ENH: lib: Add deflated_sharpe_ratio() to judge optimize() results #932
Workflow file for this run
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| name: CI | |
| on: | |
| push: { branches: [master] } | |
| pull_request: { branches: [master] } | |
| schedule: [ cron: '2 2 1 * *' ] | |
| env: | |
| TQDM_DISABLE: 1 | |
| PYTHONWARNINGS: always::FutureWarning,always::DeprecationWarning | |
| BOKEH_BROWSER: none | |
| jobs: | |
| lint: | |
| runs-on: ubuntu-latest | |
| timeout-minutes: 1 | |
| steps: | |
| - uses: actions/checkout@93cb6efe18208431cddfb8368fd83d5badbf9bfd # v5 | |
| - run: pip install flake8 mypy | |
| - run: flake8 backtesting setup.py | |
| - run: mypy --no-warn-unused-ignores backtesting | |
| coverage: | |
| needs: lint | |
| runs-on: ubuntu-latest | |
| timeout-minutes: 4 | |
| steps: | |
| - uses: actions/checkout@93cb6efe18208431cddfb8368fd83d5badbf9bfd # v5 | |
| - uses: actions/setup-python@ece7cb06caefa5fff74198d8649806c4678c61a1 # v6 | |
| with: | |
| python-version: '3.11' | |
| - run: pip install -U --pre bokeh pandas numpy coverage && pip install -U .[test] | |
| - run: time coverage run -m backtesting.test | |
| - run: coverage combine && coverage report | |
| build: | |
| needs: lint | |
| runs-on: ubuntu-latest | |
| timeout-minutes: 3 | |
| strategy: | |
| matrix: | |
| python-version: [3.12] | |
| experimental: [false] | |
| include: | |
| - python-version: '3.*' | |
| experimental: true | |
| continue-on-error: ${{ matrix.experimental }} | |
| steps: | |
| - uses: actions/setup-python@ece7cb06caefa5fff74198d8649806c4678c61a1 # v6 | |
| with: | |
| python-version: ${{ matrix.python-version }} | |
| - uses: actions/checkout@93cb6efe18208431cddfb8368fd83d5badbf9bfd # v5 | |
| - run: pip install -U .[test] | |
| - run: time python -m backtesting.test | |
| deps_prereleases: | |
| needs: lint | |
| runs-on: ubuntu-latest | |
| timeout-minutes: 3 | |
| continue-on-error: true | |
| steps: | |
| - uses: actions/setup-python@ece7cb06caefa5fff74198d8649806c4678c61a1 # v6 | |
| with: | |
| python-version: 3.13 | |
| - uses: actions/checkout@93cb6efe18208431cddfb8368fd83d5badbf9bfd # v5 | |
| - run: pip install --pre -U .[test] | |
| - run: time python -m backtesting.test | |
| docs: | |
| needs: lint | |
| runs-on: ubuntu-latest | |
| timeout-minutes: 3 | |
| steps: | |
| - uses: actions/checkout@93cb6efe18208431cddfb8368fd83d5badbf9bfd # v5 | |
| with: | |
| fetch-depth: 3 | |
| - run: git fetch --depth=1 origin +refs/tags/*:refs/tags/* | |
| - run: pip install -e .[doc,test] # -e provides ./backtesting/_version.py for pdoc | |
| - run: time doc/build.sh | |
| win64: | |
| needs: | |
| - build | |
| - docs | |
| runs-on: windows-latest | |
| timeout-minutes: 5 | |
| steps: | |
| - uses: actions/checkout@93cb6efe18208431cddfb8368fd83d5badbf9bfd # v5 | |
| - uses: actions/setup-python@ece7cb06caefa5fff74198d8649806c4678c61a1 # v6 | |
| with: | |
| python-version: 3.14 | |
| - run: pip install .[test] | |
| - run: python -m backtesting.test | |
| workflow-keepalive: | |
| if: github.event_name == 'schedule' | |
| runs-on: ubuntu-latest | |
| permissions: | |
| actions: write | |
| steps: | |
| - uses: liskin/gh-workflow-keepalive@f72ff1a1336129f29bf0166c0fd0ca6cf1bcb38c # v1.2.1 |