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ferro-ta/.github/workflows/ci-python.yml
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Pratik Bhadane 53566b9d82 feat: expand rust parity, wasm exports, and api conformance
Move several hot Python analysis paths to Rust-backed helpers. This adds Rust implementations for backtest strategy signal generation and the core portfolio loop, options and futures payoff aggregation, Greeks aggregation, ratio calculation, trade extraction, chunked close-only indicator runs, and forward-fill helpers. Wire the Python analysis and data modules to prefer these paths, and add coverage for the new batch fast path.

Expand the WASM package to export WMA, ADX, and MFI from ferro_ta_core, refresh the Node examples, benchmarks, and README, and add a Node-vs-Python conformance test so the browser and node surface stays aligned with the main Python package.

Introduce a generated cross-surface API manifest in docs/, along with scripts to rebuild and verify it from source exports. Enforce manifest freshness in the Python and WASM CI workflows so release candidates catch surface drift before push.
2026-03-24 14:28:51 +05:30

173 lines
4.9 KiB
YAML

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