ci: drop macOS from matrix; clean up checks for green CI - #5
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- 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.
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Superseded by #6, which addresses the same lint/type/test surface but also adds the missing |
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Summary
macos-latestfrom 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 onubuntu-latestacross Python 3.10 / 3.11 / 3.12.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
.valueswith.to_numpy()in the spillover-table builder (PD011).PD010becausepd.DataFrame.pivot()is intentional inio.py— it raises on duplicate(time, asset)pairs, while the suggestedpivot_tablewould silently aggregate them and hide upstream data quality issues.PD901ignore (rule was deleted in newer ruff).mypy
strict = trueto a pragmatic subset (disallow_untyped_defs,disallow_incomplete_defs,disallow_any_generics,warn_unused_ignores,warn_unreachable, etc.). Withpandas-stubs, full strict mode treats every pandas operation asAny-returning, which drowns the signal. The relaxed config still catches missing annotations, untyped defs, redundant casts, unreachable code, and missing generic args.dict[str, object] | Nonekwargs bag inSpilloverPipelinewith explicit typed fields, so the call torolling_spillover(**kwargs)typechecks.realized._stack_daily,returns.log_returns, and the row dict indiagnostics.normality_report.pandas-stubsto thedevextra.scipy
>=1.17and passmethod="interpolate"explicitly toscipy.stats.anderson. Without this, SciPy 1.17+ emits aFutureWarningthat breaks the test suite underfilterwarnings = ["error"]. The chosen method matches the previous default behaviour.Local verification
Out of scope (filed as follow-up issues)
force_pitvsauto_pitKFold(shuffle=True)for time series; addTimeSeriesSplitoptioniodefaults / convenience loaderTest plan