not-called
      # W0237: arguments-renamed
      # W0612: unused-variable
      # W0621: redefined-outer-name
      # W0622: redefined-builtin
      # FIXME: specify exception type
      # W0703: broad-except
      # W1309: f-string-without-interpolation
      # E1102: not-callable
      # E1136: unsubscriptable-object
    # References for parameters: https://github.com/PyCQA/pylint/issues/4577#issuecomment-1000245962
    # We use sys.setrecursionlimit(2000) to make the recursion depth larger to ensure that pylint works properly (the default recursion depth is 1000).
    - name: Check Qlib with pylint
      run: |
        pylint --disable=C0104,C0114,C0115,C0116,C0301,C0302,C0411,C0413,C1802,R0401,R0801,R0902,R0903,R0911,R0912,R0913,R0914,R0915,R1720,W0105,W0123,W0201,W0511,W0613,W1113,W1514,E0401,E1121,C0103,C0209,R0402,R1705,R1710,R1725,R1735,W0102,W0212,W0221,W0223,W0231,W0237,W0612,W0621,W0622,W0703,W1309,E1102,E1136 --const-rgx='[a-z_][a-z0-9_]{2,30}$' qlib --init-hook "import astroid; astroid.context.InferenceContext.max_inferred = 500; import sys; sys.setrecursionlimit(2000)"
        pylint --disable=C0104,C0114,C0115,C0116,C0301,C0302,C0411,C0413,C1802,R0401,R0801,R0902,R0903,R0911,R0912,R0913,R0914,R0915,R1720,W0105,W0123,W0201,W0511,W0613,W1113,W1514,E0401,E1121,C0103,C0209,R0402,R1705,R1710,R1725,R1735,W0102,W0212,W0221,W0223,W0231,W0237,W0246,W0612,W0621,W0622,W0703,W1309,E1102,E1136 --const-rgx='[a-z_][a-z0-9_]{2,30}$' scripts --init-hook "import astroid; astroid.context.InferenceContext.max_inferred = 500; import sys; sys.setrecursionlimit(2000)"

    # The following flake8 error codes were ignored:
      # E501 line too long
        # Description: We have used black to limit the length of each line to 120.
      # F541 f-string is missing placeholders
        # Description: The same thing is done when using pylint for detection.
      # E266 too many leading '#' for block comment
        # Description: To make the code more readable, a lot of "#" is used.
        # This error code appears centrally in:
          # qlib/backtest/executor.py
          # qlib/data/ops.py
          # qlib/utils/__init__.py
      # E402 module level import not at top of file
        # Description: There are times when module level import is not available at the top of the file.
      # W503 line break before binary operator
        # Description: Since black formats the length of each line of code, it has to perform a line break when a line of arithmetic is too long.
      # E731 do not assign a lambda expression, use a def
        # Description: Restricts the use of lambda expressions, but at some point lambda expressions are required.
      # E203 whitespace before ':'
        # Description: If there is whitespace before ":", it cannot pass the black check.
    - name: Check Qlib with flake8
      run: |
        flake8 --ignore=E501,F541,E266,E402,W503,E731,E203 --per-file-ignores="__init__.py:F401,F403" qlib

    # https://github.com/python/mypy/issues/10600
    - name: Check Qlib with mypy
      run: |
        mypy qlib --install-types --non-interactive || true
        mypy qlib --verbose
    
    - name: Check Qlib ipynb with nbqa
      run: |
        nbqa black . -l 120 --check --diff
        nbqa pylint . --disable=C0104,C0114,C0115,C0116,C0301,C0302,C0411,C0413,C1802,R0401,R0801,R0902,R0903,R0911,R0912,R0913,R0914,R0915,R1720,W0105,W0123,W0201,W0511,W0613,W1113,W1514,E0401,E1121,C0103,C0209,R0402,R1705,R1710,R1725,R1735,W0102,W0212,W0221,W0223,W0231,W0237,W0612,W0621,W0622,W0703,W1309,E1102,E1136,W0719,W0104,W0404,C0412,W0611,C0410 --const-rgx='[a-z_][a-z0-9_]{2,30}$'

    - name: Test data downloads
      run: |
        python scripts/get_data.py qlib_data --name qlib_data_simple --target_dir ~/.qlib/qlib_data/cn_data --interval 1d --region cn
        python scripts/get_data.py download_data --file_name rl_data.zip --target_dir tests/.data/rl

    - 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

    # Run after data downloads
    - name: Check Qlib ipynb with nbconvert
      run: |
        # add more ipynb files in future
        jupyter nbconvert --to notebook --execute examples/workflow_by_code.ipynb

    - name: Test workflow by config (install from source)
      run: |
        python -m pip install numba
        python qlib/workflow/cli.py examples/benchmarks/LightGBM/workflow_config_lightgbm_Alpha158.yaml

    - name: Unit tests with Pytest
      uses: nick-fields/retry@v2
      with:
        timeout_minutes: 60
        max_attempts: 3
        command: |
          cd tests
          python -m pytest . -m "not slow" --durations=0