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Create PRICE.md

Create PRICE.md #147

Workflow file for this run

# This workflow will install Python dependencies, run tests and lint with a single version of Python
# For more information see: https://help.github.com/actions/language-and-framework-guides/using-python-with-github-actions
name: Python application
on:
push:
branches: [ "main" ]
pull_request:
branches: [ "main" ]
permissions:
contents: read
jobs:
build:
timeout-minutes: 180
runs-on: ubuntu-latest
steps:
- uses: actions/checkout@v3
- name: Set up Python 3.9
uses: actions/setup-python@v3
with:
python-version: "3.9"
- name: Install dependencies
run: |
python -m pip install --upgrade pip
pip install flake8 pytest
if [ -f requirements.txt ]; then pip install -r requirements.txt; fi
- name: Lint with flake8
run: |
# stop the build if there are Python syntax errors or undefined names
flake8 . --count --select=E9,F63,F7,F82 --show-source --statistics
# exit-zero treats all errors as warnings. The GitHub editor is 127 chars wide
flake8 . --count --exit-zero --max-complexity=18 --max-line-length=127 --statistics
# https://github.com/python/mypy/issues/10600
- name: Check Qlib with mypy
run: |
mypy qlib --install-types --non-interactive || true
mypy qlib --verbose
- name: Check Qlib ipynb with nbqa
run: |
nbqa black . -l 120 --check --diff
nbqa pylint . --disable=C0104,C0114,C0115,C0116,C0301,C0302,C0411,C0413,C1802,R0401,R0801,R0902,R0903,R0911,R0912,R0913,R0914,R0915,R1720,W0105,W0123,W0201,W0511,W0613,W1113,W1514,E0401,E1121,C0103,C0209,R0402,R1705,R1710,R1725,R1735,W0102,W0212,W0221,W0223,W0231,W0237,W0612,W0621,W0622,W0703,W1309,E1102,E1136,W0719,W0104,W0404,C0412,W0611,C0410 --const-rgx='[a-z_][a-z0-9_]{2,30}$'
- name: Test with pytest
run: |
pytest
# Run after data downloads
- name: Check Qlib ipynb with nbconvert
run: |
# add more ipynb files in future
jupyter nbconvert --to notebook --execute pytrader/strategies/workflow_by_code.ipynb
- name: Test workflow by config (install from source)
run: |
python -m pip install numba
python .github/scripts/qlib_workflow_cli.py pytrader/strategies/benchmarks/LightGBM/workflow_config_lightgbm_Alpha158.yaml