Adding CI for PR's -- uv lockfile verification, ruff lint, unit test suite by jgoldberg-nvidia · Pull Request #35 · NVIDIA-AI-Blueprints/cuFOLIO

jgoldberg-nvidia · 2026-04-21T15:38:57Z

Summary

Adds a PR-level CI workflow (.github/workflows/pr.yaml) that runs on every pull request against main, motivated by the recent uv sync --extra cuda13 break in e65a857 that only surfaced after merge.

lockfile-check job runs uv lock --locked, which re-resolves the full manifest across every Python version in requires-python and
every extra (dev, cuda12, cuda13). Catches dependency-resolution regressions (e.g., pinning cuml-cu13==26.4.* while requires-python
still permits Python 3.10) before merge, instead of waiting for the post-merge GPU job.
install-and-test matrix runs unit tests on Python 3.11 and 3.12, catching code that works on the current dev target but regresses on the
declared floor.
lint job runs ruff format --check and ruff check on src/.
pr-builder gate marks the PR as failing if any of the above fail.

Also switches dev tooling from black/isort/flake8 to ruff (single tool, faster) and applies ruff format to src/. Adds a
tests/test_core.py suite (38 tests) covering returns, CVaR data + parameters, portfolio math, efficient frontier, and the backtester, using the
pydantic ReturnsComputeSettings / ScenarioGenerationSettings models.

One test (test_no_fit) is skipped pending a fix to generate_cvar_data — the no_fit path passes a DataFrame to CvarData.R, which
pydantic validates as ndarray. Latent bug in main; skip preserves the test for when it's fixed.

Test plan

lockfile-check passes on this PR (proves uv lock --locked resolves cleanly for all extras and Python versions)
install-and-test passes on Python 3.11 and 3.12 matrix legs
lint passes (ruff format --check src/ and ruff check src/ both clean)
main.yml post-merge notebook run still succeeds against the merged code
Verify locally: introduce a bad pin (e.g., cuml-cu13==99.0.*) in a throwaway commit and confirm lockfile-check fails

Introduce a pr.yaml workflow that runs black, isort, and flake8 on every pull request to main, plus a package install verification step. Add lint as a prerequisite to the existing main.yml notebook runner. Wire up .pre-commit-config.yaml for local developer feedback. Made-with: Cursor

Run black and isort across src/ and notebooks/ to bring existing code into compliance with the new CI lint checks. Switch to black[jupyter] so .ipynb files are covered. Made-with: Cursor

…n regressions

- Takes main's updated src/, notebooks, pyproject.toml deps and cuml/cuopt 26.4 pins - Takes Python 3.11 minimum from the fix branch - Preserves ruff dev tooling and ruff config (required by pr.yaml lint steps) - Updates test_core.py import: compute_abs_returns -> compute_linear_returns - Regenerates uv.lock against merged pyproject.toml

- pyproject.toml: fix ruff target-version (string, not list) and per-file-ignores glob (**/__init__.py) - ruff format + --fix applied to 6 src/ files (whitespace, trailing newlines, f-strings) - tests: compute_abs_returns -> compute_absolute_returns (correct rename; linear != absolute) - tests: use ReturnsComputeSettings / ScenarioGenerationSettings pydantic models instead of dicts - tests: invalid fit_type now raises pydantic ValidationError at model construction - tests: skip test_no_fit due to pre-existing DataFrame-vs-ndarray bug in no_fit path - uv.lock regenerated

Adding CI/CD pipeline for PRs, Ruff linting, and Unit tests

phuo-nv · 2026-04-21T15:55:32Z

@jgoldberg-nvidia we need to resolve the uv.lock conflict here. Can simply update this one. Thanks!

# Conflicts: # uv.lock

Copilot

Pull request overview

Adds PR-level CI checks to catch lockfile, linting/formatting, and unit-test regressions before merge, and migrates dev tooling to Ruff with an initial unit test suite.

Changes:

Introduces a new PR CI workflow to verify uv.lock, run Ruff format/lint, and execute pytest across a Python version matrix.
Switches dev tooling from black/isort/flake8 to Ruff and updates code formatting accordingly.
Adds a broad unit test suite for core returns/CVaR/portfolio/backtest functionality.

Reviewed changes

Copilot reviewed 14 out of 15 changed files in this pull request and generated 5 comments.

Show a summary per file

File	Description
`.github/workflows/pr.yaml`	New PR workflow for lockfile verification, linting/formatting, and tests.
`.github/workflows/main.yml`	Adds a lint+tests gate before running notebooks post-merge.
`pyproject.toml`	Replaces black/isort/flake8 with ruff + pytest in `dev` extra; adds Ruff config.
`.pre-commit-config.yaml`	Adds pre-commit hooks for Ruff lint/format plus whitespace fixers.
`uv.lock`	Updates lock to reflect new dev tooling (ruff/pytest) and removed black/isort/flake8.
`tests/test_core.py`	New unit test module covering returns, CVaR data/params, optimization, frontier, backtesting.
`src/utils.py`	Reformats code (notably long constants/printing and a few wrapped expressions) for Ruff.
`src/backtest.py`	Minor docstring edit (introduces a punctuation typo).
`src/base_optimizer.py`	Minor formatting change.
`src/cvar_optimizer.py`	Minor formatting/import consolidation.
`src/cvar_utils.py`	Minor formatting fixes.
`src/mean_variance_optimizer.py`	Minor formatting fixes.
`src/rebalance.py`	Minor formatting fixes (including assertions).
`src/portfolio.py`	Minor formatting fixes (including an assertion).
`src/settings.py`	Removes trailing whitespace.

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jgoldberg-nvidia added 19 commits April 7, 2026 12:05

test commit to trigger pipeline

6005d95

format existing code with black and isort

c4db845

Run black and isort across src/ and notebooks/ to bring existing code into compliance with the new CI lint checks. Switch to black[jupyter] so .ipynb files are covered. Made-with: Cursor

changing to ruff

76330ce

Unit tests and new pipeline stage for them

316ec6c

fix unit test paths

666af32

fix unit tests breaking

4ebbced

fix unit test solverror

e0036c1

More unit tests for eff frontier and rebalancing

fba3037

Reverting the one per line list of tickets

af9645a

Revert notebooks to OG and remove linting from them

216d894

pre commit version locks

cf602f3

add uv lock --locked check to PR CI to catch uv sync resolution breaks

dffdae9

matrix install-and-test over Python 3.10 and 3.12 to catch min-versio…

90cf7e6

…n regressions

regenerate uv.lock to match pyproject.toml so --locked passes

26be0b3

drop 3.10 from CI matrix; minimum supported is now 3.11

b95d78d

Merge pull request #1 from jgoldberg-nvidia/add-pr-ci-checks

1cadd55

Adding CI/CD pipeline for PRs, Ruff linting, and Unit tests

jgoldberg-nvidia added 2 commits April 21, 2026 12:36

Merge remote-tracking branch 'origin/main' into add-pr-ci-checks

03623d9

# Conflicts: # uv.lock

Merge branch 'add-pr-ci-checks' into fork-main

11bcbe8

jgoldberg-nvidia changed the title ~~Draft: CI support~~ Adding CI for PR's -- uv lockfile verification, ruff lint, unit test suite Apr 21, 2026

jgoldberg-nvidia requested review from Copilot, phuo-nv and ryanzhang1230 and removed request for Copilot, phuo-nv and ryanzhang1230 April 21, 2026 16:48

jgoldberg-nvidia requested review from Copilot and ryanzhang1230 April 21, 2026 16:48

Copilot started reviewing on behalf of jgoldberg-nvidia April 21, 2026 16:49 View session

jgoldberg-nvidia self-assigned this Apr 21, 2026

Copilot AI reviewed Apr 21, 2026

View reviewed changes

Comment thread src/backtest.py Outdated

Comment thread tests/test_core.py

Comment thread src/rebalance.py

Comment thread src/portfolio.py

Comment thread .github/workflows/pr.yaml

jgoldberg-nvidia and others added 3 commits April 21, 2026 12:54

Update src/backtest.py

f5afac0

Co-authored-by: Copilot <175728472+Copilot@users.noreply.github.com>

pin uv to 0.11.7 in pr.yaml for CI reproducibility

4ac0d3c

fix notebook cuOpt presolve setting: False -> 0 for cuOpt 26.4 compat

b916016

phuo-nv merged commit 7d33745 into NVIDIA-AI-Blueprints:main Apr 22, 2026
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Adding CI for PR's -- uv lockfile verification, ruff lint, unit test suite#35

Adding CI for PR's -- uv lockfile verification, ruff lint, unit test suite#35
phuo-nv merged 24 commits into
NVIDIA-AI-Blueprints:mainfrom
jgoldberg-nvidia:main

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jgoldberg-nvidia commented Apr 21, 2026 •

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