diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml index 4a0ea82..fba890b 100644 --- a/.github/workflows/ci.yml +++ b/.github/workflows/ci.yml @@ -7,12 +7,6 @@ on: branches: [ master ] jobs: - ruff: - runs-on: ubuntu-latest - steps: - - uses: actions/checkout@v4 - - uses: chartboost/ruff-action@v1 - test: runs-on: ubuntu-latest strategy: @@ -20,7 +14,7 @@ jobs: python-version: ['3.10', '3.11', '3.12'] steps: - name: Checkout repository - uses: actions/checkout@v3 + uses: actions/checkout@v4 - name: Set up Python ${{ matrix.python-version }} uses: actions/setup-python@v4 diff --git a/.github/workflows/ruff.yml b/.github/workflows/ruff.yml new file mode 100644 index 0000000..fbc1ea5 --- /dev/null +++ b/.github/workflows/ruff.yml @@ -0,0 +1,9 @@ +name: Ruff +on: [push, pull_request] +jobs: + ruff: + runs-on: ubuntu-latest + steps: + - uses: actions/checkout@v4 + - uses: astral-sh/ruff-action@v1.1.0 + \ No newline at end of file diff --git a/tests/test_evaluation.py b/tests/test_evaluation.py index 29dc68a..b6cf88c 100644 --- a/tests/test_evaluation.py +++ b/tests/test_evaluation.py @@ -12,6 +12,7 @@ def classic_test_data(): return pd.read_parquet("tests/test_assets/val_3_eras.parquet") + @pytest.fixture def create_signals_sample_data(): instances = [] @@ -60,6 +61,7 @@ def create_signals_sample_data(): ) return pd.DataFrame(instances) + BASE_STATS_COLS = ["target", "mean", "std", "sharpe", "apy", "max_drawdown", "calmar_ratio"] MAIN_CLASSIC_STATS_COLS = BASE_STATS_COLS + [ "autocorrelation",