feat: finalize audited research pipeline and paper #28
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| name: CI | |
| on: | |
| push: | |
| branches: [main] | |
| pull_request: | |
| permissions: | |
| contents: read | |
| jobs: | |
| test: | |
| name: lint + tests (py${{ matrix.python-version }}) | |
| runs-on: ubuntu-latest | |
| timeout-minutes: 20 | |
| strategy: | |
| fail-fast: false | |
| matrix: | |
| python-version: ["3.11", "3.12", "3.13", "3.14"] | |
| steps: | |
| - uses: actions/checkout@df4cb1c069e1874edd31b4311f1884172cec0e10 # v6.0.3 | |
| - uses: actions/setup-python@a309ff8b426b58ec0e2a45f0f869d46889d02405 # v6.2.0 | |
| with: | |
| python-version: ${{ matrix.python-version }} | |
| cache: pip | |
| cache-dependency-path: requirements/test.lock | |
| # The test suite and lint need only the scientific core; every heavy / | |
| # optional dependency (boosting libs, torch, hmmlearn, broker SDKs, ...) | |
| # is lazily imported with an explicit fallback or error, so it is | |
| # intentionally not installed here. This proves the core package does not | |
| # acquire accidental optional imports. | |
| - name: Install core dependencies | |
| run: python -m pip install -r requirements/test.lock | |
| - name: Lint (ruff) | |
| run: ruff check . | |
| - name: Tests (pytest) | |
| run: pytest tests/ -q --tb=short --cov=quantcortex --cov-report=term --cov-fail-under=60 | |
| notebooks: | |
| name: notebook smoke (py3.11) | |
| runs-on: ubuntu-latest | |
| timeout-minutes: 25 | |
| steps: | |
| - uses: actions/checkout@df4cb1c069e1874edd31b4311f1884172cec0e10 # v6.0.3 | |
| - uses: actions/setup-python@a309ff8b426b58ec0e2a45f0f869d46889d02405 # v6.2.0 | |
| with: | |
| python-version: "3.11" | |
| cache: pip | |
| cache-dependency-path: requirements/notebooks.lock | |
| - name: Install notebook dependencies | |
| run: python -m pip install -r requirements/notebooks.lock | |
| - name: Build deterministic test-only fixtures | |
| run: python tests/build_notebook_fixtures.py /tmp/quantcortex-notebook-fixtures | |
| - name: Execute research notebooks | |
| env: | |
| MPLCONFIGDIR: /tmp/quantcortex-mpl | |
| QUANTCORTEX_PRICES_CSV: /tmp/quantcortex-notebook-fixtures/prices.csv | |
| QUANTCORTEX_OHLCV_CSV: /tmp/quantcortex-notebook-fixtures/aapl_ohlcv.csv | |
| run: | | |
| jupyter nbconvert --execute --ExecutePreprocessor.timeout=180 --ExecutePreprocessor.shutdown_kernel=immediate --to notebook --output-dir /tmp/quantcortex-notebook-output research/*.ipynb | |
| - name: Verify notebook figures rendered | |
| run: python tests/verify_notebook_outputs.py /tmp/quantcortex-notebook-output | |
| broker-sdks: | |
| name: optional broker SDK conformance (py3.12) | |
| runs-on: ubuntu-latest | |
| timeout-minutes: 20 | |
| steps: | |
| - uses: actions/checkout@df4cb1c069e1874edd31b4311f1884172cec0e10 # v6.0.3 | |
| - uses: actions/setup-python@a309ff8b426b58ec0e2a45f0f869d46889d02405 # v6.2.0 | |
| with: | |
| python-version: "3.12" | |
| cache: pip | |
| cache-dependency-path: | | |
| requirements/test.lock | |
| requirements/brokers.lock | |
| - name: Install package with broker SDKs | |
| run: python -m pip install -r requirements/test.lock -r requirements/brokers.lock | |
| - name: Verify real SDK request and model contracts | |
| env: | |
| PYTHONPATH: . | |
| run: | | |
| pytest tests/test_broker_sdk_conformance.py -q | |
| python scripts/verify_brokers.py | |
| package: | |
| name: build + install smoke (py${{ matrix.python-version }}) | |
| runs-on: ubuntu-latest | |
| timeout-minutes: 20 | |
| strategy: | |
| fail-fast: false | |
| matrix: | |
| python-version: ["3.11", "3.12", "3.13", "3.14"] | |
| steps: | |
| - uses: actions/checkout@df4cb1c069e1874edd31b4311f1884172cec0e10 # v6.0.3 | |
| - uses: actions/setup-python@a309ff8b426b58ec0e2a45f0f869d46889d02405 # v6.2.0 | |
| with: | |
| python-version: ${{ matrix.python-version }} | |
| cache: pip | |
| cache-dependency-path: | | |
| requirements/build.lock | |
| requirements/core.lock | |
| # Tests run from the repo root with pythonpath=["."], so also build and | |
| # install the wheel in a clean environment. The smoke check proves the | |
| # public import surface works and guards against accidentally packaging | |
| # the removed market-data snapshot. | |
| - name: Build sdist + wheel | |
| run: | | |
| python -m pip install -r requirements/build.lock | |
| python -m build | |
| - name: Install wheel into a clean venv and verify package contents | |
| run: | | |
| python -m venv /tmp/wheeltest | |
| /tmp/wheeltest/bin/pip install -r requirements/core.lock | |
| /tmp/wheeltest/bin/pip install --no-deps dist/*.whl | |
| /tmp/wheeltest/bin/pip check | |
| cd /tmp && /tmp/wheeltest/bin/python -c "from pathlib import Path; import quantcortex, quantcortex.portfolio.base, quantcortex.backtest.engines.vectorized, quantcortex.strategies.base_strategy; csv = Path(quantcortex.__file__).resolve().parent / 'data' / 'sample' / 'rotation_prices.csv'; assert not csv.exists(), f'restricted market-data snapshot packaged: {csv}'; print('packaged import OK; market-data snapshot absent')" | |
| dependency-lock: | |
| name: dependency lock drift (py3.12) | |
| runs-on: ubuntu-latest | |
| timeout-minutes: 20 | |
| steps: | |
| - uses: actions/checkout@df4cb1c069e1874edd31b4311f1884172cec0e10 # v6.0.3 | |
| - uses: actions/setup-python@a309ff8b426b58ec0e2a45f0f869d46889d02405 # v6.2.0 | |
| with: | |
| python-version: "3.12" | |
| cache: pip | |
| - name: Install locked Poetry tooling | |
| run: python -m pip install poetry==2.4.1 poetry-plugin-export==1.10.0 | |
| - name: Check lock and exported requirement files | |
| run: | | |
| poetry check | |
| poetry export --only main --without-hashes --output /tmp/core.lock | |
| poetry export --only main,test --without-hashes --output /tmp/test.lock | |
| poetry export --only main,dev --without-hashes --output /tmp/notebooks.lock | |
| poetry export --only main,test,dev --without-hashes --output /tmp/dev.lock | |
| poetry export --only main -E brokers --without-hashes --output /tmp/brokers.lock | |
| poetry export --only main -E brokers -E providers -E storage -E regime --without-hashes --output /tmp/runtime.lock | |
| poetry export --only build --without-hashes --output /tmp/build.lock | |
| diff -u requirements/core.lock /tmp/core.lock | |
| diff -u requirements/test.lock /tmp/test.lock | |
| diff -u requirements/notebooks.lock /tmp/notebooks.lock | |
| diff -u requirements/dev.lock /tmp/dev.lock | |
| diff -u requirements/brokers.lock /tmp/brokers.lock | |
| diff -u requirements/runtime.lock /tmp/runtime.lock | |
| diff -u requirements/build.lock /tmp/build.lock | |
| container: | |
| name: container build + offline smoke | |
| runs-on: ubuntu-latest | |
| timeout-minutes: 25 | |
| steps: | |
| - uses: actions/checkout@df4cb1c069e1874edd31b4311f1884172cec0e10 # v6.0.3 | |
| - name: Validate Compose configuration | |
| env: | |
| POSTGRES_PASSWORD: ci-only-not-a-secret | |
| run: docker compose config --quiet | |
| - name: Build pinned application image | |
| run: docker build --tag quantcortex:ci . | |
| - name: Verify read-only default command | |
| run: docker run --rm --read-only --tmpfs /tmp quantcortex:ci | |
| - name: Run the offline execution cycle | |
| run: >- | |
| docker run --rm --read-only --tmpfs /tmp quantcortex:ci | |
| python scripts/paper_trade_cycle.py --offline |