ci.yml

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__)"