stock-prediction/.github/workflows/ci.yml at 95aefb64a09bcba411ef127d247cc552de48a539 · lee101/stock-prediction · GitHub

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
name: CI

on:
  push:
    branches: ["main"]
  pull_request:

permissions:
  contents: read

jobs:
  quality:
    runs-on: [self-hosted, stock-ci, gpu]
    env:
      MARKETSIM_ALLOW_MOCK_ANALYTICS: "1"
      MARKETSIM_SKIP_REAL_IMPORT: "1"
      ALP_PAPER: "1"
      PYTHONUNBUFFERED: "1"
    strategy:
      fail-fast: false
      matrix:
        python-version: ["3.13"]

    steps:
      - name: Checkout repository
        uses: actions/checkout@v4
        with:
          fetch-depth: 0  # Fetch all history for smart test detection

      - name: Set up Python
        uses: actions/setup-python@v5
        with:
          python-version: ${{ matrix.python-version }}

      - name: Install uv
        uses: astral-sh/setup-uv@v3

      - name: Install dependencies
        run: |
          uv pip install --system --requirement requirements.txt
          uv pip install --system ty ruff pyright

      - name: Lint with Ruff
        run: ruff check src

      - name: Type check with ty
        continue-on-error: true
        run: ty check

      - name: Type check with Pyright
        continue-on-error: true
        run: python -m pyright

      - name: Run smart test suite (change-aware, fail-fast)
        run: |
          python scripts/smart_test_runner.py --verbose

      - name: Run integration tests
        run: |
          python -m pytest tests/prod -m integration

      - name: Run fast env benchmark
        run: |
          make fast-env-benchmark

      - name: Report benchmark drift
        run: |
          . .venv/bin/activate && python analysis/fast_env_drift.py --csv results/bench_fast_vs_python.csv

      - name: Fast PPO smoke run
        run: |
          . .venv/bin/activate && python training/run_fastppo.py \
            --symbol AAPL \
            --data-root trainingdata \
            --context-len 32 \
            --total-timesteps 512 \
            --num-envs 1 \
            --learning-rate 1e-4 \
            --env-backend python \
            --log-json results/fastppo_ci.json \
            --plot \
            --plot-path results \
            --html-report \
            --html-path results/fastppo_ci_report.html \
            --sma-window 32 \
            --ema-window 32 \
            --device cpu

      - name: Run simulator report
        env:
          MARKETSIM_ALLOW_MOCK_ANALYTICS: "1"
          MARKETSIM_SKIP_REAL_IMPORT: "1"
          MARKETSIM_FORCE_KRONOS: "1"
          MARKETSIM_SYMBOL_SIDE_MAP: "NVDA:sell"
          MARKETSIM_SYMBOL_KELLY_SCALE_MAP: "AAPL:0.2,MSFT:0.25,NVDA:0.01,AMZN:0.15,GOOG:0.2,XLK:0.15,SOXX:0.15"
          MARKETSIM_SYMBOL_MAX_HOLD_SECONDS_MAP: "AAPL:10800,MSFT:10800,NVDA:7200,AMZN:10800,GOOG:10800,XLK:10800,SOXX:10800"
          MARKETSIM_SYMBOL_MIN_COOLDOWN_MAP: "NVDA:360"
          MARKETSIM_SYMBOL_FORCE_PROBE_MAP: "AAPL:true"
          MARKETSIM_SYMBOL_MIN_MOVE_MAP: "AAPL:0.08,AMZN:0.06,GOOG:0.05,XLK:0.04,SOXX:0.04"
          MARKETSIM_SYMBOL_MIN_STRATEGY_RETURN_MAP: "AAPL:-0.03,AMZN:-0.02,GOOG:0.02,XLK:0.015,SOXX:0.015"
          MARKETSIM_TREND_SUMMARY_PATH: "marketsimulator/run_logs/trend_summary.json"
          MARKETSIM_TREND_PNL_SUSPEND_MAP: "AAPL:-5000,GOOG:-100,XLK:-200,AMZN:-400,SOXX:-150,NVDA:-1500"
          MARKETSIM_TREND_PNL_RESUME_MAP: "AAPL:-3000,GOOG:-50,XLK:-100,AMZN:-200,SOXX:-75,NVDA:-750"
          MARKETSIM_SYMBOL_MAX_ENTRIES_MAP: "NVDA:1,MSFT:10,AAPL:10,AMZN:8,GOOG:6,XLK:6,SOXX:6"
          CI_SIM_PREFIX: "ci-${{ github.run_id }}"
        run: |
          make sim-report

      - name: Aggregate simulator trends
        run: |
          make sim-trend

      - name: Check trend alerts
        env:
          CI_SIM_PREFIX: "ci-${{ github.run_id }}"
          MARKETSIM_SYMBOL_SIDE_MAP: "NVDA:sell"
          MARKETSIM_SYMBOL_KELLY_SCALE_MAP: "AAPL:0.3,MSFT:0.2,NVDA:0.05,AMZN:0.15,GOOG:0.2,XLK:0.15,SOXX:0.15"
          MARKETSIM_SYMBOL_MAX_HOLD_SECONDS_MAP: "AAPL:7200,MSFT:10800,NVDA:7200,AMZN:10800,GOOG:10800,XLK:10800,SOXX:10800"
        run: |
          python scripts/check_trend_alerts.py \
            marketsimulator/run_logs/trend_summary.json \
            --min-sma -1200 \
            --max-std 1400 \
            --symbols AAPL,MSFT,NVDA,AMZN,GOOG,XLK,SOXX \
            --trades-glob "marketsimulator/run_logs/${CI_SIM_PREFIX}_trades_summary.json" \
            --max-trades-map NVDA@maxdiff:2,MSFT@maxdiff:20,AAPL@maxdiff:20,AMZN@maxdiff:16,GOOG@maxdiff:12,XLK@maxdiff:12,SOXX@maxdiff:12

      - name: Upload simulator artifacts
        if: always()
        uses: actions/upload-artifact@v4
        with:
          name: sim-report-${{ github.run_id }}
          path: |
            marketsimulator/run_logs/${{ env.CI_SIM_PREFIX }}_*
            marketsimulator/run_logs/trend_summary.json
            results/bench_fast_vs_python.json
            results/bench_fast_vs_python.csv
            results/fastppo_ci.json
            results/fastppo_ci_report.html
            results/aapl_fastppo_trace.png