Beta weight vega greeks against volatility index instruments (#4097) #683
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| name: codeql-analysis | |
| permissions: # Principle of least privilege | |
| contents: read | |
| actions: read | |
| security-events: write # Required for CodeQL to upload SARIF | |
| on: | |
| workflow_dispatch: | |
| pull_request: | |
| branches: [master] | |
| push: | |
| branches: [nightly] | |
| jobs: | |
| analyze: | |
| name: Analyze | |
| runs-on: ubuntu-latest | |
| strategy: | |
| fail-fast: false | |
| matrix: | |
| language: ["python", "rust"] | |
| steps: | |
| # https://github.com/step-security/harden-runner | |
| - uses: step-security/harden-runner@a5ad31d6a139d249332a2605b85202e8c0b78450 # v2.19.1 | |
| with: | |
| egress-policy: ${{ vars.STEP_SECURITY_EGRESS_POLICY || 'block' }} | |
| allowed-endpoints: >- | |
| ${{ vars.COMMON_ALLOWED_ENDPOINTS }} | |
| ${{ vars.CI_ALLOWED_ENDPOINTS }} | |
| - name: Checkout repository | |
| # https://github.com/actions/checkout | |
| uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2 | |
| with: | |
| persist-credentials: false | |
| fetch-depth: 1 | |
| - name: Install Rust linker (lld) | |
| if: matrix.language == 'rust' | |
| run: | | |
| sudo apt-get update -o Acquire::Retries=5 | |
| sudo apt-get install -y lld -o Acquire::Retries=5 | |
| - name: Get Rust toolchain version | |
| if: matrix.language == 'rust' | |
| id: rust-toolchain | |
| run: | | |
| echo "TOOLCHAIN=$(bash scripts/rust-toolchain.sh)" >> "$GITHUB_ENV" | |
| # https://github.com/actions-rust-lang/setup-rust-toolchain | |
| - name: Set up Rust toolchain | |
| if: matrix.language == 'rust' | |
| uses: actions-rust-lang/setup-rust-toolchain@2b1f5e9b395427c92ee4e3331786ca3c37afe2d7 # v1.16.0 | |
| with: | |
| toolchain: ${{ env.TOOLCHAIN }} | |
| override: true | |
| - name: Initialize CodeQL | |
| # https://github.com/github/codeql-action | |
| uses: github/codeql-action/init@e46ed2cbd01164d986452f91f178727624ae40d7 # v4.35.3 | |
| with: | |
| languages: ${{ matrix.language }} | |
| # If you wish to specify custom queries, you can do so here or in a config file. | |
| # By default, queries listed here will override any specified in a config file. | |
| # Prefix the list here with "+" to use these queries and those in the config file. | |
| # queries: ./path/to/local/query, your-org/your-repo/queries@main | |
| # https://github.com/github/codeql-action | |
| - name: Autobuild | |
| if: matrix.language == 'rust' | |
| uses: github/codeql-action/autobuild@e46ed2cbd01164d986452f91f178727624ae40d7 # v4.35.3 | |
| - name: Perform CodeQL Analysis | |
| # https://github.com/github/codeql-action | |
| uses: github/codeql-action/analyze@e46ed2cbd01164d986452f91f178727624ae40d7 # v4.35.3 |