closed-form solutions to asian average strike and price options + tests #49
Workflow file for this run
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| name: tests | |
| defaults: | |
| run: | |
| shell: bash | |
| on: | |
| push: | |
| branches: [ main ] | |
| pull_request: | |
| branches: [ main ] | |
| schedule: | |
| - cron: '0 13 * * 4' | |
| jobs: | |
| precommit: | |
| runs-on: ubuntu-latest | |
| steps: | |
| - uses: actions/checkout@v2 | |
| - uses: actions/setup-python@v5.2.0 | |
| with: | |
| python-version: "3.10" | |
| - run: | | |
| pip install pre-commit | |
| pre-commit clean | |
| pre-commit autoupdate | |
| pre-commit run --all-files | |
| pylint: | |
| runs-on: ubuntu-latest | |
| steps: | |
| - uses: actions/checkout@v2 | |
| with: | |
| submodules: recursive | |
| fetch-depth: 0 | |
| - name: Set up Python 3.9 | |
| uses: actions/setup-python@v5.2.0 | |
| with: | |
| python-version: 3.9 | |
| - name: Install dependencies | |
| run: | | |
| python -m pip install --upgrade pip | |
| # TODO #411 https://github.com/pylint-dev/pylint/issues/9099 | |
| pip install "pylint<3.0.0" nbqa | |
| pip install -e .[tests] -e ./examples[tests] | |
| - run: | | |
| pylint --max-module-lines=500 --disable=fixme $(git ls-files '*.py' | grep -v ^examples) | |
| - run: | | |
| # TODO #299 | |
| pylint --disable=fixme --max-module-lines=200 \ | |
| --disable=too-many-locals,too-many-branches,duplicate-code,invalid-name,missing-function-docstring,missing-module-docstring,too-many-arguments,missing-class-docstring,too-many-instance-attributes $(git ls-files '*.py' | grep ^examples) | |
| - run: | | |
| # TODO #299 | |
| nbqa pylint --disable=fixme,trailing-whitespace,wrong-import-position,wrong-import-order,ungrouped-imports \ | |
| --disable=duplicate-code,invalid-name,missing-module-docstring,line-too-long,missing-function-docstring,redefined-outer-name,too-many-arguments,no-member,too-many-locals,cell-var-from-loop,missing-class-docstring $(git ls-files '*.ipynb') | |
| zenodo_json: | |
| runs-on: ubuntu-latest | |
| steps: | |
| - uses: actions/checkout@v2 | |
| - uses: notiz-dev/github-action-json-property@release | |
| with: | |
| path: '.zenodo.json' | |
| prop_path: 'creators' | |
| devops: | |
| runs-on: ubuntu-latest | |
| steps: | |
| - uses: actions/checkout@v2 | |
| with: | |
| submodules: recursive | |
| fetch-depth: 0 # https://github.com/pypa/setuptools_scm/issues/480 | |
| - run: pip install -r tests/devops_tests/requirements.txt | |
| - run: pip install -e . -e ./examples | |
| - env: | |
| GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }} | |
| run: pytest --durations=10 -v -s -We -p no:unraisableexception -k "not run_notebooks" tests/devops_tests | |
| nojit_and_codecov: | |
| needs: [ precommit, pylint, zenodo_json, devops ] | |
| runs-on: ubuntu-latest | |
| env: | |
| NUMBA_DISABLE_JIT: 1 | |
| steps: | |
| - uses: actions/checkout@master | |
| with: | |
| submodules: recursive | |
| fetch-depth: 0 | |
| - uses: actions/setup-python@v5.2.0 | |
| with: | |
| python-version: 3.9 | |
| - name: Generate coverage report | |
| run: | | |
| pip install -e .[tests] -e ./examples | |
| pip install pytest-cov | |
| pytest --durations=10 -We tests/unit_tests --cov-report=xml --cov=PyMPDATA | |
| - name: Upload coverage to Codecov | |
| uses: codecov/codecov-action@v4 | |
| with: | |
| token: ${{ secrets.CODECOV_TOKEN }} | |
| fail_ci_if_error: true | |
| verbose: true | |
| tests: | |
| timeout-minutes: 120 | |
| needs: [nojit_and_codecov] | |
| strategy: | |
| matrix: | |
| platform: [ubuntu-latest, macos-13, macos-14, windows-latest] | |
| python-version: ["3.9", "3.12"] | |
| exclude: | |
| - platform: macos-14 | |
| python-version: "3.9" | |
| runs-on: ${{ matrix.platform }} | |
| steps: | |
| - uses: actions/checkout@v2 | |
| with: | |
| submodules: recursive | |
| fetch-depth: 0 | |
| - uses: actions/setup-python@v5.2.0 | |
| with: | |
| python-version: ${{ matrix.python-version }} | |
| - run: | | |
| python -m pip install $PIP_INSTALL_ARGS -e . # to check if usable without test/example dependencies | |
| python -We -c "import PyMPDATA" | |
| python -m pip install $PIP_INSTALL_ARGS -e .[tests] ./examples | |
| # https://github.com/numba/numba/issues/6350#issuecomment-728174860 | |
| - if: startsWith(matrix.platform, 'ubuntu-') | |
| run: echo NUMBA_THREADING_LAYER=omp >> $GITHUB_ENV | |
| - env: | |
| NUMBA_OPT: 1 | |
| run: | | |
| python -m pytest --durations=10 -p no:unraisableexception -We tests/unit_tests | |
| python -m pytest --durations=10 -p no:unraisableexception -We -k "not test_timing_3d" tests/smoke_tests | |
| - env: | |
| NUMBA_OPT: 3 | |
| run: | | |
| python -m pytest --durations=10 -p no:unraisableexception -We -k "test_timing_3d" tests/smoke_tests | |
| examples: | |
| needs: [nojit_and_codecov] | |
| strategy: | |
| matrix: | |
| platform: [ubuntu-latest, macos-13, macos-14, windows-latest] | |
| python-version: ["3.9", "3.12"] | |
| fail-fast: false | |
| runs-on: ${{ matrix.platform }} | |
| steps: | |
| - uses: actions/checkout@v2 | |
| with: | |
| submodules: recursive | |
| fetch-depth: 0 | |
| - uses: actions/setup-python@v5.2.0 | |
| with: | |
| python-version: ${{ matrix.python-version }} | |
| - run: python -m pip install $PIP_INSTALL_ARGS -e .[tests] ./examples | |
| - run: python -m pip install $PIP_INSTALL_ARGS -r tests/devops_tests/requirements.txt | |
| - if: matrix.platform == 'ubuntu-latest' | |
| run: | | |
| sudo apt-get install libblitz0-dev libboost-thread-dev libboost-date-time-dev libboost-system-dev libboost-iostreams-dev libboost-timer-dev libboost-filesystem-dev | |
| git clone https://github.com/igfuw/libmpdataxx.git | |
| cd libmpdataxx/libmpdata++ | |
| mkdir build | |
| cd build | |
| cmake .. | |
| sudo make install | |
| cd ../../../ | |
| rm -rf libmpdataxx | |
| - uses: julia-actions/setup-julia@v2 | |
| - run: julia --version | |
| # https://github.com/numba/numba/issues/6350#issuecomment-728174860 | |
| - if: matrix.platform == 'ubuntu-latest' | |
| run: echo NUMBA_THREADING_LAYER=omp >> $GITHUB_ENV | |
| - env: | |
| NUMBA_OPT: 1 | |
| run: python -m pytest --durations=10 -p no:unraisableexception -We tests/devops_tests/test_notebooks.py | |
| - if: ${{ matrix.platform == 'ubuntu-latest' && matrix.python-version == '3.12'}} | |
| run: | | |
| mkdir -p /home/runner/work/_temp/_github_home/figures | |
| rm /tmp/pytest-of-runner/pytest-current/test_run_notebooks_examples_Pycurrent | |
| mv /tmp/pytest-of-runner/pytest-current/test_run_notebooks_examples_*/fig_4.svg /home/runner/work/_temp/_github_home/figures | |
| mv /tmp/pytest-of-runner/pytest-current/test_run_notebooks_examples_*/advection_diffusion.gif /home/runner/work/_temp/_github_home/figures | |
| # - if: ${{ failure() }} | |
| # uses: mxschmitt/action-tmate@v3 | |
| # with: | |
| # limit-access-to-actor: true | |
| - if: ${{ github.ref == 'refs/heads/main' && matrix.platform == 'ubuntu-latest' && matrix.python-version == '3.12'}} | |
| uses: eine/tip@master | |
| with: | |
| token: ${{ secrets.GITHUB_TOKEN }} | |
| files: | | |
| /github/home/figures/*.svg | |
| /github/home/figures/*.gif | |