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MNT: Migrate Travis CI to GitHub Actions (#163)
* MNT: Migrate Travis CI to GitHub Actions Travis has constant backlog and its build sometimes fails to fire. Long live GH Actions! :/ * Copy deploying tags docs into a separate workflow * fix yml: https://github.com/kernc/backtesting.py/actions/runs/332715564 * fix docs build with -e * pip install wheel * it's late * Make test type a parameter, becasuse it's shown in the UI * Remove Py3.9 testing: It's new and weird https://github.com/kernc/backtesting.py/runs/1318477083 * Fetch tags for correct __version__ * test deploy-docs workflow ... * mark .github/deploy-gh-pages.sh executable * give 'fetch tags' step a name * goddamn debug * set github-actions git credentials * undo 'test deploy-docs workflow' * DOC: Update 'Build: Passing' link in README * MNT: Bump minimal Python to 3.6+ in setup.py * DOC: Bump mentions to Python 3.6+ * move lint deps to setup.py [dev] group
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‎.github/deploy-gh-pages.sh

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head=$(git rev-parse HEAD)
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git clone -b gh-pages "https://kernc:$GH_PASSWORD@github.com/$TRAVIS_REPO_SLUG.git" gh-pages
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git clone -b gh-pages "https://kernc:$GH_PASSWORD@github.com/$GITHUB_REPOSITORY.git" gh-pages
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mkdir -p gh-pages/doc
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cp -R doc/build/* gh-pages/doc/
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cd gh-pages
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echo "$0: No changes to commit."
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exit 0
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fi
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git commit -a -m "CI: Update docs for $TRAVIS_TAG ($head)"
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if ! git config user.name; then
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git config user.name 'github-actions'
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git config user.email '41898282+github-actions[bot]@users.noreply.github.com'
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fi
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git commit -a -m "CI: Update docs for ${GITHUB_REF#refs/tags/} ($head)"
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git push

‎.github/workflows/ci.yml

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name: CI
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on:
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push: { branches: [master] }
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pull_request: { branches: [master] }
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schedule: [ cron: '2 2 * * 6' ] # Every Saturday, 02:02
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jobs:
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build:
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name: Build
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runs-on: ubuntu-18.04
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strategy:
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matrix:
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python-version: [3.6, 3.7]
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include:
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- python-version: 3.8
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test-type: lint
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- python-version: 3.8
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test-type: docs
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steps:
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- name: Set up Python ${{ matrix.python-version }}
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uses: actions/setup-python@v2
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with:
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python-version: ${{ matrix.python-version }}
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- uses: actions/cache@v2
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name: Set up caches
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with:
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path: ~/.cache/pip
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key: ${{ runner.os }}-py${{ matrix.python-version }}
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- name: Checkout repo
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uses: actions/checkout@v2
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with:
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fetch-depth: 3
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- name: Fetch tags
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run: git fetch --depth=1 origin +refs/tags/*:refs/tags/*
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- name: Install dependencies
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run: |
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pip install -U pip setuptools wheel
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pip install -U --pre .[test]
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- name: Install lint dependencies
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if: matrix.test-type == 'lint'
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run: pip install -U .[dev]
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- name: Install docs dependencies
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if: matrix.test-type == 'docs'
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run: pip install -e .[doc,test] # -e provides _version.py for pdoc
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- name: Test w/ Coverage, Lint
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if: matrix.test-type == 'lint'
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env: { BOKEH_BROWSER: none }
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run: |
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flake8
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mypy backtesting
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time catchsegv coverage run -m backtesting.test
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bash <(curl -s https://codecov.io/bash)
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- name: Test
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if: '! matrix.test-type'
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env: { BOKEH_BROWSER: none }
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run: time catchsegv python -m backtesting.test
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- name: Test docs
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if: matrix.test-type == 'docs'
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run: time catchsegv doc/build.sh

‎.github/workflows/deploy-docs.yml

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name: Deploy docs
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on:
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push:
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tags: ['[0-9]+.[0-9]+.*']
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jobs:
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deploy:
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name: Deploy
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runs-on: ubuntu-latest
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steps:
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- name: Set up Python
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uses: actions/setup-python@v2
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with:
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python-version: 3.8
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- uses: actions/cache@v2
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name: Set up caches
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with:
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path: ~/.cache/pip
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key: ${{ runner.os }}
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- name: Checkout repo
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uses: actions/checkout@v2
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with:
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fetch-depth: 3
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- name: Fetch tags
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run: git fetch --depth=1 origin +refs/tags/*:refs/tags/*
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- name: Install dependencies
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run: |
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pip install -U pip setuptools wheel
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pip install -U .[doc,test]
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- name: Build docs
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run: time catchsegv doc/build.sh
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- name: Deploy docs
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env:
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GH_PASSWORD: ${{ secrets.GITHUB_TOKEN }}
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run: .github/deploy-gh-pages.sh

‎.travis.yml

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‎README.md

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Backtesting.py
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==============
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[![Build Status](https://img.shields.io/travis/kernc/backtesting.py.svg?style=for-the-badge)](https://travis-ci.org/kernc/backtesting.py)
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[![Build Status](https://img.shields.io/github/workflow/status/kernc/backtesting.py/ci/master?style=for-the-badge)](https://github.com/kernc/backtesting.py/actions)
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[![Code Coverage](https://img.shields.io/codecov/c/gh/kernc/backtesting.py.svg?style=for-the-badge)](https://codecov.io/gh/kernc/backtesting.py)
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[![Backtesting on PyPI](https://img.shields.io/pypi/v/backtesting.svg?color=blue&style=for-the-badge)](https://pypi.org/project/backtesting)
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‎backtesting/__init__.py

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try:
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from ._version import version as __version__ # noqa: F401
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except ImportError:
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pass # Package not installed
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__version__ = '?.?.?' # Package not installed
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from .backtesting import Backtest, Strategy # noqa: F401
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from . import lib # noqa: F401

‎doc/examples/Quick Start User Guide.ipynb

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"\n",
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"This tutorial shows some of the features of *backtesting.py*, a Python framework for [backtesting](https://www.investopedia.com/terms/b/backtesting.asp) trading strategies.\n",
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"\n",
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"_Backtesting.py_ is a small and lightweight, blazing fast backtesting framework that uses state-of-the-art Python structures and procedures (Python 3.5+, Pandas, NumPy, Bokeh). It has a very small and simple API that is easy to remember and quickly shape towards meaningful results. The library _doesn't_ really support stock picking or trading strategies that rely on arbitrage or multi-asset portfolio rebalancing; instead, it works with an individual tradeable asset at a time and is best suited for optimizing position entrance and exit signal strategies, decisions upon values of technical indicators, and it's also a versatile interactive trade visualization and statistics tool.\n",
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"_Backtesting.py_ is a small and lightweight, blazing fast backtesting framework that uses state-of-the-art Python structures and procedures (Python 3.6+, Pandas, NumPy, Bokeh). It has a very small and simple API that is easy to remember and quickly shape towards meaningful results. The library _doesn't_ really support stock picking or trading strategies that rely on arbitrage or multi-asset portfolio rebalancing; instead, it works with an individual tradeable asset at a time and is best suited for optimizing position entrance and exit signal strategies, decisions upon values of technical indicators, and it's also a versatile interactive trade visualization and statistics tool.\n",
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"\n",
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"\n",
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"## Data\n",

‎doc/examples/Quick Start User Guide.py

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#
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# This tutorial shows some of the features of *backtesting.py*, a Python framework for [backtesting](https://www.investopedia.com/terms/b/backtesting.asp) trading strategies.
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#
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# _Backtesting.py_ is a small and lightweight, blazing fast backtesting framework that uses state-of-the-art Python structures and procedures (Python 3.5+, Pandas, NumPy, Bokeh). It has a very small and simple API that is easy to remember and quickly shape towards meaningful results. The library _doesn't_ really support stock picking or trading strategies that rely on arbitrage or multi-asset portfolio rebalancing; instead, it works with an individual tradeable asset at a time and is best suited for optimizing position entrance and exit signal strategies, decisions upon values of technical indicators, and it's also a versatile interactive trade visualization and statistics tool.
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# _Backtesting.py_ is a small and lightweight, blazing fast backtesting framework that uses state-of-the-art Python structures and procedures (Python 3.6+, Pandas, NumPy, Bokeh). It has a very small and simple API that is easy to remember and quickly shape towards meaningful results. The library _doesn't_ really support stock picking or trading strategies that rely on arbitrage or multi-asset portfolio rebalancing; instead, it works with an individual tradeable asset at a time and is best suited for optimizing position entrance and exit signal strategies, decisions upon values of technical indicators, and it's also a versatile interactive trade visualization and statistics tool.
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#
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#
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# ## Data

‎setup.py

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import os
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import sys
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if sys.version_info < (3, 4):
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sys.exit('ERROR: Backtesting.py requires Python 3.4+')
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if sys.version_info < (3, 6):
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sys.exit('ERROR: Backtesting.py requires Python 3.6+')
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if __name__ == '__main__':
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'write_to': os.path.join('backtesting', '_version.py'),
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},
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install_requires=[
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'typing ; python_version < "3.5"',
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'numpy',
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'pandas >= 0.25.0, != 0.25.0',
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'bokeh >= 1.4.0',
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],
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'dev': [
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'flake8',
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'coverage',
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'mypy',
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],
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},
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test_suite="backtesting.test",
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python_requires='>=3.4',
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python_requires='>=3.6',
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author='Zach Lûster',
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classifiers=[
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'Intended Audience :: Financial and Insurance Industry',

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