168 lines
4.7 KiB
YAML
168 lines
4.7 KiB
YAML
name: CI Python
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on:
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workflow_call:
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permissions:
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contents: read
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jobs:
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lint:
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name: Lint (ruff)
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runs-on: ubuntu-latest
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steps:
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- uses: actions/checkout@v6
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- name: Set up Python 3.12
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uses: actions/setup-python@v6
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with:
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python-version: "3.12"
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- name: Install uv
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run: pip install uv
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- name: Run ruff check via uv
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run: uv run --with ruff ruff check python/ tests/
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- name: Run ruff format check via uv
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run: uv run --with ruff ruff format --check python/ tests/
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typecheck:
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name: Type checking (mypy + pyright)
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runs-on: ubuntu-latest
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steps:
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- uses: actions/checkout@v6
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- name: Set up Python 3.12
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uses: actions/setup-python@v6
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with:
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python-version: "3.12"
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- name: Install uv
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run: pip install uv
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- name: Run mypy on ferro_ta via uv
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run: uv run --with mypy --with numpy mypy python/ferro_ta --ignore-missing-imports --no-error-summary
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- name: Run pyright on ferro_ta via uv
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run: uv run --with pyright pyright python/ferro_ta
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test:
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name: Test (ubuntu-latest / Python ${{ matrix.python-version }})
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runs-on: ubuntu-latest
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strategy:
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fail-fast: false
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matrix:
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python-version: ["3.10", "3.11", "3.12", "3.13"]
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steps:
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- uses: actions/checkout@v6
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- name: Set up Python ${{ matrix.python-version }}
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uses: actions/setup-python@v6
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with:
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python-version: ${{ matrix.python-version }}
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- name: Install maturin and test dependencies
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run: |
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pip install maturin numpy pytest pytest-cov pandas polars hypothesis pyyaml
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- name: Build and install ferro_ta (dev mode)
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run: |
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maturin build --release --out dist
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pip install dist/*.whl
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- name: Run unit tests with coverage
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run: pytest tests/unit/ tests/integration/ -v --cov=ferro_ta --cov-report=xml --cov-report=term-missing --cov-fail-under=65
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- name: Upload coverage report
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uses: actions/upload-artifact@v7
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if: matrix.python-version == '3.12'
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with:
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name: coverage-python-${{ matrix.python-version }}
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path: coverage.xml
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benchmark-vs-talib:
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name: Benchmark vs TA-Lib
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runs-on: ubuntu-latest
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steps:
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- uses: actions/checkout@v6
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- name: Set up Python 3.12
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uses: actions/setup-python@v6
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with:
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python-version: "3.12"
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- name: Install TA-Lib C library (Ubuntu)
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run: |
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sudo apt-get update
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sudo apt-get install -y build-essential curl
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curl -sL https://sourceforge.net/projects/ta-lib/files/ta-lib/0.4.0/ta-lib-0.4.0-src.tar.gz/download -o ta-lib-0.4.0-src.tar.gz
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tar -xzf ta-lib-0.4.0-src.tar.gz
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cd ta-lib
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./configure --prefix=/usr
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make
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sudo make install
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sudo ldconfig
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- name: Install maturin and ta-lib Python package
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run: |
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pip install maturin numpy
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pip install ta-lib
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- name: Build and install ferro_ta
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run: |
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maturin build --release --out dist
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pip install dist/*.whl
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- name: Run benchmark comparison
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run: |
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python benchmarks/bench_vs_talib.py --sizes 10000 100000 --json benchmark_vs_talib.json
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- name: Enforce benchmark regression policy
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run: python3 benchmarks/check_vs_talib_regression.py --input benchmark_vs_talib.json
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- name: Upload benchmark results
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uses: actions/upload-artifact@v7
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with:
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name: benchmark-vs-talib
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path: benchmark_vs_talib.json
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perf-smoke:
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name: Performance smoke and contracts
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runs-on: ubuntu-latest
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steps:
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- uses: actions/checkout@v6
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- name: Set up Python 3.12
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uses: actions/setup-python@v6
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with:
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python-version: "3.12"
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- name: Install maturin and perf dependencies
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run: |
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pip install maturin numpy pytest
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- name: Build and install ferro_ta
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run: |
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maturin build --release --out dist
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pip install dist/*.whl
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- name: Generate reproducible perf artifacts
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run: |
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python benchmarks/run_perf_contract.py \
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--output-dir perf-contract \
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--skip-talib \
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--batch-samples 20000 \
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--batch-series 32 \
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--streaming-bars 20000 \
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--price-bars 20000 \
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--iv-bars 50000
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- name: Enforce hotspot regression policy
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run: python benchmarks/check_hotspot_regression.py --input perf-contract/runtime_hotspots.json
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- name: Upload perf artifacts
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uses: actions/upload-artifact@v7
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with:
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name: perf-contract
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path: perf-contract/
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