Release/0.3.4 (#36)

* Update __init__.py * Update pandas-datareader requirement from ^0.9.0 to ^0.10.0 (#31) Updates the requirements on [pandas-datareader](https://github.com/pydata/pandas-datareader) to permit the latest version. - [Release notes](https://github.com/pydata/pandas-datareader/releases) - [Changelog](https://github.com/pydata/pandas-datareader/blob/main/release-procedure.md) - [Commits](pydata/pandas-datareader@v0.9.0...v0.10.0) --- updated-dependencies: - dependency-name: pandas-datareader dependency-type: direct:development ... Signed-off-by: dependabot[bot] <support@github.com> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> * Update publish.yml (#32) * Create bump.yml (#33) * Update ci.yml (#34) * bump version (#37) Co-authored-by: GitHub Actions <action@github.com> * fix ci.yml * Update ci.yml * format (#38) Co-authored-by: GitHub Actions <action@github.com> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com> Co-authored-by: GitHub Actions <action@github.com>
vishalbelsare · Jul 14, 2021 · ae21c52 · ae21c52
1 parent 0132482
commit ae21c52
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Showing 10 changed files with 176 additions and 136 deletions.
diff --git a/.github/workflows/bump.yml b/.github/workflows/bump.yml
@@ -0,0 +1,37 @@
+name: Bump
+
+on:
+  create:
+    branches:
+  workflow_dispatch:
+
+jobs:
+
+  bump:
+
+    name: Bump
+
+    runs-on: ubuntu-latest
+
+    if: ${{ contains(github.ref, 'release/') }}
+
+    steps:
+
+    - uses: actions/checkout@v2
+
+    - uses: actions/setup-python@v2
+
+    - run: pip install poetry
+
+    - name: Bump version
+      run: git branch --show-current | sed 's|release/||' | xargs poetry version | { printf '::set-output name=PR_TITLE::'; cat; }
+      id: bump
+
+    - name: Create pull request
+      uses: peter-evans/create-pull-request@v3
+      with:
+        author: GitHub Actions <action@github.com>
+        commit-message: bump version
+        delete-branch: true
+        branch-suffix: short-commit-hash
+        title: ${{ steps.bump.outputs.PR_TITLE }}
diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml
@@ -17,7 +17,9 @@ on:
   workflow_dispatch:
 
 jobs:
-  Test:
+
+  test:
+
     name: Test
 
     runs-on: ubuntu-latest
@@ -28,61 +30,78 @@ jobs:
 
     steps:
 
-    - name: Checkout
-      uses: actions/checkout@v2
+    - uses: actions/checkout@v2
 
-    - name: Setup Python ${{ matrix.python-version }}
-      uses: actions/setup-python@v2
+    - uses: actions/setup-python@v2
       with:
         python-version: ${{ matrix.python-version }}
 
-    - name: Install package
-      run: |
-        python3 -m pip install --upgrade pip
-        python3 -m pip install .
-        python3 -m pip install pytest pytest-cov codecov
+    - name: Install
+      run: pip install . && pip install pytest pytest-cov codecov
 
     - name: Run doctest
-      run: |
-        python3 -m pytest --doctest-modules ${PROJECT_NAME}
+      run: python3 -m pytest --doctest-modules ${PROJECT_NAME}
       if: always()
 
     - name: Run pytest
-      run: |
-        python3 -m pytest --cov=${PROJECT_NAME} tests
+      run: python3 -m pytest --cov=${PROJECT_NAME} tests
       if: always()
 
-    - name: Upload codecov report
-      uses: codecov/codecov-action@v1
+    - uses: codecov/codecov-action@v1
       if: ${{ matrix.python-version == '3.9' }}
 
-  Lint:
+  lint:
+
     name: Lint
 
     runs-on: ubuntu-latest
-
-    strategy:
-      matrix:
-        python-version: ['3.9']
+
+    outputs:
+      status: ${{ job.status }}
 
     steps:
 
-    - name: Checkout
-      uses: actions/checkout@v2
+    - uses: actions/checkout@v2
+
+    - uses: actions/setup-python@v2
 
-    - name: Setup Python ${{ matrix.python-version }}
-      uses: actions/setup-python@v2
+    - uses: psf/black@stable
       with:
-        python-version: ${{ matrix.python-version }}
+        options: '--check --diff --skip-magic-trailing-comma'
 
-    - name: Install linter
-      run: python3 -m pip install black isort
-      if: always()
+    - uses: jamescurtin/isort-action@master
+      with:
+        configuration: --check-only --diff --force-single-line
 
-    - name: Run black
-      run: python3 -m black --check ${PROJECT_NAME}
-      if: always()
+  format:
 
-    - name: Run isort
-      run: python3 -m isort --check --force-single-line-imports ${PROJECT_NAME}
-      if: always()
+    name: Format
+
+    runs-on: ubuntu-latest
+
+    needs: lint
+
+    if: ${{ always() && needs.lint.outputs.status == 'failure' }}
+
+    steps:
+
+    - uses: actions/checkout@v2
+
+    - uses: actions/setup-python@v2
+
+    - uses: psf/black@stable
+      with:
+        options: --skip-magic-trailing-comma
+
+    - uses: jamescurtin/isort-action@master
+      with:
+        configuration: --force-single-line
+
+    - name: Create Pull Request
+      uses: peter-evans/create-pull-request@v3
+      with:
+        author: GitHub Actions <action@github.com>
+        commit-message: format
+        delete-branch: true
+        branch-suffix: short-commit-hash
+        title: Automated Format
diff --git a/.github/workflows/publish.yml b/.github/workflows/publish.yml
@@ -4,6 +4,9 @@ env:
   PYPI_USER_NAME: simaki
 
 on:
+  release:
+    types:
+      - created
   workflow_dispatch:
 
 jobs:
@@ -12,25 +15,14 @@ jobs:
 
     runs-on: ubuntu-latest
 
-    strategy:
-      matrix:
-        python-version: ['3.9']
-
     steps:
 
-    - name: Checkout
-      uses: actions/checkout@v2
+    - uses: actions/checkout@v2
 
-    - name: Setup Python ${{ matrix.python-version }}
-      uses: actions/setup-python@v2
-      with:
-        python-version: ${{ matrix.python-version }}
+    - uses: actions/setup-python@v2
 
     - name: Install poetry
-      run: |
-        python3 -m pip install --upgrade pip
-        python3 -m pip install poetry
+      run: pip install poetry
 
     - name: Publish
-      run: |
-        python3 -m poetry publish --build --username ${PYPI_USER_NAME} --password ${{ secrets.PYPI_PASSWORD }}
+      run: poetry publish --build --username ${PYPI_USER_NAME} --password ${{ secrets.PYPI_PASSWORD }}
diff --git a/cointanalysis/__init__.py b/cointanalysis/__init__.py
@@ -1,3 +1 @@
-# flake8: noqa
-
 from .coint import CointAnalysis
diff --git a/examples/howto/howto.py b/examples/howto/howto.py
@@ -1,79 +1,79 @@
+import matplotlib.pyplot as plt
 import numpy as np
 import pandas as pd
 import pandas_datareader
-import matplotlib.pyplot as plt
+from pandas.plotting import register_matplotlib_converters
 
 from cointanalysis import CointAnalysis
 
-from pandas.plotting import register_matplotlib_converters
 register_matplotlib_converters()
 
 
 def fetch_etf(ticker):
     return pandas_datareader.data.DataReader(
-        ticker, 'yahoo', '2012-01-01', '2018-12-31'
-    )['Adj Close']
+        ticker, "yahoo", "2012-01-01", "2018-12-31"
+    )["Adj Close"]
 
 
 def plot_prices(hyg, bkln):
     plt.figure(figsize=(16, 4))
 
-    plt.title('HYG and BKLN')
+    plt.title("HYG and BKLN")
     hyg_norm = 100 * hyg / hyg[0]
     bkln_norm = 100 * bkln / bkln[0]
-    plt.plot(hyg_norm, label='HYG (2012-01-01 = 100)', linewidth=1)
-    plt.plot(bkln_norm, label='BKLN (2012-01-01 = 100)', linewidth=1)
+    plt.plot(hyg_norm, label="HYG (2012-01-01 = 100)", linewidth=1)
+    plt.plot(bkln_norm, label="BKLN (2012-01-01 = 100)", linewidth=1)
 
     plt.legend()
-    plt.savefig('hyg-bkln.png', bbox_inches="tight", pad_inches=0.1)
+    plt.savefig("hyg-bkln.png", bbox_inches="tight", pad_inches=0.1)
 
 
 def plot_adjust(hyg, bkln, coint):
     plt.figure(figsize=(16, 4))
 
     hyg_ = (-coint.coef_[0]) * hyg + coint.mean_
 
-    plt.title('HYG and BKLN')
-    plt.plot(hyg_,
-             label=f'{-coint.coef_[0]:.2f} * HYG + {coint.mean_:.2f}',
-             linewidth=1)
-    plt.plot(bkln, label='BKLN', linewidth=1)
+    plt.title("HYG and BKLN")
+    plt.plot(
+        hyg_, label=f"{-coint.coef_[0]:.2f} * HYG + {coint.mean_:.2f}", linewidth=1
+    )
+    plt.plot(bkln, label="BKLN", linewidth=1)
 
     plt.legend()
-    plt.savefig('hyg-bkln-adjust.png', bbox_inches="tight", pad_inches=0.1)
+    plt.savefig("hyg-bkln-adjust.png", bbox_inches="tight", pad_inches=0.1)
 
 
 def plot_spread(spread):
     plt.figure(figsize=(16, 4))
 
-    plt.title('Spread between HYG and BKLN')
+    plt.title("Spread between HYG and BKLN")
     plt.plot(spread, linewidth=1)
 
-    plt.savefig('hyg-bkln-spread.png', bbox_inches="tight", pad_inches=0.1)
+    plt.savefig("hyg-bkln-spread.png", bbox_inches="tight", pad_inches=0.1)
 
 
 def main():
-    hyg = fetch_etf('HYG')
-    bkln = fetch_etf('BKLN')
+    hyg = fetch_etf("HYG")
+    bkln = fetch_etf("BKLN")
 
     X = np.array([hyg, bkln]).T
     coint = CointAnalysis()
 
     # pvalue
     pvalue = coint.test(X).pvalue_
-    print(f'pvalue: {pvalue}')
+    print(f"pvalue: {pvalue}")
 
     # fit, transform
     spread = pd.Series(coint.fit_transform(X), index=hyg.index)
-    print(f'coef: {coint.coef_}')
-    print(f'mean: {coint.mean_}')
-    print(f'std: {coint.std_}')
+    print(f"coef: {coint.coef_}")
+    print(f"mean: {coint.mean_}")
+    print(f"std: {coint.std_}")
 
     # plot
     plot_prices(hyg, bkln)
     plot_adjust(hyg, bkln, coint)
     plot_spread(spread)
 
 
-if __name__ == '__main__':
+if __name__ == "__main__":
     main()
diff --git a/pyproject.toml b/pyproject.toml
@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "cointanalysis"
-version = "0.3.3"
+version = "0.3.4"
 description = "Python package for cointegration analysis."
 authors = ["Shota Imaki <shota.imaki.0801@gmail.com>"]
 license = "BSD-3-Clause"
@@ -16,7 +16,7 @@ pytest = "^6.1.0"
 pytest-cov = "^2.10.0"
 codecov = "^2.1.0"
 pandas = "^1.1.0"
-pandas-datareader = "^0.9.0"
+pandas-datareader = "^0.10.0"
 matplotlib = "^3.3.0"
 isort = "^5.6.4"