microsoft · SunsetWolf · Dec 23, 2024 · Dec 20, 2024 · Dec 20, 2024
diff --git a/.github/workflows/python-publish.yml b/.github/workflows/python-publish.yml
@@ -12,15 +12,18 @@ jobs:
     runs-on: ${{ matrix.os }}
     strategy:
       matrix:
-        os: [windows-latest, ubuntu-20.04, ubuntu-22.04, macos-13, macos-14, macos-latest]
-        # FIXME:  macos-latest will raise error now.
-        # not supporting 3.6 due to annotations is not supported https://stackoverflow.com/a/52890129
+        os: [windows-latest, macos-13, macos-latest]
         python-version: ["3.8", "3.9", "3.10", "3.11", "3.12"]
+        exclude:
+          - os: macos-13
+            python-version: "3.11"
+          - os: macos-13
+            python-version: "3.12"
 
     steps:
-    - uses: actions/checkout@v2
+    - uses: actions/checkout@v3
     - name: Set up Python ${{ matrix.python-version }}
-      uses: actions/setup-python@v2
+      uses: actions/setup-python@v4
       with:
         python-version: ${{ matrix.python-version }}
     - name: Install dependencies
@@ -29,33 +32,34 @@ jobs:
     - name: Build wheel on ${{ matrix.os }}
       run: |
         make build
-    - name: Build and publish
+    - name: Upload to PyPi
       env:
         TWINE_USERNAME: __token__
         TWINE_PASSWORD: ${{ secrets.PYPI_TOKEN }}
       run: |
-        twine upload dist/*
+        twine check dist/*.whl
+        twine upload dist/*.whl --verbose
 
   deploy_with_manylinux:
     runs-on: ubuntu-latest
     steps:
-    - uses: actions/checkout@v2
+    - uses: actions/checkout@v3
+    - name: Set up Python ${{ matrix.python-version }}
+      uses: actions/setup-python@v4
+      with:
+        python-version: ${{ matrix.python-version }}
     - name: Build wheel on Linux
-      uses: RalfG/python-wheels-manylinux-build@v0.3.1-manylinux2010_x86_64
+      uses: RalfG/python-wheels-manylinux-build@v0.7.1-manylinux2014_x86_64
       with:
-        # not supporting 3.6 due to annotations is not supported https://stackoverflow.com/a/52890129
-        python-versions: 'cp37-cp37m cp38-cp38'
+        python-versions: 'cp38-cp38 cp39-cp39 cp310-cp310 cp311-cp311 cp312-cp312'
         build-requirements: 'numpy cython'
-    - name: Set up Python
-      uses: actions/setup-python@v2
-      with:
-        python-version: 3.7
     - name: Install dependencies
       run: |
-        pip install twine
-    - name: Build and publish
+        python -m pip install twine
+    - name: Upload to PyPi
       env:
         TWINE_USERNAME: __token__
         TWINE_PASSWORD: ${{ secrets.PYPI_TOKEN }}
       run: |
-        twine upload dist/pyqlib-*-manylinux*.whl
+        twine check dist/pyqlib-*-manylinux*.whl
+        twine upload dist/pyqlib-*-manylinux*.whl --verbose
diff --git a/.github/workflows/test_qlib_from_pip.yml b/.github/workflows/test_qlib_from_pip.yml
@@ -13,30 +13,17 @@ jobs:
     runs-on: ${{ matrix.os }}
     strategy:
       matrix:
-        # Since macos-latest changed from 12.7.4 to 14.4.1,
-        # the minimum python version that matches a 14.4.1 version of macos is 3.10,
-        # If you want to use python 3.7 in github action, then the latest macos system version is macos-13,
-        # after macos-13 python 3.7 is no longer supported.
-        # so we limit the macos version to macos-13.
-        os: [windows-latest, ubuntu-20.04, ubuntu-22.04, macos-13]
-        # not supporting 3.6 due to annotations is not supported https://stackoverflow.com/a/52890129
-        python-version: [3.7, 3.8]
+        os: [windows-latest, ubuntu-20.04, ubuntu-22.04, macos-13, macos-14, macos-15]
+        # In github action, using python 3.7, pip install will not match the latest version of the package.
+        # Also, python 3.7 is no longer supported from macos-14, and will be phased out from macos-13 in the near future.
+        # All things considered, we have removed python 3.7.
+        python-version: ["3.8", "3.9", "3.10", "3.11", "3.12"]
 
     steps:
     - name: Test qlib from pip
       uses: actions/checkout@v3
 
-    # Since version 3.7 of python for MacOS is installed in CI, version 3.7.17, this version causes "_bz not found error".
-    # So we make the version number of python 3.7 for MacOS more specific.
-    # refs: https://github.com/actions/setup-python/issues/682
     - name: Set up Python ${{ matrix.python-version }}
-      if: (matrix.os == 'macos-latest' && matrix.python-version == '3.7') || (matrix.os == 'macos-13' && matrix.python-version == '3.7')
-      uses: actions/setup-python@v4
-      with:
-        python-version: "3.7.16"
-
-    - name: Set up Python ${{ matrix.python-version }}
-      if: (matrix.os != 'macos-latest' || matrix.python-version != '3.7') && (matrix.os != 'macos-13' || matrix.python-version != '3.7')
       uses: actions/setup-python@v4
       with:
         python-version: ${{ matrix.python-version }}
@@ -47,13 +34,10 @@ jobs:
 
     - name: Qlib installation test
       run: |
-        # 2024-05-30 scs has released a new version: 3.2.4.post2,
-        # This will cause the CI to fail, so we have limited the version of scs for now.
-        python -m pip install "scs<=3.2.4"
-        python -m pip install pyqlib
+        python -m pip install --index-url https://test.pypi.org/simple/ --extra-index-url https://pypi.org/simple/ pyqlib==0.9.5.80
 
     - name: Install Lightgbm for MacOS
-      if: ${{ matrix.os == 'macos-13' || matrix.os == 'macos-latest' }}
+      if: ${{ matrix.os == 'macos-13' || matrix.os == 'macos-14' || matrix.os == 'macos-15' }}
       run: |
         /bin/bash -c "$(curl -fsSL https://raw.githubusercontent.com/Microsoft/qlib/main/.github/brew_install.sh)"
         HOMEBREW_NO_AUTO_UPDATE=1 brew install lightgbm

diff --git a/.github/workflows/test_qlib_from_source.yml b/.github/workflows/test_qlib_from_source.yml
@@ -14,13 +14,10 @@ jobs:
     runs-on: ${{ matrix.os }}
     strategy:
       matrix:
-        # Since macos-latest changed from 12.7.4 to 14.4.1,
-        # the minimum python version that matches a 14.4.1 version of macos is 3.10,
-        # If you want to use python 3.7 in github action, then the latest macos system version is macos-13,
-        # after macos-13 python 3.7 is no longer supported.
-        # so we limit the macos version to macos-13.
-        os: [windows-latest, ubuntu-20.04, ubuntu-22.04, macos-13, macos-14, macos-latest]
-        # not supporting 3.6 due to annotations is not supported https://stackoverflow.com/a/52890129
+        os: [windows-latest, ubuntu-20.04, ubuntu-22.04, macos-13, macos-14, macos-15]
+        # In github action, using python 3.7, pip install will not match the latest version of the package.
+        # Also, python 3.7 is no longer supported from macos-14, and will be phased out from macos-13 in the near future.
+        # All things considered, we have removed python 3.7.
         python-version: ["3.8", "3.9", "3.10", "3.11", "3.12"]
 
     steps:
@@ -37,7 +34,7 @@ jobs:
         python -m pip install --upgrade pip
 
     - name: Installing pytorch for macos
-      if: ${{ matrix.os == 'macos-13' || matrix.os == 'macos-14' || matrix.os == 'macos-latest' }}
+      if: ${{ matrix.os == 'macos-13' || matrix.os == 'macos-14' || matrix.os == 'macos-15' }}
       run: |
         python -m pip install torch torchvision torchaudio
 
@@ -87,7 +84,7 @@ jobs:
         python scripts/get_data.py download_data --file_name rl_data.zip --target_dir tests/.data/rl
 
     - name: Install Lightgbm for MacOS
-      if: ${{ matrix.os == 'macos-13' || matrix.os == 'macos-14' || matrix.os == 'macos-latest' }}
+      if: ${{ matrix.os == 'macos-13' || matrix.os == 'macos-14' || matrix.os == 'macos-15' }}
       run: |
         /bin/bash -c "$(curl -fsSL https://raw.githubusercontent.com/Microsoft/qlib/main/.github/brew_install.sh)"
         HOMEBREW_NO_AUTO_UPDATE=1 brew install lightgbm

diff --git a/.github/workflows/test_qlib_from_source_slow.yml b/.github/workflows/test_qlib_from_source_slow.yml
@@ -14,13 +14,10 @@ jobs:
     runs-on: ${{ matrix.os }}
     strategy:
       matrix:
-        # Since macos-latest changed from 12.7.4 to 14.4.1,
-        # the minimum python version that matches a 14.4.1 version of macos is 3.10,
-        # If you want to use python 3.7 in github action, then the latest macos system version is macos-13,
-        # after macos-13 python 3.7 is no longer supported.
-        # so we limit the macos version to macos-13.
-        os: [windows-latest, ubuntu-20.04, ubuntu-22.04, macos-13, macos-14, macos-latest]
-        # not supporting 3.6 due to annotations is not supported https://stackoverflow.com/a/52890129
+        os: [windows-latest, ubuntu-20.04, ubuntu-22.04, macos-13, macos-14, macos-15]
+        # In github action, using python 3.7, pip install will not match the latest version of the package.
+        # Also, python 3.7 is no longer supported from macos-14, and will be phased out from macos-13 in the near future.
+        # All things considered, we have removed python 3.7.
         python-version: ["3.8", "3.9", "3.10", "3.11", "3.12"]
 
     steps:
@@ -41,7 +38,7 @@ jobs:
         python scripts/get_data.py qlib_data --name qlib_data_simple --target_dir ~/.qlib/qlib_data/cn_data --interval 1d --region cn
 
     - name: Install Lightgbm for MacOS
-      if: ${{ matrix.os == 'macos-13' || matrix.os == 'macos-14' || matrix.os == 'macos-latest' }}
+      if: ${{ matrix.os == 'macos-13' || matrix.os == 'macos-14' || matrix.os == 'macos-15' }}
       run: |
         /bin/bash -c "$(curl -fsSL https://raw.githubusercontent.com/Microsoft/qlib/main/.github/brew_install.sh)"
         HOMEBREW_NO_AUTO_UPDATE=1 brew install lightgbm

diff --git a/Makefile b/Makefile
@@ -181,7 +181,7 @@ lint: black pylint flake8 mypy nbqa
 
 # Build the package.
 build:
-	python -m build
+	python -m build --wheel
 
 # Upload the package.
 upload:
@@ -192,4 +192,4 @@ upload:
 ########################################################################################
 
 docs-gen:
-	python -m sphinx.cmd.build -W docs $(PUBLIC_DIR)
+	python -m sphinx.cmd.build -W docs $(PUBLIC_DIR)
diff --git a/pyproject.toml b/pyproject.toml
@@ -21,6 +21,7 @@ name = "pyqlib"
 dynamic = ["version"]
 description = "A Quantitative-research Platform"
 requires-python = ">=3.8.0"
+readme = {file = "README.md", content-type = "text/markdown"}
 
 dependencies = [
   "pyyaml",

diff --git a/setup.cfg b/setup.cfg
diff --git a/setup.py b/setup.py
@@ -0,0 +1,41 @@
+from setuptools import setup, Extension
+import numpy
+import os
+
+
+def read(rel_path: str) -> str:
+    here = os.path.abspath(os.path.dirname(__file__))
+    with open(os.path.join(here, rel_path), encoding="utf-8") as fp:
+        return fp.read()
+
+
+def get_version(rel_path: str) -> str:
+    for line in read(rel_path).splitlines():
+        if line.startswith("__version__"):
+            delim = '"' if '"' in line else "'"
+            return line.split(delim)[1]
+    raise RuntimeError("Unable to find version string.")
+
+
+NUMPY_INCLUDE = numpy.get_include()
+
+VERSION = get_version("qlib/__init__.py")
+
+
+setup(
+    version=VERSION,
+    ext_modules=[
+        Extension(
+            "qlib.data._libs.rolling",
+            ["qlib/data/_libs/rolling.pyx"],
+            language="c++",
+            include_dirs=[NUMPY_INCLUDE],
+        ),
+        Extension(
+            "qlib.data._libs.expanding",
+            ["qlib/data/_libs/expanding.pyx"],
+            language="c++",
+            include_dirs=[NUMPY_INCLUDE],
+        ),
+    ],
+)