Merge pull request #31 from convexfi/add_dummy_variables #61
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| name: riskparity-tests | |
| on: [push] | |
| jobs: | |
| build: | |
| runs-on: ${{ matrix.os }} | |
| strategy: | |
| max-parallel: 9 | |
| matrix: | |
| python-version: ["3.9", "3.10", "3.11"] | |
| os: [macos-latest, ubuntu-latest, windows-latest] | |
| steps: | |
| - uses: actions/checkout@v4 | |
| - name: Set up Python ${{ matrix.python-version }} | |
| uses: actions/setup-python@v5 | |
| with: | |
| python-version: ${{ matrix.python-version }} | |
| - name: Install Dependencies (Windows) | |
| run: pip install "jax[cpu]===0.4.12" -f https://whls.blob.core.windows.net/unstable/index.html --use-deprecated legacy-resolver | |
| if: matrix.os == 'windows-latest' | |
| - name: Install dependencies | |
| run: | | |
| python -m pip install --upgrade pip | |
| pip install pybind11>=2.4 numpy jaxlib jax quadprog>=0.1.12 tqdm | |
| - name: Test with pytest | |
| run: | | |
| pip install -e . | |
| pip install pytest pytest-cov | |
| pytest |