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https://github.com/webclinic017/drift.git
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9d47ee942d
* feat(Project): use 5 minute data, running training in parallel, sped up cusum filter by 10x with numba * fix(WalkForward): inference mini-batch parallelization * fix(WalkForward): don't use the parallel version of any of the functions * feat(CI): download the data required * fix(Project): 5min_crypto folder added * fix(Evaluate): make sure we have numerical stability in returns * feat(Models): use SKLearn models directly to enable composability * feat(Inference): batched inference now working, added forecasting_horizon * fix(Inference): works again * fix(Inference) * chore(Models): remove unused Ensemble model * fix(Labeller): don't just forward shift returns, also take the sum of the data happened until then * Update test.yml
65 lines
1.9 KiB
YAML
65 lines
1.9 KiB
YAML
name: run test and pipeline
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on: [push]
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jobs:
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run:
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runs-on: [ubuntu-latest]
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# optionally use a convenient Ubuntu LTS + CUDA + DVC + CML image
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# container: docker://dvcorg/cml:0-dvc2-base1-gpu
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# container: docker://ghcr.io/iterative/cml:0-dvc2-base1-gpu
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steps:
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- uses: actions/checkout@v2
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- uses: conda-incubator/setup-miniconda@v2
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with:
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auto-update-conda: false
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activate-environment: quant
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environment-file: environment.yml
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python-version: 3.9
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- uses: iterative/setup-cml@v1
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- name: Run pytest
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shell: bash -l {0}
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run: |
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pytest --junit-xml pytest.xml
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- name: Download data
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shell: bash -l {0}
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run: |
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python run_fetch_data_5min.py
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- name: Run pipeline
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shell: bash -l {0}
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run: |
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export RAY_DISABLE_MEMORY_MONITOR=1
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python run_pipeline.py
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# - name: Run portfolio reporting
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# shell: bash -l {0}
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# run: |
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# python run_portfolio_reporting.py
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- name: Run inference
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shell: bash -l {0}
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run: |
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python run_inference.py
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- name: Delete models
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shell: bash -l {0}
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run: |
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rm -rf ./output/models
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- uses: actions/upload-artifact@v2
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with:
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name: artifacts
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path: output
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- name: Upload Unit Test Results
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if: always()
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uses: actions/upload-artifact@v2
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with:
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name: Unit Test Results (Python ${{ matrix.python-version }})
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path: pytest.xml
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- name: Publish Unit Test Results
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uses: EnricoMi/publish-unit-test-result-action@v1
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if: always()
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with:
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files: pytest.xml
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- name: Write CML report
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env:
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REPO_TOKEN: ${{ secrets.GITHUB_TOKEN }}
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run: |
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cat output/results.csv >> report.md
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cml-send-comment report.md
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