wehub-resource-sync
199 lines
6.1 KiB
YAML
199 lines
6.1 KiB
YAML
# ML4T Full Test Suite — Release Gate
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#
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# Runs ALL 443 notebooks inside Docker. Manual dispatch only.
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# Expected runtime: 60-90 minutes.
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#
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# Use this before releases to verify everything works end-to-end.
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# For incremental testing on push/PR, use test.yml instead.
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name: Full Test Suite
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on:
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workflow_dispatch:
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inputs:
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scope:
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description: "Test scope"
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type: choice
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options:
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- all
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- chapters-only
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- case-studies-only
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default: all
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env:
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ML4T_DATA_PATH: ${{ github.workspace }}/test-data/data
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ML4T_OUTPUT_DIR: /tmp/ml4t-test-output
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MPLBACKEND: Agg
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PLOTLY_RENDERER: json
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jobs:
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# ---------------------------------------------------------------------------
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# All chapter notebooks (Ch01-Ch26)
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# ---------------------------------------------------------------------------
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chapters:
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if: >-
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github.event.inputs.scope == 'all' ||
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github.event.inputs.scope == 'chapters-only'
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timeout-minutes: 120
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runs-on: ubuntu-latest
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container:
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image: ml4t/ml4t:latest
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steps:
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- name: Install git
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run: apt-get update -qq && apt-get install -y -qq git openssh-client >/dev/null
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- uses: actions/checkout@v6
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- name: Checkout test data
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uses: actions/checkout@v6
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with:
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repository: ml4t/third-edition-test-data
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path: test-data
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ssh-key: ${{ secrets.TEST_DATA_DEPLOY_KEY }}
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lfs: false
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- name: Seed intermediates
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run: |
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mkdir -p $ML4T_OUTPUT_DIR
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if [ -d test-data/intermediates ]; then
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cp -r test-data/intermediates/* $ML4T_OUTPUT_DIR/
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fi
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- name: Run ALL chapter notebooks
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env:
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PYTHONPATH: ${{ github.workspace }}
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run: |
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python -m pytest tests/test_chapter_notebooks.py \
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-v --tb=short \
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--timeout=600
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- name: Upload test results
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if: always()
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uses: actions/upload-artifact@v4
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with:
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name: chapter-results
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path: /tmp/ml4t-test-results.jsonl
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if-no-files-found: ignore
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# ---------------------------------------------------------------------------
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# All case study pipelines (9 case studies)
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# ---------------------------------------------------------------------------
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case-studies:
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if: >-
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github.event.inputs.scope == 'all' ||
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github.event.inputs.scope == 'case-studies-only'
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timeout-minutes: 120
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strategy:
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fail-fast: false
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matrix:
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case-study:
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- etfs
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- crypto_perps_funding
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- nasdaq100_microstructure
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- sp500_equity_option_analytics
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- us_firm_characteristics
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- fx_pairs
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- cme_futures
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- sp500_options
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- us_equities_panel
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runs-on: ubuntu-latest
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container:
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image: ml4t/ml4t:latest
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steps:
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- name: Install git
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run: apt-get update -qq && apt-get install -y -qq git openssh-client >/dev/null
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- uses: actions/checkout@v6
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- name: Checkout test data
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uses: actions/checkout@v6
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with:
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repository: ml4t/third-edition-test-data
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path: test-data
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ssh-key: ${{ secrets.TEST_DATA_DEPLOY_KEY }}
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lfs: false
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- name: Run pipeline (${{ matrix.case-study }})
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env:
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PYTHONPATH: ${{ github.workspace }}
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run: |
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python -m pytest tests/test_case_studies.py \
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-v --tb=short \
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-k "${{ matrix.case-study }}" \
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--timeout=600
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# ---------------------------------------------------------------------------
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# Py312 notebooks (signatory, gensim, esig, pfhedge, tfcausalimpact, torch CUDA bug)
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# ---------------------------------------------------------------------------
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py312:
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if: github.event.inputs.scope == 'all'
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timeout-minutes: 45
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runs-on: ubuntu-latest
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container:
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image: ml4t/ml4t-py312:latest
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steps:
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- name: Install git
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run: apt-get update -qq && apt-get install -y -qq git openssh-client >/dev/null
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- uses: actions/checkout@v6
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- name: Checkout test data
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uses: actions/checkout@v6
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with:
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repository: ml4t/third-edition-test-data
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path: test-data
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ssh-key: ${{ secrets.TEST_DATA_DEPLOY_KEY }}
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- name: Run py312 notebooks
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env:
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PYTHONPATH: ${{ github.workspace }}
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run: |
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python -m pytest tests/test_docker_notebooks.py \
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-v --tb=short \
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-k "03_sigcwgan or 06_path_signatures or 12_wasserstein \
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or 01_word2vec or 02_asset_embeddings or 03_sentiment_evolution \
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or 01_timegan or 07_dp_gan \
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or 10_shap_nlp_sentiment or 06_conditional_autoencoder \
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or 06_fed_announcement_bsts \
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or deep_hedging_pfhedge"
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# ---------------------------------------------------------------------------
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# Summary
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# ---------------------------------------------------------------------------
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summary:
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runs-on: ubuntu-latest
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needs: [chapters, case-studies, py312]
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if: always()
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steps:
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- name: Download results
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uses: actions/download-artifact@v4
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with:
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pattern: "*-results"
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merge-multiple: true
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path: results/
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continue-on-error: true
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- name: Report
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run: |
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echo "============================================"
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echo "ML4T Full Test Suite — Summary"
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echo "============================================"
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echo "Chapters: ${{ needs.chapters.result }}"
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echo "Case Studies: ${{ needs.case-studies.result }}"
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echo "Py312: ${{ needs.py312.result }}"
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echo "============================================"
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if [[ "${{ needs.chapters.result }}" == "failure" ]] || \
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[[ "${{ needs.case-studies.result }}" == "failure" ]] || \
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[[ "${{ needs.py312.result }}" == "failure" ]]; then
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echo "RESULT: SOME TESTS FAILED"
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exit 1
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else
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echo "RESULT: ALL TESTS PASSED"
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fi
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