quantitative-portfolio-optimization/.github/workflows/main.yml at ecd9f99196d38904b9706ea692e69edd511d65d3 · NVIDIA-AI-Blueprints/quantitative-portfolio-optimization · GitHub

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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: [email protected]
          from: [email protected]
          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>