Merge pull request #1460 from bug-or-feature/feature-1421-better-build

Better build (part 1)

.github/workflows/os-test.yml

@@ -0,0 +1,28 @@
+name: OS test
+
+on:
+  workflow_dispatch:
+  push:
+
+jobs:
+  build:
+    runs-on: ${{ matrix.os }}
+
+    strategy:
+      matrix:
+        os: [ ubuntu-latest, macos-13, macos-14, windows-2022 ]
+        python-version: [ 3.11.9 ]
+
+    steps:
+
+    - uses: actions/checkout@v4
+
+    - name: Set up Python
+      uses: actions/setup-python@v5
+      with:
+        python-version: ${{ matrix.python-version }}
+
+    - name: Install dependencies
+      run: |
+        python -m pip install --upgrade pip setuptools wheel
+        pip install -r requirements.txt

.github/workflows/slow-test-develop.yml → .github/workflows/slow-test.yml

@@ -1,4 +1,4 @@
-name: Slow test (develop)
+name: Slow test
 
 on:
   schedule:
@@ -17,8 +17,6 @@ jobs:
     steps:
 
     - uses: actions/checkout@v4
-      with:
-        ref: "develop"
 
     - name: Set up Python
       uses: actions/setup-python@v5

requirements.txt

@@ -5,7 +5,7 @@ numpy>=1.24.0
 scipy>=1.0.0
 pymongo==3.11.3
 ib-insync==0.9.86
-psutil==5.6.6
+psutil==5.6.7
 pytest>6.2
 Flask>=2.0.1
 Werkzeug>=2.0.1

setup.py

@@ -91,7 +91,7 @@ def dir_this_file():
         "numpy>=1.24.0",
         "scipy>=1.0.0",
         "pymongo==3.11.3",
-        "psutil==5.6.6",
+        "psutil==5.6.7",
         "pytest>6.2",
         "Flask>=2.0.1",
         "Werkzeug>=2.0.1",

tests/test_examples.py

@@ -236,6 +236,7 @@ def test_simple_system_portfolio_estimated(
         print(my_system.portfolio.get_instrument_weights().tail(5))
         print(my_system.portfolio.get_instrument_diversification_multiplier().tail(5))
 
+    @pytest.mark.slow  # will be skipped unless run with 'pytest --runslow'
     def test_simple_system_portfolio_fixed(
         self, data, raw_data, my_rules, my_config, fcs, combiner, possizer, portfolio
     ):
@@ -253,6 +254,7 @@ def test_simple_system_portfolio_fixed(
 
         print(my_system.portfolio.get_notional_position("SOFR").tail(5))
 
+    @pytest.mark.slow  # will be skipped unless run with 'pytest --runslow'
     def test_simple_system_costs(
         self,
         data,
@@ -280,6 +282,7 @@ def test_simple_system_costs(
         print(profits.gross.percent.stats())
         print(profits.net.percent.stats())
 
+    @pytest.mark.slow  # will be skipped unless run with 'pytest --runslow'
     def test_simple_system_config_object(self, data, ewmac_8, ewmac_32):
         my_config = Config(
             dict(
@@ -357,6 +360,7 @@ def test_simple_system_risk_overlay(self, data, ewmac_8, ewmac_32):
         )
         print(my_system.portfolio.get_notional_position("SOFR").tail(5))
 
+    @pytest.mark.slow  # will be skipped unless run with 'pytest --runslow'
     def test_simple_system_config_import(self, data):
         my_config = Config("systems.provided.example.simplesystemconfig.yaml")
         my_config.exclude_instrument_lists = dict(