mirror of
https://github.com/webclinic017/drift.git
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3eb3ea94e3
* refactor(Training): added InferenceResult & TrainedModel types * refactor(Pipeline): introduced TrainingOutcome, BetSizingWithMetaOutcome, etc. * fix(Pipeline): getting it to compile * refactor(WalkForward): separate preprocessing step * feat(Pipeline): separate out transformations processing step * refactor(Pipeline): use the Directional model terminology, put bet_sizing into pipeline instead of hiding it in a step * refactor(WalkForward): moved functions to separate folder * fix(WalkForward): use sparse array to store models, process transformations in parallel (lot faster) * fix(Tests): and evaluation * fix(Tests): for realz * fix(Inference): preloading everything now, renamed primary models to directional models * fix(BetSizing): was running transformations on the wrong data, oops * fix(BetSizing): concatenated on the wrong axis accidentally * fix(Reporting): able to use the new Stats type * fix(BetSizing): renamed int column names * fix(Portfolio): name the column properly * fix(Reporting): rename the correct Series, lol * fix(Inference): walk_forwad_inference() can deal with models not being aligned with the starting index * fix(WalkForward): accidentally using the wrong index * fix(WalkForward): use the correct indicies to fetch last model/transformations * fix(CI): changed the name of the results
61 lines
1.8 KiB
YAML
61 lines
1.8 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: 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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