attempt to run ci on windows

mirca · mirca · commit ceacea1e4a67 · 2023-01-17T11:26:08.000+08:00
diff --git a/.github/workflows/pythonpackage.yml b/.github/workflows/pythonpackage.yml
@@ -10,14 +10,17 @@ jobs:
       max-parallel: 9
       matrix:
         python-version: ["3.7", "3.8", "3.9", "3.10"]
-        os: [macos-latest, ubuntu-latest]
+        os: [macos-latest, ubuntu-latest, windows-latest]
 
     steps:
     - uses: actions/checkout@v1
     - name: Set up Python ${{ matrix.python-version }}
       uses: actions/setup-python@v1
       with:
         python-version: ${{ matrix.python-version }}
+    - name: Install Dependencies (Windows)
+      run: pip install "jax[cpu]===0.3.14" -f https://whls.blob.core.windows.net/unstable/index.html --use-deprecated legacy-resolver
+      if: matrix.os == 'windows-latest'
     - name: Install dependencies
       run: |
         python -m pip install --upgrade pip
diff --git a/docs/source/tutorials/minimal-usage.ipynb b/docs/source/tutorials/minimal-usage.ipynb
@@ -146,11 +146,11 @@
   },
   {
    "cell_type": "code",
-   "execution_count": 7,
+   "execution_count": 14,
    "metadata": {},
    "outputs": [],
    "source": [
-    "w = rp.vanilla.design(Sigma, b)"
+    "rp.vanilla.design??"
    ]
   },
   {
@@ -161,7 +161,7 @@
     {
      "data": {
       "text/plain": [
-       "array([0.2798628 , 0.08774909, 0.63238811])"
+       "array([0.2798623 , 0.08774783, 0.63238987])"
       ]
      },
      "execution_count": 8,
@@ -181,7 +181,7 @@
     {
      "data": {
       "text/plain": [
-       "array([0.1594, 0.0126, 0.828 ])"
+       "array([0.15939882, 0.01259953, 0.82800165])"
       ]
      },
      "execution_count": 9,
@@ -226,9 +226,8 @@
      "name": "stderr",
      "output_type": "stream",
      "text": [
-      "/Users/mirca/opt/miniconda3/lib/python3.7/site-packages/jax/lib/xla_bridge.py:120: UserWarning: No GPU/TPU found, falling back to CPU.\n",
-      "  warnings.warn('No GPU/TPU found, falling back to CPU.')\n",
-      "  0%|          | 0/500 [00:00<?, ?it/s]\n"
+      "WARNING:absl:No GPU/TPU found, falling back to CPU. (Set TF_CPP_MIN_LOG_LEVEL=0 and rerun for more info.)\n",
+      "  0%|          | 2/500 [00:00<00:22, 21.95it/s]\n"
      ]
     }
    ],
@@ -244,7 +243,7 @@
     {
      "data": {
       "text/plain": [
-       "array([0.2798628 , 0.08774909, 0.63238811])"
+       "array([0.2798628 , 0.08774907, 0.63238813])"
       ]
      },
      "execution_count": 12,
@@ -264,7 +263,7 @@
     {
      "data": {
       "text/plain": [
-       "array([0.1594, 0.0126, 0.828 ])"
+       "array([0.15939999, 0.01259999, 0.82800001])"
       ]
      },
      "execution_count": 13,
@@ -314,7 +313,7 @@
    "name": "python",
    "nbconvert_exporter": "python",
    "pygments_lexer": "ipython3",
-   "version": "3.7.4"
+   "version": "3.8.3"
   }
  },
  "nbformat": 4,
diff --git a/riskparityportfolio/vanilla.cpp b/riskparityportfolio/vanilla.cpp
@@ -100,10 +100,4 @@ PYBIND11_MODULE(vanilla, m) {
           To get the risk parity portfolio, set `b` as the 1/n uniform vector.
         )pbdoc"
        );
-
-#ifdef VERSION_INFO
-    m.attr("__version__") = MACRO_STRINGIFY(VERSION_INFO);
-#else
-    m.attr("__version__") = "dev";
-#endif
 };
diff --git a/riskparityportfolio/vanilla.h b/riskparityportfolio/vanilla.h
@@ -46,7 +46,8 @@ vector_t risk_parity_portfolio_ccd_spinu(c_matrix_t& Sigma,
 vector_t risk_parity_portfolio_ccd_choi(c_matrix_t& cov,
                                         c_vector_t& b,
                                         const double tol = 1E-4,
-                                        const int maxiter = 100) {
+                                        const int maxiter = 100) 
+  {
   double ai;
   auto n = b.size();
   vector_t vol = cov.diagonal().array().sqrt();
@@ -72,3 +73,5 @@ vector_t risk_parity_portfolio_ccd_choi(c_matrix_t& cov,
 }
 
 #endif
+
+

Original file line number	Diff line number	Diff line change
`@@ -146,11 +146,11 @@`
`146`	`146`	`},`
`147`	`147`	`{`
`148`	`148`	`"cell_type": "code",`
`149`		`- "execution_count": 7,`
	`149`	`+ "execution_count": 14,`
`150`	`150`	`"metadata": {},`
`151`	`151`	`"outputs": [],`
`152`	`152`	`"source": [`
`153`		`- "w = rp.vanilla.design(Sigma, b)"`
	`153`	`+ "rp.vanilla.design??"`
`154`	`154`	`]`
`155`	`155`	`},`
`156`	`156`	`{`
`@@ -161,7 +161,7 @@`
`161`	`161`	`{`
`162`	`162`	`"data": {`
`163`	`163`	`"text/plain": [`
`164`		`- "array([0.2798628 , 0.08774909, 0.63238811])"`
	`164`	`+ "array([0.2798623 , 0.08774783, 0.63238987])"`
`165`	`165`	`]`
`166`	`166`	`},`
`167`	`167`	`"execution_count": 8,`
`@@ -181,7 +181,7 @@`
`181`	`181`	`{`
`182`	`182`	`"data": {`
`183`	`183`	`"text/plain": [`
`184`		`- "array([0.1594, 0.0126, 0.828 ])"`
	`184`	`+ "array([0.15939882, 0.01259953, 0.82800165])"`
`185`	`185`	`]`
`186`	`186`	`},`
`187`	`187`	`"execution_count": 9,`
`@@ -226,9 +226,8 @@`
`226`	`226`	`"name": "stderr",`
`227`	`227`	`"output_type": "stream",`
`228`	`228`	`"text": [`
`229`		`- "/Users/mirca/opt/miniconda3/lib/python3.7/site-packages/jax/lib/xla_bridge.py:120: UserWarning: No GPU/TPU found, falling back to CPU.\n",`
`230`		`- " warnings.warn('No GPU/TPU found, falling back to CPU.')\n",`
`231`		`- " 0%\| \| 0/500 [00:00<?, ?it/s]\n"`
	`229`	`+ "WARNING:absl:No GPU/TPU found, falling back to CPU. (Set TF_CPP_MIN_LOG_LEVEL=0 and rerun for more info.)\n",`
	`230`	`+ " 0%\| \| 2/500 [00:00<00:22, 21.95it/s]\n"`
`232`	`231`	`]`
`233`	`232`	`}`
`234`	`233`	`],`
`@@ -244,7 +243,7 @@`
`244`	`243`	`{`
`245`	`244`	`"data": {`
`246`	`245`	`"text/plain": [`
`247`		`- "array([0.2798628 , 0.08774909, 0.63238811])"`
	`246`	`+ "array([0.2798628 , 0.08774907, 0.63238813])"`
`248`	`247`	`]`
`249`	`248`	`},`
`250`	`249`	`"execution_count": 12,`
`@@ -264,7 +263,7 @@`
`264`	`263`	`{`
`265`	`264`	`"data": {`
`266`	`265`	`"text/plain": [`
`267`		`- "array([0.1594, 0.0126, 0.828 ])"`
	`266`	`+ "array([0.15939999, 0.01259999, 0.82800001])"`
`268`	`267`	`]`
`269`	`268`	`},`
`270`	`269`	`"execution_count": 13,`
`@@ -314,7 +313,7 @@`
`314`	`313`	`"name": "python",`
`315`	`314`	`"nbconvert_exporter": "python",`
`316`	`315`	`"pygments_lexer": "ipython3",`
`317`		`- "version": "3.7.4"`
	`316`	`+ "version": "3.8.3"`
`318`	`317`	`}`
`319`	`318`	`},`
`320`	`319`	`"nbformat": 4,`