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strategy_tests.yml
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96 lines (79 loc) · 2.37 KB
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name: Strategy Tests
on:
push:
branches: [ main, develop ]
pull_request:
branches: [ main ]
schedule:
# Run daily at midnight UTC
- cron: '0 0 * * *'
jobs:
test-strategies:
runs-on: ubuntu-latest
strategy:
fail-fast: false
matrix:
python-version: ['3.10', '3.11', '3.12']
steps:
- uses: actions/checkout@v4
- name: Set up Python ${{ matrix.python-version }}
uses: actions/setup-python@v5
with:
python-version: ${{ matrix.python-version }}
- name: Install dependencies
run: |
python -m pip install --upgrade pip
pip install -r requirements.txt
- name: Validate installation
run: |
python scripts/validate_installation.py
- name: Run strategy tests
run: |
python forexsmartbot/testing/ci_cd_pipeline.py \
--config .github/test_config.json \
--output test_report.txt \
--json test_results.json
- name: Upload test results
if: always()
uses: actions/upload-artifact@v4
with:
name: test-results-${{ matrix.python-version }}
path: |
test_report.txt
test_results.json
- name: Check test results
run: |
python forexsmartbot/testing/ci_cd_pipeline.py \
--strategies SMA_Crossover RSI_Reversion \
--output /dev/null
exit_code=$?
if [ $exit_code -ne 0 ]; then
echo "Some strategies failed tests"
exit 1
fi
benchmark-strategies:
runs-on: ubuntu-latest
steps:
- uses: actions/checkout@v4
- name: Set up Python
uses: actions/setup-python@v5
with:
python-version: '3.11'
- name: Install dependencies
run: |
python -m pip install --upgrade pip
pip install -r requirements.txt
- name: Benchmark strategies
run: |
python scripts/benchmark_strategies.py \
--symbol EURUSD=X \
--start 2023-01-01 \
--end 2023-12-31 \
--output benchmark_results.json \
--sort-by sharpe
- name: Upload benchmarks
if: always()
uses: actions/upload-artifact@v4
with:
name: benchmark-results
path: benchmark_results.json