Portfolio Optimization Notebook Runner #51
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| name: Portfolio Optimization Notebook Runner | |
| on: | |
| push: | |
| branches: | |
| - main | |
| workflow_dispatch: | |
| concurrency: | |
| group: ${{ github.workflow }}-${{ github.ref }} | |
| cancel-in-progress: true | |
| jobs: | |
| run-notebooks: | |
| runs-on: arc-runners-org-nvidia-ai-bp-1-gpu | |
| env: | |
| PYTHON_VERSION: 3.12 | |
| steps: | |
| - name: Checkout repository | |
| uses: actions/checkout@v3 | |
| - name: Install Git LFS | |
| run: | | |
| echo "===================== Install Git LFS =====================" | |
| sudo apt-get update | |
| sudo apt-get install -y git-lfs | |
| git lfs install | |
| - name: Pull Git LFS files | |
| run: | | |
| echo "===================== Pull LFS files =====================" | |
| git lfs pull | |
| - name: Check System Info | |
| run: | | |
| echo "===================== System Info =====================" | |
| more /etc/os-release | |
| uname -a | |
| docker version | |
| - name: Run container and execute notebooks | |
| run: | | |
| docker run --gpus all --rm \ | |
| -v "$(pwd):/workspace" \ | |
| -w /workspace \ | |
| nvcr.io/nvidia/pytorch:25.08-py3 \ | |
| bash -c ' | |
| set -e | |
| echo "===================== Python and GPU Info =====================" | |
| python --version | |
| nvidia-smi | |
| echo "===================== Install uv =====================" | |
| curl -LsSf https://astral.sh/uv/install.sh | sh | |
| export PATH="/root/.cargo/bin:$PATH" | |
| source $HOME/.local/bin/env | |
| echo "===================== Install Dependencies with uv =====================" | |
| uv sync --extra cuda13 | |
| uv sync --extra cuda13 --extra dev | |
| echo "===================== Install Jupyter and other packages =====================" | |
| pip install jupyter jupyterlab ipykernel papermill nbconvert | |
| echo "===================== Create Jupyter Kernel =====================" | |
| uv run python -m ipykernel install --user --name=portfolio-opt --display-name "Portfolio Optimization" | |
| echo "===================== List Jupyter Kernel =====================" | |
| jupyter kernelspec list | |
| echo "===================== Change to notebooks directory =====================" | |
| cd notebooks | |
| echo "===================== Run cvar_basic notebook =====================" | |
| papermill cvar_basic.ipynb cvar_basic_result.ipynb --kernel portfolio-opt --log-output --log-level DEBUG | |
| echo "===================== Run efficient_frontier notebook =====================" | |
| papermill efficient_frontier.ipynb efficient_frontier_result.ipynb --kernel portfolio-opt --log-output --log-level DEBUG | |
| echo "===================== Run rebalancing_strategies notebook =====================" | |
| papermill rebalancing_strategies.ipynb rebalancing_strategies_result.ipynb --kernel portfolio-opt --log-output --log-level DEBUG | |
| echo "===================== Run launchable notebook =====================" | |
| papermill launchable.ipynb launchable_brev_result.ipynb --kernel portfolio-opt --log-output --log-level DEBUG | |
| echo "===================== Convert notebooks to HTML =====================" | |
| jupyter nbconvert --to html cvar_basic_result.ipynb | |
| jupyter nbconvert --to html efficient_frontier_result.ipynb | |
| jupyter nbconvert --to html rebalancing_strategies_result.ipynb | |
| jupyter nbconvert --to html launchable_brev_result.ipynb | |
| ' | |
| - name: Verify results | |
| if: always() | |
| env: | |
| TEST_DOCKER_PULL_KEY: ${{ secrets.TEST_DOCKER_PULL_KEY }} | |
| run: | | |
| echo "Checking for generated files...." | |
| ls -lh notebooks/*result* | |
| cd notebooks | |
| echo "$TEST_DOCKER_PULL_KEY" |docker login nvcr.io --username '$oauthtoken' --password-stdin | |
| docker run --rm \ | |
| -v ./cvar_basic_result.html:/app/input/quantitative_portfolio_optimization/cvar_basic.html \ | |
| -v ./efficient_frontier_result.html:/app/input/quantitative_portfolio_optimization/efficient_frontier.html \ | |
| -v ./rebalancing_strategies_result.html:/app/input/quantitative_portfolio_optimization/rebalancing_strategies.html \ | |
| -v ./launchable_brev_result.html:/app/input/quantitative_portfolio_optimization/launchable_brev_result.html \ | |
| -v "$(pwd):/workspace" \ | |
| nvcr.io/rw983xdqtcdp/auto_test_team/blueprint-github-test-image:latest \ | |
| pytest -m quantitative_portfolio_optimization --disable-warnings --html=/workspace/quantitative_portfolio_optimization.html --self-contained-html | |
| - name: Upload notebook results as artifacts | |
| if: always() | |
| uses: actions/upload-artifact@v4 | |
| with: | |
| name: notebook-results | |
| path: | | |
| notebooks/cvar_basic_result.html | |
| notebooks/efficient_frontier_result.html | |
| notebooks/rebalancing_strategies_result.html | |
| notebooks/launchable_brev_result.html | |
| notebooks/quantitative_portfolio_optimization.html | |
| retention-days: 30 | |
| - name: Set result output | |
| id: set_result | |
| if: always() | |
| run: | | |
| echo "RESULT=$(if [ ${{ job.status }} == 'success' ]; then echo 'PASS'; else echo 'FAIL'; fi)" >> $GITHUB_OUTPUT | |
| - name: Send mail | |
| uses: dawidd6/action-send-mail@6e71c855c9a091d80a519621b9fd3e8d252ca40c | |
| if: always() | |
| with: | |
| server_address: smtp.gmail.com | |
| server_port: 587 | |
| username: ${{ secrets.SMTP_USERNAME }} | |
| password: ${{ secrets.SMTP_PASSWORD }} | |
| # Email details | |
| subject: "QA Test Workflow Result for ${{ github.repository }}" | |
| to: Github-Action-Blueprint-QA@nvidia.com | |
| from: github-workflow-notification@gmail.com | |
| html_body: | | |
| <p>Hello,</p> | |
| <p>The workflow for repository: <strong>${{ github.repository }}</strong> has completed.<br> | |
| <strong>Result:</strong> ${{ steps.set_result.outputs.RESULT }}</p> | |
| <p>You can review the details on GitHub:<br> | |
| <a href="${{ github.server_url }}/${{ github.repository }}/actions/runs/${{ github.run_id }}">${{ github.server_url }}/${{ github.repository }}/actions/runs/${{ github.run_id }}</a></p> | |
| <p>Thanks!</p> |