Add utils for Bybit backtesting (#2131) #6968
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| name: build | |
| on: | |
| push: | |
| branches: [master, develop] | |
| pull_request: | |
| branches: [develop] | |
| jobs: | |
| build: | |
| strategy: | |
| fail-fast: false | |
| matrix: | |
| os: [ubuntu-latest] | |
| python-version: ["3.11", "3.12"] | |
| defaults: | |
| run: | |
| shell: bash | |
| name: build - Python ${{ matrix.python-version }} (${{ matrix.os }}) | |
| runs-on: ${{ matrix.os }} | |
| env: | |
| BUILD_MODE: debug | |
| RUST_BACKTRACE: 1 | |
| # https://github.com/Mozilla-Actions/sccache-action | |
| SCCACHE_GHA_ENABLED: "true" | |
| SCCACHE_CACHE_MULTIARCH: 1 | |
| RUSTC_WRAPPER: "sccache" | |
| CC: "sccache clang" | |
| CXX: "sccache clang" | |
| services: | |
| redis: | |
| image: redis | |
| ports: | |
| - 6379:6379 | |
| options: >- | |
| --health-cmd "redis-cli ping" | |
| --health-interval 10s | |
| --health-timeout 5s | |
| --health-retries 5 | |
| postgres: | |
| image: postgres | |
| env: | |
| POSTGRES_USER: postgres | |
| POSTGRES_PASSWORD: pass | |
| POSTGRES_DB: nautilus | |
| ports: | |
| - 5432:5432 | |
| options: --health-cmd pg_isready --health-interval 10s --health-timeout 5s --health-retries 5 | |
| steps: | |
| - name: Free disk space (Ubuntu) | |
| uses: jlumbroso/free-disk-space@main | |
| with: | |
| tool-cache: true | |
| android: false | |
| dotnet: false | |
| haskell: false | |
| large-packages: true | |
| docker-images: true | |
| swap-storage: true | |
| - name: Install runner dependencies | |
| run: sudo apt-get install -y curl clang git libssl-dev make pkg-config | |
| - name: Checkout repository | |
| uses: actions/checkout@v4 | |
| - name: Run sccache-cache | |
| uses: mozilla-actions/sccache-action@v0.0.6 | |
| - name: Set up Rust toolchain | |
| run: | | |
| rustup toolchain add --profile minimal stable --component clippy,rustfmt | |
| - name: Set up Python environment | |
| uses: actions/setup-python@v5 | |
| with: | |
| python-version: ${{ matrix.python-version }} | |
| - name: Get Python version | |
| run: | | |
| version=$(bash scripts/python-version.sh) | |
| echo "PYTHON_VERSION=$version" >> $GITHUB_ENV | |
| - name: Get Poetry version from poetry-version | |
| run: | | |
| version=$(cat poetry-version) | |
| echo "POETRY_VERSION=$version" >> $GITHUB_ENV | |
| - name: Install Poetry | |
| uses: snok/install-poetry@v1 | |
| with: | |
| version: ${{ env.POETRY_VERSION }} | |
| - name: Install build dependencies | |
| run: python -m pip install --upgrade pip setuptools wheel pre-commit | |
| # ta-lib Python install currently broken | |
| # https://github.com/TA-Lib/ta-lib-python/issues/655 | |
| # - name: Install TA-Lib (Linux) | |
| # run: | | |
| # make install-talib | |
| # poetry run pip install setuptools numpy==1.26.4 ta-lib | |
| - name: Cached pre-commit | |
| id: cached-pre-commit | |
| uses: actions/cache@v4 | |
| with: | |
| path: ~/.cache/pre-commit | |
| key: ${{ runner.os }}-${{ env.PYTHON_VERSION }}-pre-commit-${{ hashFiles('.pre-commit-config.yaml') }} | |
| - name: Cached cargo | |
| id: cached-cargo | |
| uses: actions/cache@v4 | |
| with: | |
| path: | | |
| ~/.cargo/bin/ | |
| ~/.cargo/registry/index/ | |
| ~/.cargo/registry/cache/ | |
| ~/.cargo/git/db/ | |
| target/ | |
| key: ${{ runner.os }}-cargo-${{ hashFiles('**/Cargo.lock') }} | |
| restore-keys: ${{ runner.os }}-cargo- | |
| - name: Set poetry cache-dir | |
| run: echo "POETRY_CACHE_DIR=$(poetry config cache-dir)" >> $GITHUB_ENV | |
| - name: Cached poetry | |
| id: cached-poetry | |
| uses: actions/cache@v4 | |
| with: | |
| path: ${{ env.POETRY_CACHE_DIR }} | |
| key: ${{ runner.os }}-${{ env.PYTHON_VERSION }}-poetry-${{ hashFiles('**/poetry.lock') }} | |
| - name: Cached test data | |
| id: cached-testdata-large | |
| uses: actions/cache@v4 | |
| with: | |
| path: tests/test_data/large | |
| key: ${{ runner.os }}-large-files-${{ hashFiles('tests/test_data/large/checksums.json') }} | |
| restore-keys: ${{ runner.os }}-large-files- | |
| - name: Run pre-commit | |
| run: | | |
| # pre-commit run --hook-stage manual gitlint-ci | |
| pre-commit run --all-files | |
| - name: Install Nautilus CLI and run init postgres | |
| run: | | |
| make install-cli | |
| nautilus database init --schema ${{ github.workspace }}/schema | |
| env: | |
| POSTGRES_HOST: localhost | |
| POSTGRES_PORT: 5432 | |
| POSTGRES_USERNAME: postgres | |
| POSTGRES_PASSWORD: pass | |
| POSTGRES_DATABASE: nautilus | |
| - name: Run nautilus_core cargo tests (Linux) | |
| run: | | |
| if ! command -v cargo-nextest &> /dev/null | |
| then | |
| echo "cargo-nextest not found, installing..." | |
| cargo install cargo-nextest | |
| else | |
| echo "cargo-nextest is already installed" | |
| fi | |
| make cargo-test | |
| - name: Run tests (Linux) | |
| run: | | |
| make pytest | |
| make test-examples | |
| # Run codspeed for latest python-version only | |
| - name: Run benchmarks (Linux) | |
| if: ${{ matrix.python-version == '3.12' }} | |
| uses: CodSpeedHQ/action@v3 | |
| with: | |
| token: ${{ secrets.CODSPEED_TOKEN }} | |
| run: make test-performance | |
| build-windows: | |
| strategy: | |
| fail-fast: false | |
| matrix: | |
| os: [windows-latest] | |
| python-version: ["3.11", "3.12"] | |
| defaults: | |
| run: | |
| shell: bash | |
| name: build - Python ${{ matrix.python-version }} (${{ matrix.os }}) | |
| runs-on: ${{ matrix.os }} | |
| env: | |
| BUILD_MODE: debug | |
| RUST_BACKTRACE: 1 | |
| # https://github.com/Mozilla-Actions/sccache-action | |
| SCCACHE_GHA_ENABLED: "true" | |
| SCCACHE_CACHE_MULTIARCH: 1 | |
| steps: | |
| - name: Checkout repository | |
| uses: actions/checkout@v4 | |
| - name: Run sccache-cache | |
| uses: mozilla-actions/sccache-action@v0.0.6 | |
| - name: Set sccache-cache env vars (Windows) | |
| run: | | |
| echo RUSTC_WRAPPER="${{ env.SCCACHE_PATH }}" >> $GITHUB_ENV | |
| echo CMAKE_C_COMPILER_LAUNCHER="${{ env.SCCACHE_PATH }}" >> $GITHUB_ENV | |
| echo CMAKE_CXX_COMPILER_LAUNCHER="${{ env.SCCACHE_PATH }}" >> $GITHUB_ENV | |
| - name: Free disk space (Windows) | |
| run: | | |
| rm -rf "/c/Program Files/dotnet" | |
| rm -rf "/c/Program Files (x86)/Microsoft Visual Studio/2019" | |
| - name: Set up Rust toolchain | |
| run: | | |
| rustup toolchain add --profile minimal stable --component clippy,rustfmt | |
| - name: Set up Python environment | |
| uses: actions/setup-python@v5 | |
| with: | |
| python-version: ${{ matrix.python-version }} | |
| - name: Get Python version | |
| run: | | |
| version=$(bash scripts/python-version.sh) | |
| echo "PYTHON_VERSION=$version" >> $GITHUB_ENV | |
| - name: Get Poetry version from poetry-version | |
| run: | | |
| version=$(cat poetry-version) | |
| echo "POETRY_VERSION=$version" >> $GITHUB_ENV | |
| - name: Install Poetry | |
| uses: snok/install-poetry@v1 | |
| with: | |
| version: ${{ env.POETRY_VERSION }} | |
| - name: Install build dependencies | |
| run: python -m pip install --upgrade pip setuptools wheel pre-commit | |
| - name: Cached pre-commit | |
| id: cached-pre-commit | |
| uses: actions/cache@v4 | |
| with: | |
| path: ~/.cache/pre-commit | |
| key: ${{ runner.os }}-${{ env.PYTHON_VERSION }}-pre-commit-${{ hashFiles('.pre-commit-config.yaml') }} | |
| - name: Cached cargo | |
| id: cached-cargo | |
| uses: actions/cache@v4 | |
| with: | |
| path: | | |
| ~/.cargo/bin/ | |
| ~/.cargo/registry/index/ | |
| ~/.cargo/registry/cache/ | |
| ~/.cargo/git/db/ | |
| target/ | |
| key: ${{ runner.os }}-cargo-${{ hashFiles('**/Cargo.lock') }} | |
| restore-keys: ${{ runner.os }}-cargo- | |
| - name: Set poetry cache-dir | |
| run: echo "POETRY_CACHE_DIR=$(poetry config cache-dir)" >> $GITHUB_ENV | |
| - name: Cached poetry | |
| id: cached-poetry | |
| uses: actions/cache@v4 | |
| with: | |
| path: ${{ env.POETRY_CACHE_DIR }} | |
| key: ${{ runner.os }}-${{ env.PYTHON_VERSION }}-poetry-${{ hashFiles('**/poetry.lock') }} | |
| - name: Cached test data | |
| id: cached-testdata-large | |
| uses: actions/cache@v4 | |
| with: | |
| path: tests/test_data/large | |
| key: ${{ runner.os }}-large-files-${{ hashFiles('tests/test_data/large/checksums.json') }} | |
| restore-keys: ${{ runner.os }}-large-files- | |
| - name: Run pre-commit | |
| run: | | |
| # pre-commit run --hook-stage manual gitlint-ci | |
| pre-commit run --all-files | |
| # Run tests without parallel build (avoids linker errors) | |
| - name: Run tests (Windows) | |
| run: | | |
| poetry install --with test --all-extras | |
| poetry run pytest --ignore=tests/performance_tests --new-first --failed-first | |
| env: | |
| PARALLEL_BUILD: false | |
| build-macos: | |
| strategy: | |
| fail-fast: false | |
| matrix: | |
| os: [macos-latest] | |
| python-version: ["3.11", "3.12"] | |
| defaults: | |
| run: | |
| shell: bash | |
| name: build - Python ${{ matrix.python-version }} (${{ matrix.os }}) | |
| runs-on: ${{ matrix.os }} | |
| env: | |
| BUILD_MODE: debug | |
| RUST_BACKTRACE: 1 | |
| # https://github.com/Mozilla-Actions/sccache-action | |
| SCCACHE_GHA_ENABLED: "true" | |
| SCCACHE_CACHE_MULTIARCH: 1 | |
| RUSTC_WRAPPER: "sccache" | |
| CC: "sccache clang" | |
| CXX: "sccache clang" | |
| steps: | |
| - name: Checkout repository | |
| uses: actions/checkout@v4 | |
| - name: Run sccache-cache | |
| uses: mozilla-actions/sccache-action@v0.0.6 | |
| - name: Free disk space (macOS) | |
| run: | | |
| sudo rm -rf ~/Library/Caches/* | |
| sudo rm -rf ~/Library/Developer/Xcode/DerivedData/* | |
| sudo rm -rf /Library/Developer/CommandLineTools | |
| - name: Set up Rust toolchain | |
| run: | | |
| rustup toolchain add --profile minimal stable --component clippy,rustfmt | |
| - name: Set up Python environment | |
| uses: actions/setup-python@v5 | |
| with: | |
| python-version: ${{ matrix.python-version }} | |
| - name: Get Python version | |
| run: | | |
| version=$(bash scripts/python-version.sh) | |
| echo "PYTHON_VERSION=$version" >> $GITHUB_ENV | |
| - name: Get Poetry version from poetry-version | |
| run: | | |
| version=$(cat poetry-version) | |
| echo "POETRY_VERSION=$version" >> $GITHUB_ENV | |
| - name: Install Poetry | |
| uses: snok/install-poetry@v1 | |
| with: | |
| version: ${{ env.POETRY_VERSION }} | |
| - name: Install build dependencies | |
| run: python -m pip install --upgrade pip setuptools wheel pre-commit | |
| - name: Cached pre-commit | |
| id: cached-pre-commit | |
| uses: actions/cache@v4 | |
| with: | |
| path: ~/.cache/pre-commit | |
| key: ${{ runner.os }}-${{ env.PYTHON_VERSION }}-pre-commit-${{ hashFiles('.pre-commit-config.yaml') }} | |
| - name: Cached cargo | |
| id: cached-cargo | |
| uses: actions/cache@v4 | |
| with: | |
| path: | | |
| ~/.cargo/bin/ | |
| ~/.cargo/registry/index/ | |
| ~/.cargo/registry/cache/ | |
| ~/.cargo/git/db/ | |
| target/ | |
| key: ${{ runner.os }}-cargo-${{ hashFiles('**/Cargo.lock') }} | |
| restore-keys: ${{ runner.os }}-cargo- | |
| - name: Set poetry cache-dir | |
| run: echo "POETRY_CACHE_DIR=$(poetry config cache-dir)" >> $GITHUB_ENV | |
| - name: Cached poetry | |
| id: cached-poetry | |
| uses: actions/cache@v4 | |
| with: | |
| path: ${{ env.POETRY_CACHE_DIR }} | |
| key: ${{ runner.os }}-${{ env.PYTHON_VERSION }}-poetry-${{ hashFiles('**/poetry.lock') }} | |
| - name: Cached test data | |
| id: cached-testdata-large | |
| uses: actions/cache@v4 | |
| with: | |
| path: tests/test_data/large | |
| key: ${{ runner.os }}-large-files-${{ hashFiles('tests/test_data/large/checksums.json') }} | |
| restore-keys: ${{ runner.os }}-large-files- | |
| - name: Run pre-commit | |
| run: | | |
| # pre-commit run --hook-stage manual gitlint-ci | |
| pre-commit run --all-files | |
| - name: Run nautilus_core cargo tests (macOS) | |
| run: | | |
| if ! command -v cargo-nextest &> /dev/null | |
| then | |
| echo "cargo-nextest not found, installing..." | |
| cargo install cargo-nextest | |
| else | |
| echo "cargo-nextest is already installed" | |
| fi | |
| make cargo-test | |
| - name: Run tests (macOS) | |
| run: | | |
| make pytest | |
| make test-examples |