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Merge pull request #1 from gvpathisocial/reeng/uplift-studio-bg-20260220_101657
Reeng/uplift studio bg 20260220 101657
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‎.github/workflows/quant_dry_run.yml‎

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name: quant-daily-dry-run
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on:
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schedule:
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- cron: "30 5 * * *"
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workflow_dispatch:
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jobs:
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dry-run:
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runs-on: ubuntu-latest
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steps:
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- uses: actions/checkout@v5
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- uses: actions/setup-python@v6
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with:
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python-version: "3.11"
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- name: install uv
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uses: astral-sh/setup-uv@v6
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- name: install dependencies
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run: uv pip install .[dev,forecasting,quant]
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- name: run daily dry-run via CLI
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run: |
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python -m sktime_quant.run \
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--config examples/quant/config_dry_run.yaml \
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--dry-run \
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--print-summary
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- name: upload dry-run artifacts
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uses: actions/upload-artifact@v4
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with:
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name: quant-dry-run-artifacts
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path: |
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results/dry_run/reports/**
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results/dry_run/orders/**
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results/dry_run/governance/**
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results/dry_run/state/**
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if-no-files-found: warn

‎.github/workflows/test_quant.yml‎

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name: test-quant
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on:
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workflow_dispatch:
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pull_request:
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paths:
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- "sktime_quant/**"
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- "docs/source/quant/**"
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- "examples/quant/**"
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- ".github/workflows/test_quant.yml"
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- "pyproject.toml"
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push:
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branches: [main]
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paths:
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- "sktime_quant/**"
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- "docs/source/quant/**"
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- "examples/quant/**"
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- ".github/workflows/test_quant.yml"
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- "pyproject.toml"
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jobs:
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quant-unit-tests:
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runs-on: ubuntu-latest
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steps:
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- uses: actions/checkout@v5
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- uses: actions/setup-python@v6
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with:
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python-version: "3.11"
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- name: install uv
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uses: astral-sh/setup-uv@v6
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- name: install dependencies
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run: uv pip install .[dev,forecasting,quant]
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- name: run sktime_quant tests (without timescale integration)
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run: python -m pytest sktime_quant/tests -o addopts="" -m "not integration"
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- name: run quant core strategy/performance regression tests
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run: |
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python -m pytest \
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sktime_quant/tests/test_walkforward.py \
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sktime_quant/tests/test_risk_metrics.py \
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sktime_quant/tests/test_forecast_engine_update.py \
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-o addopts=""
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quant-timescale-integration:
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runs-on: ubuntu-latest
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services:
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timescaledb:
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image: timescale/timescaledb:latest-pg16
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ports:
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- 5432:5432
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env:
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POSTGRES_DB: postgres
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POSTGRES_USER: postgres
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POSTGRES_PASSWORD: postgres
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options: >-
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--health-cmd "pg_isready -U postgres -d postgres"
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--health-interval 10s
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--health-timeout 5s
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--health-retries 10
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steps:
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- uses: actions/checkout@v5
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- uses: actions/setup-python@v6
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with:
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python-version: "3.11"
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- name: install uv
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uses: astral-sh/setup-uv@v6
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- name: install dependencies
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run: uv pip install .[dev,forecasting,quant]
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- name: run timescale integration test
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env:
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RUN_TIMESCALE_TESTS: "1"
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TIMESCALE_TEST_URI: "postgresql+psycopg://postgres:postgres@localhost:5432/postgres"
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run: python -m pytest sktime_quant/tests/test_timescale_integration.py -o addopts=""
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quant-cli-smoke:
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runs-on: ubuntu-latest
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steps:
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- uses: actions/checkout@v5
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- uses: actions/setup-python@v6
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with:
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python-version: "3.11"
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- name: install uv
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uses: astral-sh/setup-uv@v6
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- name: install dependencies
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run: uv pip install .[dev,forecasting,quant]
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- name: run CLI smoke test
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run: |
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python - <<'PY'
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import pandas as pd
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from pathlib import Path
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import yaml
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import subprocess
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import sys
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base = Path("tmp_quant_cli")
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base.mkdir(exist_ok=True)
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market = pd.DataFrame({
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"timestamp": list(pd.date_range("2023-01-01", periods=160, freq="D")) * 2,
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"asset": ["A"] * 160 + ["B"] * 160,
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"close": [100 + i * 0.1 for i in range(160)] + [200 + i * 0.05 for i in range(160)],
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})
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csv_path = base / "market.csv"
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market.to_csv(csv_path, index=False)
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cfg = {
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"run_id": "ci_cli",
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"data": {"source_type": "csv", "csv_path": str(csv_path)},
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"backtest": {"window_length": 60, "step_length": 10, "horizon": 1},
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"execution": {"output_dir": str(base / "results")},
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}
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cfg_path = base / "config.yaml"
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cfg_path.write_text(yaml.safe_dump(cfg), encoding="utf-8")
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proc = subprocess.run(
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[sys.executable, "-m", "sktime_quant.run", "--config", str(cfg_path)],
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check=False,
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capture_output=True,
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text=True,
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)
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print(proc.stdout)
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print(proc.stderr)
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raise SystemExit(proc.returncode)
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PY
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quant-example-smoke:
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runs-on: ubuntu-latest
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steps:
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- uses: actions/checkout@v5
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- uses: actions/setup-python@v6
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with:
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python-version: "3.11"
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- name: install uv
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uses: astral-sh/setup-uv@v6
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- name: install dependencies
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run: uv pip install .[dev,forecasting,quant]
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- name: run example smoke
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run: python examples/quant/01_quickstart_csv.py
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quant-docs-smoke:
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runs-on: ubuntu-latest
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steps:
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- uses: actions/checkout@v5
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- uses: actions/setup-python@v6
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with:
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python-version: "3.11"
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- name: install uv
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uses: astral-sh/setup-uv@v6
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- name: install dependencies
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run: uv pip install .[docs,forecasting,quant]
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- name: build docs
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run: |
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make -C docs/source html SPHINXOPTS="-W --keep-going"
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quant-docs-linkcheck:
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runs-on: ubuntu-latest
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steps:
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- uses: actions/checkout@v5
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- uses: actions/setup-python@v6
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with:
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python-version: "3.11"
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- name: install uv
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uses: astral-sh/setup-uv@v6
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- name: install dependencies
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run: uv pip install .[docs,forecasting,quant]
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- name: run linkcheck for quant docs
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run: |
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sphinx-build -b linkcheck \
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-D master_doc=quant/index \
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-D linkcheck_timeout=15 \
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-D linkcheck_retries=2 \
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-D linkcheck_workers=5 \
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docs/source docs/build/linkcheck

‎Makefile‎

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BUILD_TOOLS=./build_tools
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TEST_DIR=testdir
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.PHONY: help release install test lint clean dist doc docs
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.PHONY: help release install test lint clean dist doc docs test_quant test_quant_core test_quant_strategy test_quant_timescale_container
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.DEFAULT_GOAL := help
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tests: test
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test_quant: ## Run sktime_quant tests excluding integration markers
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python -m pytest sktime_quant/tests -o addopts="" -m "not integration"
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test_quant_core: ## Run core quant strategy/performance tests (walkforward + risk metrics + forecast update)
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python -m pytest \
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sktime_quant/tests/test_walkforward.py \
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sktime_quant/tests/test_risk_metrics.py \
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sktime_quant/tests/test_forecast_engine_update.py \
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-o addopts=""
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test_quant_strategy: ## Run blended strategy engine tests (rule DSL + classifier + blending)
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python -m pytest \
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sktime_quant/tests/test_strategy_engine.py \
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-o addopts=""
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test_quant_timescale_container: ## Run TimescaleDB container integration test (requires Docker)
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RUN_TIMESCALE_CONTAINER_TESTS=1 python -m pytest sktime_quant/tests/test_timescale_container_integration.py -o addopts=""
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clean: ## Clean build dist and egg directories left after install
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rm -rf ./dist
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rm -rf ./build

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