53566b9d82
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.
173 lines
4.9 KiB
YAML
173 lines
4.9 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: ${{ matrix.python-version }}
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- name: Install maturin and test dependencies
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run: |
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pip install maturin numpy pytest pytest-cov pandas polars hypothesis pyyaml
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- name: Build and install ferro_ta (dev mode)
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run: |
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maturin build --release --out dist
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pip install dist/*.whl
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- name: Run unit tests with coverage
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run: pytest tests/unit/ tests/integration/ -v --cov=ferro_ta --cov-report=xml --cov-report=term-missing --cov-fail-under=65
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- name: Check API manifest is current
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if: matrix.python-version == '3.12'
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run: python scripts/check_api_manifest.py
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- name: Upload coverage report
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uses: actions/upload-artifact@v7
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if: matrix.python-version == '3.12'
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with:
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name: coverage-python-${{ 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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--skip-simd \
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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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