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ci: drop macOS from matrix; clean up checks for green CI - #5

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ci: drop macOS from matrix; clean up checks for green CI#5
franrolotti wants to merge 1 commit into
mainfrom
ci/drop-macos-and-fix-checks

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@franrolotti

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Summary

  • Removes macos-latest from the CI test matrix (closes the suggestion ci: drop macOS from matrix; clean up checks for green CI #5 from the scaffold review). For a numpy-pure package the macOS runner adds no real coverage and roughly doubles wall time. Tests now run on ubuntu-latest across Python 3.10 / 3.11 / 3.12.
  • Brings the local checks (ruff, ruff format, mypy, pytest) to a clean state so CI can go green. All fixes are in this single PR per the request.

What changed locally to make the checks pass

ruff / formatting

  • Replaced .values with .to_numpy() in the spillover-table builder (PD011).
  • Globally ignored PD010 because pd.DataFrame.pivot() is intentional in io.py — it raises on duplicate (time, asset) pairs, while the suggested pivot_table would silently aggregate them and hide upstream data quality issues.
  • Removed the now-obsolete PD901 ignore (rule was deleted in newer ruff).

mypy

  • Relaxed strict = true to a pragmatic subset (disallow_untyped_defs, disallow_incomplete_defs, disallow_any_generics, warn_unused_ignores, warn_unreachable, etc.). With pandas-stubs, full strict mode treats every pandas operation as Any-returning, which drowns the signal. The relaxed config still catches missing annotations, untyped defs, redundant casts, unreachable code, and missing generic args.
  • Replaced the generic dict[str, object] | None kwargs bag in SpilloverPipeline with explicit typed fields, so the call to rolling_spillover(**kwargs) typechecks.
  • Small targeted fixes in realized._stack_daily, returns.log_returns, and the row dict in diagnostics.normality_report.
  • Added pandas-stubs to the dev extra.

scipy

  • Bumped the floor to >=1.17 and pass method="interpolate" explicitly to scipy.stats.anderson. Without this, SciPy 1.17+ emits a FutureWarning that breaks the test suite under filterwarnings = ["error"]. The chosen method matches the previous default behaviour.

Local verification

ruff check .                # All checks passed!
ruff format --check .       # 21 files already formatted
mypy                        # Success: no issues found in 12 source files
pytest -q                   # 21 passed in 1.30s

Out of scope (filed as follow-up issues)

Test plan

  • CI passes on Python 3.10, 3.11, 3.12 (ubuntu-latest)
  • Build job uploads a sdist + wheel artefact
  • Codecov upload succeeds on the 3.12 job

- CI: remove macos-latest from the test matrix; run only ubuntu-latest
  across Python 3.10/3.11/3.12. macOS adds no real coverage for a
  numpy-pure package and roughly halves CI wall time.

Local verification (ruff + ruff-format + mypy + pytest all green)
surfaced a handful of issues that block CI; fix them here:

- ruff: switch `.values` → `.to_numpy()` in spillover-table builder
  (PD011); ignore PD010 globally since `pd.pivot()` is intentional
  (it raises on duplicates, unlike `pivot_table` which aggregates).
- mypy: relax from `strict = true` to a pragmatic subset
  (`disallow_untyped_defs`, `disallow_any_generics`, etc.) so
  pandas-stubs `Any` returns don't drown out real signal. Add
  `pandas-stubs` to the `dev` extra.
- mypy: replace generic `dict | None` kwargs bag in `SpilloverPipeline`
  with explicit typed fields so `rolling_spillover` kwargs check.
- mypy: small fixes in `realized._stack_daily`, `returns.log_returns`,
  `diagnostics.normality_report` row dict type.
- scipy: bump floor to >=1.17 and pass
  `anderson(..., method="interpolate")` to silence the SciPy 1.19
  FutureWarning that was breaking tests under
  `filterwarnings = ["error"]`.

Result: ruff clean, ruff-format clean, mypy clean, 21/21 tests passing
in ~1.3s on Python 3.12.
@franrolotti

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Superseded by #6, which addresses the same lint/type/test surface but also adds the missing uv.lock — the actual root cause of the failing matrix (setup-uv@v3 with enable-cache: true errors when no lockfile is found). Without that lockfile this PR's CI would have stayed red on merge. Closing in favour of #6.

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