Files
drift/.github/workflows/test.yml
T
Mark Aron Szulyovszky 2c03959315 feat(Reporting): added backtesting with vectorbt (#148)
* feat(Reporting): added vectorbt-based backtest

* fix(Reporting): added transaction costs

* feat(Reporting): added ability to rebalance only every n days

* feat(Dependencies): added pytorch

* fix(Dependencies): added pytorch-lightning

* feat(CI): added portfolio reporting step

* feat(Reporting): save weights as well

* fix(Reporting): start with less cash
2022-01-11 09:34:08 +01:00

52 lines
1.5 KiB
YAML

name: run test and pipeline
on: [push]
jobs:
run:
runs-on: [ubuntu-latest]
# optionally use a convenient Ubuntu LTS + CUDA + DVC + CML image
# container: docker://dvcorg/cml:0-dvc2-base1-gpu
# container: docker://ghcr.io/iterative/cml:0-dvc2-base1-gpu
steps:
- uses: actions/checkout@v2
- uses: conda-incubator/setup-miniconda@v2
with:
auto-update-conda: false
activate-environment: quant
environment-file: environment.yml
python-version: 3.9
- uses: iterative/setup-cml@v1
- name: Run pytest
shell: bash -l {0}
run: |
pytest --junit-xml pytest.xml
- name: Run pipeline
shell: bash -l {0}
run: |
python run_pipeline.py
- name: Run portfolio reporting
shell: bash -l {0}
run: |
python run_portfolio_reporting.py
- uses: actions/upload-artifact@v2
with:
name: artifacts
path: output
- name: Upload Unit Test Results
if: always()
uses: actions/upload-artifact@v2
with:
name: Unit Test Results (Python ${{ matrix.python-version }})
path: pytest.xml
- name: Publish Unit Test Results
uses: EnricoMi/publish-unit-test-result-action@v1
if: always()
with:
files: pytest.xml
- name: Write CML report
env:
REPO_TOKEN: ${{ secrets.GITHUB_TOKEN }}
run: |
cat output/results_level2.csv >> report.md
cml-send-comment report.md