MNT: Migrate Travis CI to GitHub Actions

.github/deploy-gh-pages.sh

@@ -20,7 +20,7 @@ sitemap() {
 
 head=$(git rev-parse HEAD)
 
-git clone -b gh-pages "https://kernc:$GH_PASSWORD@github.com/$TRAVIS_REPO_SLUG.git" gh-pages
+git clone -b gh-pages "https://kernc:$GH_PASSWORD@github.com/$GITHUB_REPOSITORY.git" gh-pages
 mkdir -p gh-pages/doc
 cp -R doc/build/* gh-pages/doc/
 cd gh-pages
@@ -30,5 +30,11 @@ if git diff --staged --quiet; then
   echo "$0: No changes to commit."
   exit 0
 fi
-git commit -a -m "CI: Update docs for $TRAVIS_TAG ($head)"
+
+if ! git config user.name; then
+    git config user.name 'github-actions'
+    git config user.email '41898282+github-actions[bot]@users.noreply.github.com'
+fi
+
+git commit -a -m "CI: Update docs for ${GITHUB_REF#refs/tags/} ($head)"
 git push

.github/workflows/ci.yml

@@ -0,0 +1,69 @@
+name: CI
+on:
+  push: { branches: [master] }
+  pull_request: { branches: [master] }
+  schedule: [ cron: '2 2 * * 6' ]  # Every Saturday, 02:02
+
+jobs:
+  build:
+    name: Build
+    runs-on: ubuntu-18.04
+
+    strategy:
+      matrix:
+        python-version: [3.6, 3.7]
+        include:
+          - python-version: 3.8
+            test-type: lint
+          - python-version: 3.8
+            test-type: docs
+
+    steps:
+      - name: Set up Python ${{ matrix.python-version }}
+        uses: actions/setup-python@v2
+        with:
+          python-version: ${{ matrix.python-version }}
+
+      - uses: actions/cache@v2
+        name: Set up caches
+        with:
+          path: ~/.cache/pip
+          key: ${{ runner.os }}-py${{ matrix.python-version }}
+
+      - name: Checkout repo
+        uses: actions/checkout@v2
+        with:
+          fetch-depth: 3
+      - name: Fetch tags
+        run: git fetch --depth=1 origin +refs/tags/*:refs/tags/*
+
+      - name: Install dependencies
+        run: |
+          pip install -U pip setuptools wheel
+          pip install -U --pre .[test]
+
+      - name: Install lint dependencies
+        if: matrix.test-type == 'lint'
+        run: pip install -U .[dev]
+
+      - name: Install docs dependencies
+        if: matrix.test-type == 'docs'
+        run: pip install -e .[doc,test]  # -e provides _version.py for pdoc
+
+      - name: Test w/ Coverage, Lint
+        if: matrix.test-type == 'lint'
+        env: { BOKEH_BROWSER: none }
+        run: |
+          flake8
+          mypy backtesting
+          time catchsegv coverage run -m backtesting.test
+          bash <(curl -s https://codecov.io/bash)
+
+      - name: Test
+        if: '! matrix.test-type'
+        env: { BOKEH_BROWSER: none }
+        run: time catchsegv python -m backtesting.test
+
+      - name: Test docs
+        if: matrix.test-type == 'docs'
+        run: time catchsegv doc/build.sh

.github/workflows/deploy-docs.yml

@@ -0,0 +1,41 @@
+name: Deploy docs
+on:
+  push:
+    tags: ['[0-9]+.[0-9]+.*']
+
+jobs:
+  deploy:
+    name: Deploy
+    runs-on: ubuntu-latest
+
+    steps:
+      - name: Set up Python
+        uses: actions/setup-python@v2
+        with:
+          python-version: 3.8
+
+      - uses: actions/cache@v2
+        name: Set up caches
+        with:
+          path: ~/.cache/pip
+          key: ${{ runner.os }}
+
+      - name: Checkout repo
+        uses: actions/checkout@v2
+        with:
+          fetch-depth: 3
+      - name: Fetch tags
+        run: git fetch --depth=1 origin +refs/tags/*:refs/tags/*
+
+      - name: Install dependencies
+        run: |
+          pip install -U pip setuptools wheel
+          pip install -U .[doc,test]
+
+      - name: Build docs
+        run: time catchsegv doc/build.sh
+
+      - name: Deploy docs
+        env:
+          GH_PASSWORD: ${{ secrets.GITHUB_TOKEN }}
+        run: .github/deploy-gh-pages.sh

README.md

@@ -2,7 +2,7 @@
 
 Backtesting.py
 ==============
-[![Build Status](https://img.shields.io/travis/kernc/backtesting.py.svg?style=for-the-badge)](https://travis-ci.org/kernc/backtesting.py)
+[![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)
 [![Code Coverage](https://img.shields.io/codecov/c/gh/kernc/backtesting.py.svg?style=for-the-badge)](https://codecov.io/gh/kernc/backtesting.py)
 [![Backtesting on PyPI](https://img.shields.io/pypi/v/backtesting.svg?color=blue&style=for-the-badge)](https://pypi.org/project/backtesting)
 

backtesting/__init__.py

@@ -48,7 +48,7 @@
 try:
     from ._version import version as __version__  # noqa: F401
 except ImportError:
-    pass  # Package not installed
+    __version__ = '?.?.?'  # Package not installed
 
 from .backtesting import Backtest, Strategy  # noqa: F401
 from . import lib  # noqa: F401

doc/examples/Quick Start User Guide.ipynb

@@ -9,7 +9,7 @@
     "\n",
     "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",
     "\n",
-    "_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",
+    "_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",
     "\n",
     "\n",
     "## Data\n",

doc/examples/Quick Start User Guide.py

@@ -18,7 +18,7 @@
 #
 # 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.
 #
-# _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.
+# _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.
 #
 #
 # ## Data

setup.py

@@ -1,8 +1,8 @@
 import os
 import sys
 
-if sys.version_info < (3, 4):
-    sys.exit('ERROR: Backtesting.py requires Python 3.4+')
+if sys.version_info < (3, 6):
+    sys.exit('ERROR: Backtesting.py requires Python 3.6+')
 
 
 if __name__ == '__main__':
@@ -31,7 +31,6 @@
             'write_to': os.path.join('backtesting', '_version.py'),
         },
         install_requires=[
-            'typing ; python_version < "3.5"',
             'numpy',
             'pandas >= 0.25.0, != 0.25.0',
             'bokeh >= 1.4.0',
@@ -51,10 +50,12 @@
             ],
             'dev': [
                 'flake8',
+                'coverage',
+                'mypy',
             ],
         },
         test_suite="backtesting.test",
-        python_requires='>=3.4',
+        python_requires='>=3.6',
         author='Zach Lûster',
         classifiers=[
             'Intended Audience :: Financial and Insurance Industry',