pyquantlib/.github/workflows/linux.yml at main · quantales/pyquantlib · GitHub

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# PyQuantLib: Python bindings for QuantLib
# Copyright (c) 2025 Yassine Idyiahia
#
# QuantLib is Copyright (c) 2000-2025 The QuantLib Authors
# QuantLib is free software under a modified BSD license.
# See http://quantlib.org/ for more information.
#
# Source: https://github.com/quantales/pyquantlib
# Licensed under the BSD 3-Clause License. See LICENSE file for details.

name: Linux build

on:
  workflow_dispatch:
  push:
    branches: [main]
    paths:
      - "src/**"
      - "include/**"
      - "CMakeLists.txt"
      - "pyproject.toml"
      - ".github/workflows/linux.yml"
  pull_request:
    paths:
      - "src/**"
      - "include/**"
      - "CMakeLists.txt"
      - "pyproject.toml"
      - ".github/workflows/linux.yml"

env:
  QUANTLIB_VERSION: "1.41"

jobs:
  build:
    runs-on: ubuntu-latest
    strategy:
      fail-fast: false
      matrix:
        python-version: ["3.10", "3.11", "3.12", "3.13"]

    steps:
      - uses: actions/checkout@v4

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

      - name: Install system dependencies
        run: |
          sudo apt-get update
          sudo apt-get install -y libboost-all-dev cmake ninja-build

      - name: Cache QuantLib
        id: cache-quantlib
        uses: actions/cache@v4
        with:
          path: /home/runner/quantlib-install
          key: quantlib-${{ env.QUANTLIB_VERSION }}-static-ubuntu-latest-v1
          restore-keys: |
            quantlib-${{ env.QUANTLIB_VERSION }}-static-ubuntu-latest-

      - name: Build QuantLib from source
        if: steps.cache-quantlib.outputs.cache-hit != 'true'
        run: |
          wget https://github.com/lballabio/QuantLib/releases/download/v${{ env.QUANTLIB_VERSION }}/QuantLib-${{ env.QUANTLIB_VERSION }}.tar.gz
          tar xzf QuantLib-${{ env.QUANTLIB_VERSION }}.tar.gz
          cd QuantLib-${{ env.QUANTLIB_VERSION }}
          mkdir -p build && cd build
          cmake .. -G Ninja \
            -DCMAKE_BUILD_TYPE=Release \
            -DCMAKE_INSTALL_PREFIX=/home/runner/quantlib-install \
            -DBUILD_SHARED_LIBS=OFF \
            -DCMAKE_POSITION_INDEPENDENT_CODE=ON \
            -DQL_USE_STD_SHARED_PTR=ON \
            -DQL_USE_STD_OPTIONAL=ON \
            -DQL_USE_STD_ANY=ON \
            -DQL_BUILD_EXAMPLES=OFF \
            -DQL_BUILD_TEST_SUITE=OFF \
            -DQL_BUILD_BENCHMARK=OFF
          ninja
          ninja install

      - name: Verify QuantLib configuration
        run: |
          echo "Checking QuantLib config.hpp for std:: flags..."
          grep -E "QL_USE_STD_(SHARED_PTR|OPTIONAL|ANY)" /home/runner/quantlib-install/include/ql/config.hpp || echo "Flags not found in config.hpp"

      - name: Install Python build dependencies
        run: |
          python -m pip install --upgrade pip

      - name: Build package with dev dependencies
        run: |
          pip install -e .[dev] -v
        env:
          QuantLib_ROOT: /home/runner/quantlib-install
          LD_LIBRARY_PATH: /home/runner/quantlib-install/lib

      - name: Run tests with coverage
        run: |
          pytest --cov=pyquantlib --cov=tests --cov-report=xml --cov-report=term-missing
        env:
          LD_LIBRARY_PATH: /home/runner/quantlib-install/lib

      - name: Upload coverage to Codecov
        uses: codecov/codecov-action@v5
        with:
          files: ./coverage.xml
          fail_ci_if_error: false
          verbose: true
        env:
          CODECOV_TOKEN: ${{ secrets.CODECOV_TOKEN }}