build(deps): bump actions/setup-python from 5 to 7 #41

Workflow file for this run

	name: CI

	on:
	push:
	tags-ignore: ["v*"] # a release tag is covered by the Release workflow
	pull_request:
	workflow_dispatch:

	permissions:
	contents: read

	concurrency:
	group: ${{ github.workflow }}-${{ github.ref }}
	cancel-in-progress: true

	jobs:
	build-test:
	strategy:
	fail-fast: false
	matrix:
	include:
	- { os: ubuntu-latest, cc: gcc }
	- { os: ubuntu-latest, cc: clang }
	- { os: macos-latest, cc: clang }
	- { os: windows-latest, cc: "" }
	runs-on: ${{ matrix.os }}
	steps:
	- uses: actions/checkout@v4
	- name: Select compiler
	if: matrix.cc != ''
	run: echo "CC=${{ matrix.cc }}" >> "$GITHUB_ENV"
	- name: Configure
	run: cmake -S . -B build -DCMAKE_BUILD_TYPE=Release
	- name: Build
	run: cmake --build build --config Release
	- name: Test
	run: ctest --test-dir build -C Release --output-on-failure
	- name: Run example (Unix)
	if: runner.os != 'Windows'
	run: ./build/vol_target_demo
	- name: Run example (Windows)
	if: runner.os == 'Windows'
	shell: pwsh
	run: .\build\Release\vol_target_demo.exe

	build-test-32bit:
	runs-on: ubuntu-latest
	steps:
	- uses: actions/checkout@v4
	- name: Install 32-bit toolchain
	run: sudo apt-get update && sudo apt-get install -y gcc-multilib
	- name: Configure (-m32, size_t is 32 bits; SSE math, no x87 excess precision)
	run: cmake -S . -B build -DCMAKE_BUILD_TYPE=Release -DCMAKE_C_FLAGS="-m32 -msse2 -mfpmath=sse" -DCMAKE_EXE_LINKER_FLAGS=-m32
	- name: Build
	run: cmake --build build
	- name: Test
	run: ctest --test-dir build --output-on-failure
	- name: Run example
	run: ./build/vol_target_demo

	sanitize:
	runs-on: ubuntu-latest
	steps:
	- uses: actions/checkout@v4
	- name: Configure (ASan + UBSan)
	run: >
	cmake -S . -B build -DCMAKE_BUILD_TYPE=Debug
	-DCMAKE_C_FLAGS="-fsanitize=address,undefined -fno-sanitize-recover=all"
	-DCMAKE_EXE_LINKER_FLAGS="-fsanitize=address,undefined"
	- name: Build
	run: cmake --build build
	- name: Test
	run: ctest --test-dir build --output-on-failure
	- name: Run example under sanitizers
	run: ./build/vol_target_demo

	install-consume:
	runs-on: ubuntu-latest
	steps:
	- uses: actions/checkout@v4
	- name: Build and install
	run: \|
	cmake -S . -B build -DCMAKE_BUILD_TYPE=Release -DMLRISK_BUILD_TESTS=OFF -DMLRISK_BUILD_EXAMPLES=OFF
	cmake --build build
	cmake --install build --prefix "$PWD/prefix"
	- name: Consume via find_package
	run: \|
	mkdir consumer && cd consumer
	cat > main.c <<'C'
	#include "mlrisk/mlrisk.h"
	#include <stdio.h>
	int main(void) {
	double r[] = {0.01, -0.02, 0.015}, s[3];
	mlr_status st = mlr_ewma_vol(r, 3, 0.94, s);
	printf("mlrisk %s status %d sigma %.6f\n", MLRISK_VERSION, (int)st, s[2]);
	return st == MLR_OK ? 0 : 1;
	}
	C
	cat > CMakeLists.txt <<'CM'
	cmake_minimum_required(VERSION 3.21)
	project(consumer C)
	find_package(mlrisk 3 REQUIRED)
	add_executable(consumer main.c)
	target_link_libraries(consumer PRIVATE mlrisk::mlrisk)
	CM
	cmake -S . -B build -DCMAKE_PREFIX_PATH="$GITHUB_WORKSPACE/prefix"
	cmake --build build
	./build/consumer
	- name: Consume via pkg-config
	run: \|
	export PKG_CONFIG_PATH="$PWD/prefix/lib/pkgconfig"
	pkg-config --modversion mlrisk
	read -ra FLAGS <<< "$(pkg-config --cflags --libs mlrisk)"
	cc -std=c11 consumer/main.c "${FLAGS[@]}" -o consumer_pc
	./consumer_pc
	- name: Public headers compile as C++
	run: \|
	echo '#include "mlrisk/mlrisk.h"' > headers.cpp
	c++ -std=c++17 -Wall -Wextra -Werror -fsyntax-only -I prefix/include headers.cpp

	reference:
	runs-on: ubuntu-latest
	steps:
	- uses: actions/checkout@v4
	- uses: actions/setup-python@v7
	with:
	python-version: "3.12"
	cache: pip
	cache-dependency-path: tests/reference/requirements.txt
	- name: Install reference packages
	run: pip install -r tests/reference/requirements.txt
	- name: Build the example
	run: cmake -S . -B build -DCMAKE_BUILD_TYPE=Release -DMLRISK_BUILD_TESTS=OFF && cmake --build build
	- name: Check the C library against independent references
	run: MLRISK_DEMO=build/vol_target_demo python tests/reference/reference_check.py
	- name: The GARCH fit reaches the optimum that brute force finds
	run: \|
	python -m pip install .
	python tests/reference/garch_multistart_check.py

	python-package:
	strategy:
	fail-fast: false
	matrix:
	include:
	- { os: ubuntu-latest, python: "3.9" }
	- { os: ubuntu-latest, python: "3.13" }
	- { os: macos-latest, python: "3.13" }
	- { os: windows-latest, python: "3.13" }
	runs-on: ${{ matrix.os }}
	steps:
	- uses: actions/checkout@v4
	- uses: actions/setup-python@v7
	with:
	python-version: ${{ matrix.python }}
	- name: Build and install the wheel
	run: python -m pip install ".[test]"
	- name: Test against the installed wheel
	run: python -m pytest python/tests -q
	- name: A source distribution carries the C it has to compile
	if: matrix.os == 'ubuntu-latest'
	run: \|
	python -m pip install build
	python -m build --sdist --outdir dist .
	cd "$(mktemp -d)"
	python -m pip install --force-reinstall "$GITHUB_WORKSPACE"/dist/*.tar.gz
	python -c "import walkforward; print(walkforward.__version__)"
	- name: The worked example runs and reproduces its numbers
	if: matrix.os == 'ubuntu-latest' && matrix.python == '3.13'
	working-directory: examples
	run: \|
	python -m pip install nbclient ipykernel matplotlib
	jupyter execute spy_walk_forward.ipynb
	- name: The package and the library it bundles agree on the version
	run: python -c "import walkforward as wf; assert wf.__version__ == wf.c_version(), (wf.__version__, wf.c_version()); print(wf.__version__)"

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build(deps): bump actions/setup-python from 5 to 7 #41

Workflow file

build(deps): bump actions/setup-python from 5 to 7 #41

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Workflow file for this run