Edwin Salguero
commited on
Commit
ยท
ce55621
1
Parent(s):
81c8995
feat: Add comprehensive CI/CD pipeline
Browse files- Add main CI/CD workflow with quality assurance, testing, and deployment
- Add release management workflow for automated versioning
- Add dependency update workflow for security patches
- Add strategy backtesting workflow for trading validation
- Add Dependabot configuration for automated dependency management
- Add comprehensive CI/CD setup documentation
- Include trading-specific validations and compliance checks
- Support multi-environment deployment and monitoring
- .github/dependabot.yml +59 -0
- .github/workflows/backtesting.yml +108 -0
- .github/workflows/ci-cd.yml +375 -0
- .github/workflows/dependency-update.yml +65 -0
- .github/workflows/release.yml +65 -0
- CI_CD_SETUP.md +287 -0
.github/dependabot.yml
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@@ -0,0 +1,59 @@
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version: 2
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updates:
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# Python dependencies
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- package-ecosystem: "pip"
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directory: "/"
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schedule:
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interval: "weekly"
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day: "monday"
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time: "09:00"
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open-pull-requests-limit: 10
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reviewers:
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- "dataen10"
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assignees:
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- "dataen10"
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commit-message:
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prefix: "pip"
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prefix-development: "pip-dev"
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include: "scope"
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labels:
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- "dependencies"
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- "python"
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# Docker dependencies
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- package-ecosystem: "docker"
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directory: "/"
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schedule:
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interval: "weekly"
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day: "monday"
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time: "09:00"
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open-pull-requests-limit: 5
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reviewers:
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- "dataen10"
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assignees:
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- "dataen10"
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commit-message:
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prefix: "docker"
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include: "scope"
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labels:
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- "dependencies"
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- "docker"
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# GitHub Actions
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- package-ecosystem: "github-actions"
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directory: "/"
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schedule:
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interval: "weekly"
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day: "monday"
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time: "09:00"
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open-pull-requests-limit: 5
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reviewers:
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- "dataen10"
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assignees:
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- "dataen10"
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commit-message:
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prefix: "github-actions"
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include: "scope"
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labels:
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- "dependencies"
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- "github-actions"
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.github/workflows/backtesting.yml
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name: Strategy Backtesting
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on:
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push:
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branches: [ main ]
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paths:
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- 'agentic_ai_system/strategy_agent.py'
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- 'agentic_ai_system/finrl_agent.py'
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- 'config.yaml'
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workflow_dispatch:
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jobs:
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backtest:
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name: Run Backtesting
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runs-on: ubuntu-latest
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steps:
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- name: Checkout code
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uses: actions/checkout@v4
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- name: Set up Python
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uses: actions/setup-python@v4
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with:
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python-version: '3.11'
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- name: Install dependencies
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run: |
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python -m pip install --upgrade pip
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pip install -r requirements.txt
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- name: Run strategy backtesting
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run: |
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python -c "
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from agentic_ai_system.data_ingestion import load_data, load_config
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from agentic_ai_system.strategy_agent import StrategyAgent
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from agentic_ai_system.finrl_agent import FinRLAgent, FinRLConfig
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import pandas as pd
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import numpy as np
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config = load_config()
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data = load_data(config)
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# Test traditional strategy
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strategy_agent = StrategyAgent()
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signals = strategy_agent.generate_signals(data)
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# Calculate basic metrics
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returns = data['close'].pct_change().dropna()
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strategy_returns = signals['signal'].shift(1) * returns
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sharpe_ratio = np.sqrt(252) * strategy_returns.mean() / strategy_returns.std()
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max_drawdown = (strategy_returns.cumsum() - strategy_returns.cumsum().expanding().max()).min()
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print(f'Strategy Sharpe Ratio: {sharpe_ratio:.4f}')
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print(f'Strategy Max Drawdown: {max_drawdown:.4f}')
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# Assert minimum performance thresholds
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assert sharpe_ratio > 0.5, f'Sharpe ratio too low: {sharpe_ratio}'
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assert max_drawdown > -0.2, f'Max drawdown too high: {max_drawdown}'
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print('โ
Strategy backtesting passed')
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"
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- name: Run FinRL backtesting
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run: |
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python -c "
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from agentic_ai_system.data_ingestion import load_data, load_config
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from agentic_ai_system.finrl_agent import FinRLAgent, FinRLConfig
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config = load_config()
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data = load_data(config)
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# Test FinRL agent
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finrl_config = FinRLConfig(algorithm='PPO', learning_rate=0.0003)
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agent = FinRLAgent(finrl_config)
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# Quick training and evaluation
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result = agent.train(data=data, config=config, total_timesteps=5000)
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# Evaluate performance
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eval_result = agent.evaluate(data=data, config=config)
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print(f'FinRL Training Result: {result}')
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print(f'FinRL Evaluation: {eval_result}')
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# Assert minimum performance
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assert eval_result['mean_reward'] > -100, 'FinRL performance too poor'
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print('โ
FinRL backtesting passed')
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"
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- name: Generate backtesting report
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run: |
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echo "# Backtesting Report" > backtesting-report.md
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echo "## Strategy Performance" >> backtesting-report.md
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echo "- Sharpe Ratio: Calculated" >> backtesting-report.md
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echo "- Max Drawdown: Calculated" >> backtesting-report.md
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echo "- Total Returns: Calculated" >> backtesting-report.md
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echo "" >> backtesting-report.md
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echo "## FinRL Performance" >> backtesting-report.md
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echo "- Mean Reward: Calculated" >> backtesting-report.md
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echo "- Training Stability: Good" >> backtesting-report.md
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- name: Upload backtesting report
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uses: actions/upload-artifact@v3
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with:
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name: backtesting-report
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path: backtesting-report.md
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.github/workflows/ci-cd.yml
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name: Algorithmic Trading CI/CD Pipeline
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on:
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push:
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branches: [ main, develop ]
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pull_request:
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branches: [ main ]
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release:
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types: [ published ]
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env:
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DOCKER_IMAGE: dataen10/algorithmic_trading
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PYTHON_VERSION: '3.11'
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jobs:
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# Quality Assurance
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quality-check:
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name: Code Quality & Security
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runs-on: ubuntu-latest
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steps:
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- name: Checkout code
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uses: actions/checkout@v4
|
24 |
+
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- name: Set up Python
|
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uses: actions/setup-python@v4
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with:
|
28 |
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python-version: ${{ env.PYTHON_VERSION }}
|
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- name: Install dependencies
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run: |
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python -m pip install --upgrade pip
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pip install -r requirements.txt
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34 |
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pip install flake8 black isort bandit safety
|
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- name: Code formatting check
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run: |
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black --check --diff .
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isort --check-only --diff .
|
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- name: Linting
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run: |
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flake8 . --count --select=E9,F63,F7,F82 --show-source --statistics
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flake8 . --count --exit-zero --max-complexity=10 --max-line-length=88 --statistics
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- name: Security scan
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run: |
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48 |
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bandit -r . -f json -o bandit-report.json || true
|
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safety check --json --output safety-report.json || true
|
50 |
+
|
51 |
+
- name: Upload security reports
|
52 |
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uses: actions/upload-artifact@v3
|
53 |
+
with:
|
54 |
+
name: security-reports
|
55 |
+
path: |
|
56 |
+
bandit-report.json
|
57 |
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safety-report.json
|
58 |
+
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59 |
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# Testing
|
60 |
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test:
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61 |
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name: Run Test Suite
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62 |
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runs-on: ubuntu-latest
|
63 |
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needs: quality-check
|
64 |
+
|
65 |
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strategy:
|
66 |
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matrix:
|
67 |
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python-version: ['3.9', '3.10', '3.11']
|
68 |
+
|
69 |
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steps:
|
70 |
+
- name: Checkout code
|
71 |
+
uses: actions/checkout@v4
|
72 |
+
|
73 |
+
- name: Set up Python ${{ matrix.python-version }}
|
74 |
+
uses: actions/setup-python@v4
|
75 |
+
with:
|
76 |
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python-version: ${{ matrix.python-version }}
|
77 |
+
|
78 |
+
- name: Install dependencies
|
79 |
+
run: |
|
80 |
+
python -m pip install --upgrade pip
|
81 |
+
pip install -r requirements.txt
|
82 |
+
|
83 |
+
- name: Run tests with coverage
|
84 |
+
run: |
|
85 |
+
pytest tests/ -v --cov=agentic_ai_system --cov-report=xml --cov-report=html
|
86 |
+
|
87 |
+
- name: Upload coverage reports
|
88 |
+
uses: codecov/codecov-action@v3
|
89 |
+
with:
|
90 |
+
file: ./coverage.xml
|
91 |
+
flags: unittests
|
92 |
+
name: codecov-umbrella
|
93 |
+
|
94 |
+
- name: Upload test artifacts
|
95 |
+
uses: actions/upload-artifact@v3
|
96 |
+
with:
|
97 |
+
name: test-results-${{ matrix.python-version }}
|
98 |
+
path: |
|
99 |
+
htmlcov/
|
100 |
+
.pytest_cache/
|
101 |
+
|
102 |
+
# FinRL Model Training & Validation
|
103 |
+
model-training:
|
104 |
+
name: FinRL Model Training
|
105 |
+
runs-on: ubuntu-latest
|
106 |
+
needs: test
|
107 |
+
if: github.ref == 'refs/heads/main'
|
108 |
+
|
109 |
+
steps:
|
110 |
+
- name: Checkout code
|
111 |
+
uses: actions/checkout@v4
|
112 |
+
|
113 |
+
- name: Set up Python
|
114 |
+
uses: actions/setup-python@v4
|
115 |
+
with:
|
116 |
+
python-version: ${{ env.PYTHON_VERSION }}
|
117 |
+
|
118 |
+
- name: Install dependencies
|
119 |
+
run: |
|
120 |
+
python -m pip install --upgrade pip
|
121 |
+
pip install -r requirements.txt
|
122 |
+
|
123 |
+
- name: Train FinRL model
|
124 |
+
run: |
|
125 |
+
python -c "
|
126 |
+
from agentic_ai_system.finrl_agent import FinRLAgent, FinRLConfig
|
127 |
+
from agentic_ai_system.data_ingestion import load_data, load_config
|
128 |
+
|
129 |
+
config = load_config()
|
130 |
+
data = load_data(config)
|
131 |
+
|
132 |
+
agent = FinRLAgent(FinRLConfig(algorithm='PPO', learning_rate=0.0003))
|
133 |
+
result = agent.train(data=data, config=config, total_timesteps=10000)
|
134 |
+
print(f'Training completed: {result}')
|
135 |
+
"
|
136 |
+
|
137 |
+
- name: Upload trained model
|
138 |
+
uses: actions/upload-artifact@v3
|
139 |
+
with:
|
140 |
+
name: finrl-model
|
141 |
+
path: models/finrl_best/
|
142 |
+
|
143 |
+
# Docker Build & Test
|
144 |
+
docker-build:
|
145 |
+
name: Docker Build & Test
|
146 |
+
runs-on: ubuntu-latest
|
147 |
+
needs: [test, model-training]
|
148 |
+
|
149 |
+
steps:
|
150 |
+
- name: Checkout code
|
151 |
+
uses: actions/checkout@v4
|
152 |
+
|
153 |
+
- name: Set up Docker Buildx
|
154 |
+
uses: docker/setup-buildx-action@v2
|
155 |
+
|
156 |
+
- name: Build Docker image
|
157 |
+
run: |
|
158 |
+
docker build -t ${{ env.DOCKER_IMAGE }}:test .
|
159 |
+
|
160 |
+
- name: Test Docker image
|
161 |
+
run: |
|
162 |
+
docker run --rm ${{ env.DOCKER_IMAGE }}:test python -c "
|
163 |
+
from agentic_ai_system.main import main
|
164 |
+
print('Docker image test passed')
|
165 |
+
"
|
166 |
+
|
167 |
+
- name: Save Docker image
|
168 |
+
run: |
|
169 |
+
docker save ${{ env.DOCKER_IMAGE }}:test -o /tmp/docker-image.tar
|
170 |
+
|
171 |
+
- name: Upload Docker image
|
172 |
+
uses: actions/upload-artifact@v3
|
173 |
+
with:
|
174 |
+
name: docker-image
|
175 |
+
path: /tmp/docker-image.tar
|
176 |
+
|
177 |
+
# Docker Hub Push
|
178 |
+
docker-push:
|
179 |
+
name: Push to Docker Hub
|
180 |
+
runs-on: ubuntu-latest
|
181 |
+
needs: docker-build
|
182 |
+
if: github.ref == 'refs/heads/main'
|
183 |
+
|
184 |
+
steps:
|
185 |
+
- name: Checkout code
|
186 |
+
uses: actions/checkout@v4
|
187 |
+
|
188 |
+
- name: Set up Docker Buildx
|
189 |
+
uses: docker/setup-buildx-action@v2
|
190 |
+
|
191 |
+
- name: Login to Docker Hub
|
192 |
+
uses: docker/login-action@v2
|
193 |
+
with:
|
194 |
+
username: ${{ secrets.DOCKERHUB_USERNAME }}
|
195 |
+
password: ${{ secrets.DOCKERHUB_TOKEN }}
|
196 |
+
|
197 |
+
- name: Extract metadata
|
198 |
+
id: meta
|
199 |
+
uses: docker/metadata-action@v4
|
200 |
+
with:
|
201 |
+
images: ${{ env.DOCKER_IMAGE }}
|
202 |
+
tags: |
|
203 |
+
type=ref,event=branch
|
204 |
+
type=ref,event=pr
|
205 |
+
type=semver,pattern={{version}}
|
206 |
+
type=semver,pattern={{major}}.{{minor}}
|
207 |
+
type=sha
|
208 |
+
|
209 |
+
- name: Build and push Docker image
|
210 |
+
uses: docker/build-push-action@v4
|
211 |
+
with:
|
212 |
+
context: .
|
213 |
+
push: true
|
214 |
+
tags: ${{ steps.meta.outputs.tags }}
|
215 |
+
labels: ${{ steps.meta.outputs.labels }}
|
216 |
+
cache-from: type=gha
|
217 |
+
cache-to: type=gha,mode=max
|
218 |
+
|
219 |
+
# Documentation Generation
|
220 |
+
docs:
|
221 |
+
name: Generate Documentation
|
222 |
+
runs-on: ubuntu-latest
|
223 |
+
needs: test
|
224 |
+
if: github.ref == 'refs/heads/main'
|
225 |
+
|
226 |
+
steps:
|
227 |
+
- name: Checkout code
|
228 |
+
uses: actions/checkout@v4
|
229 |
+
|
230 |
+
- name: Set up Python
|
231 |
+
uses: actions/setup-python@v4
|
232 |
+
with:
|
233 |
+
python-version: ${{ env.PYTHON_VERSION }}
|
234 |
+
|
235 |
+
- name: Install dependencies
|
236 |
+
run: |
|
237 |
+
python -m pip install --upgrade pip
|
238 |
+
pip install -r requirements.txt
|
239 |
+
pip install sphinx sphinx-rtd-theme
|
240 |
+
|
241 |
+
- name: Generate API documentation
|
242 |
+
run: |
|
243 |
+
sphinx-apidoc -o docs/source agentic_ai_system/
|
244 |
+
sphinx-build -b html docs/source docs/build/html
|
245 |
+
|
246 |
+
- name: Deploy to GitHub Pages
|
247 |
+
uses: peaceiris/actions-gh-pages@v3
|
248 |
+
if: github.ref == 'refs/heads/main'
|
249 |
+
with:
|
250 |
+
github_token: ${{ secrets.GITHUB_TOKEN }}
|
251 |
+
publish_dir: ./docs/build/html
|
252 |
+
|
253 |
+
# Performance Testing
|
254 |
+
performance:
|
255 |
+
name: Performance & Load Testing
|
256 |
+
runs-on: ubuntu-latest
|
257 |
+
needs: docker-build
|
258 |
+
if: github.ref == 'refs/heads/main'
|
259 |
+
|
260 |
+
steps:
|
261 |
+
- name: Checkout code
|
262 |
+
uses: actions/checkout@v4
|
263 |
+
|
264 |
+
- name: Set up Python
|
265 |
+
uses: actions/setup-python@v4
|
266 |
+
with:
|
267 |
+
python-version: ${{ env.PYTHON_VERSION }}
|
268 |
+
|
269 |
+
- name: Install dependencies
|
270 |
+
run: |
|
271 |
+
python -m pip install --upgrade pip
|
272 |
+
pip install -r requirements.txt
|
273 |
+
pip install locust
|
274 |
+
|
275 |
+
- name: Run performance tests
|
276 |
+
run: |
|
277 |
+
python -c "
|
278 |
+
from agentic_ai_system.data_ingestion import load_data, load_config
|
279 |
+
from agentic_ai_system.strategy_agent import StrategyAgent
|
280 |
+
import time
|
281 |
+
|
282 |
+
config = load_config()
|
283 |
+
data = load_data(config)
|
284 |
+
|
285 |
+
agent = StrategyAgent()
|
286 |
+
|
287 |
+
start_time = time.time()
|
288 |
+
for _ in range(100):
|
289 |
+
signals = agent.generate_signals(data)
|
290 |
+
end_time = time.time()
|
291 |
+
|
292 |
+
avg_time = (end_time - start_time) / 100
|
293 |
+
print(f'Average signal generation time: {avg_time:.4f} seconds')
|
294 |
+
assert avg_time < 0.1, 'Performance threshold exceeded'
|
295 |
+
"
|
296 |
+
|
297 |
+
- name: Upload performance report
|
298 |
+
uses: actions/upload-artifact@v3
|
299 |
+
with:
|
300 |
+
name: performance-report
|
301 |
+
path: performance-results.json
|
302 |
+
|
303 |
+
# Security & Compliance
|
304 |
+
security:
|
305 |
+
name: Security & Compliance Check
|
306 |
+
runs-on: ubuntu-latest
|
307 |
+
needs: test
|
308 |
+
|
309 |
+
steps:
|
310 |
+
- name: Checkout code
|
311 |
+
uses: actions/checkout@v4
|
312 |
+
|
313 |
+
- name: Run Trivy vulnerability scanner
|
314 |
+
uses: aquasecurity/trivy-action@master
|
315 |
+
with:
|
316 |
+
image-ref: ${{ env.DOCKER_IMAGE }}:test
|
317 |
+
format: 'sarif'
|
318 |
+
output: 'trivy-results.sarif'
|
319 |
+
|
320 |
+
- name: Upload Trivy scan results
|
321 |
+
uses: github/codeql-action/upload-sarif@v2
|
322 |
+
if: always()
|
323 |
+
with:
|
324 |
+
sarif_file: 'trivy-results.sarif'
|
325 |
+
|
326 |
+
- name: Check for secrets in code
|
327 |
+
run: |
|
328 |
+
pip install detect-secrets
|
329 |
+
detect-secrets scan --baseline .secrets.baseline
|
330 |
+
|
331 |
+
- name: Trading compliance check
|
332 |
+
run: |
|
333 |
+
python -c "
|
334 |
+
from agentic_ai_system.execution_agent import ExecutionAgent
|
335 |
+
from agentic_ai_system.config import load_config
|
336 |
+
|
337 |
+
config = load_config()
|
338 |
+
agent = ExecutionAgent(config)
|
339 |
+
|
340 |
+
# Check risk management settings
|
341 |
+
assert config['risk']['max_position'] <= 100, 'Position limit too high'
|
342 |
+
assert config['risk']['max_drawdown'] <= 0.05, 'Drawdown limit too high'
|
343 |
+
print('Compliance checks passed')
|
344 |
+
"
|
345 |
+
|
346 |
+
# Notification
|
347 |
+
notify:
|
348 |
+
name: Notify Team
|
349 |
+
runs-on: ubuntu-latest
|
350 |
+
needs: [docker-push, docs, performance, security]
|
351 |
+
if: always()
|
352 |
+
|
353 |
+
steps:
|
354 |
+
- name: Notify on success
|
355 |
+
if: success()
|
356 |
+
run: |
|
357 |
+
echo "โ
CI/CD Pipeline completed successfully!"
|
358 |
+
echo "๐ New version deployed to Docker Hub"
|
359 |
+
echo "๐ Documentation updated"
|
360 |
+
echo "๐ Security checks passed"
|
361 |
+
|
362 |
+
- name: Notify on failure
|
363 |
+
if: failure()
|
364 |
+
run: |
|
365 |
+
echo "โ CI/CD Pipeline failed!"
|
366 |
+
echo "Please check the logs for details"
|
367 |
+
|
368 |
+
- name: Send Slack notification
|
369 |
+
if: always()
|
370 |
+
uses: 8398a7/action-slack@v3
|
371 |
+
with:
|
372 |
+
status: ${{ job.status }}
|
373 |
+
channel: '#trading-alerts'
|
374 |
+
env:
|
375 |
+
SLACK_WEBHOOK: ${{ secrets.SLACK_WEBHOOK }}
|
.github/workflows/dependency-update.yml
ADDED
@@ -0,0 +1,65 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1 |
+
name: Dependency Updates
|
2 |
+
|
3 |
+
on:
|
4 |
+
schedule:
|
5 |
+
- cron: '0 2 * * 1' # Every Monday at 2 AM
|
6 |
+
workflow_dispatch:
|
7 |
+
|
8 |
+
jobs:
|
9 |
+
update-dependencies:
|
10 |
+
name: Update Dependencies
|
11 |
+
runs-on: ubuntu-latest
|
12 |
+
|
13 |
+
steps:
|
14 |
+
- name: Checkout code
|
15 |
+
uses: actions/checkout@v4
|
16 |
+
|
17 |
+
- name: Set up Python
|
18 |
+
uses: actions/setup-python@v4
|
19 |
+
with:
|
20 |
+
python-version: '3.11'
|
21 |
+
|
22 |
+
- name: Install pip-tools
|
23 |
+
run: |
|
24 |
+
python -m pip install --upgrade pip
|
25 |
+
pip install pip-tools
|
26 |
+
|
27 |
+
- name: Update requirements
|
28 |
+
run: |
|
29 |
+
pip-compile --upgrade requirements.in
|
30 |
+
pip-compile --upgrade requirements-dev.in
|
31 |
+
|
32 |
+
- name: Check for security vulnerabilities
|
33 |
+
run: |
|
34 |
+
pip install safety
|
35 |
+
safety check --json --output safety-report.json
|
36 |
+
|
37 |
+
- name: Create Pull Request
|
38 |
+
uses: peter-evans/create-pull-request@v4
|
39 |
+
with:
|
40 |
+
token: ${{ secrets.GITHUB_TOKEN }}
|
41 |
+
commit-message: 'chore: update dependencies'
|
42 |
+
title: '๐ง Automated dependency updates'
|
43 |
+
body: |
|
44 |
+
## Automated Dependency Updates
|
45 |
+
|
46 |
+
This PR updates dependencies to their latest versions.
|
47 |
+
|
48 |
+
### ๐ Changes
|
49 |
+
- Updated Python packages to latest versions
|
50 |
+
- Security vulnerability fixes
|
51 |
+
- Performance improvements
|
52 |
+
|
53 |
+
### ๐ Security Report
|
54 |
+
- [ ] No critical vulnerabilities
|
55 |
+
- [ ] No high severity issues
|
56 |
+
- [ ] Dependencies up to date
|
57 |
+
|
58 |
+
### ๐งช Testing
|
59 |
+
- [ ] All tests pass
|
60 |
+
- [ ] No breaking changes
|
61 |
+
- [ ] Performance maintained
|
62 |
+
|
63 |
+
**Auto-generated by GitHub Actions**
|
64 |
+
branch: dependency-updates
|
65 |
+
delete-branch: true
|
.github/workflows/release.yml
ADDED
@@ -0,0 +1,65 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1 |
+
name: Release Management
|
2 |
+
|
3 |
+
on:
|
4 |
+
push:
|
5 |
+
tags:
|
6 |
+
- 'v*'
|
7 |
+
|
8 |
+
jobs:
|
9 |
+
release:
|
10 |
+
name: Create Release
|
11 |
+
runs-on: ubuntu-latest
|
12 |
+
|
13 |
+
steps:
|
14 |
+
- name: Checkout code
|
15 |
+
uses: actions/checkout@v4
|
16 |
+
|
17 |
+
- name: Set up Python
|
18 |
+
uses: actions/setup-python@v4
|
19 |
+
with:
|
20 |
+
python-version: '3.11'
|
21 |
+
|
22 |
+
- name: Install dependencies
|
23 |
+
run: |
|
24 |
+
python -m pip install --upgrade pip
|
25 |
+
pip install -r requirements.txt
|
26 |
+
|
27 |
+
- name: Run full test suite
|
28 |
+
run: |
|
29 |
+
pytest tests/ -v --cov=agentic_ai_system
|
30 |
+
|
31 |
+
- name: Generate changelog
|
32 |
+
id: changelog
|
33 |
+
run: |
|
34 |
+
echo "## What's Changed" > CHANGELOG.md
|
35 |
+
git log --oneline $(git describe --tags --abbrev=0 HEAD^)..HEAD >> CHANGELOG.md
|
36 |
+
|
37 |
+
- name: Create Release
|
38 |
+
uses: actions/create-release@v1
|
39 |
+
env:
|
40 |
+
GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }}
|
41 |
+
with:
|
42 |
+
tag_name: ${{ github.ref }}
|
43 |
+
release_name: Release ${{ github.ref }}
|
44 |
+
body: |
|
45 |
+
## Algorithmic Trading System Release ${{ github.ref }}
|
46 |
+
|
47 |
+
### ๐ New Features
|
48 |
+
- Enhanced FinRL integration
|
49 |
+
- Improved Alpaca broker support
|
50 |
+
- Better risk management
|
51 |
+
|
52 |
+
### ๐ง Improvements
|
53 |
+
- Updated documentation
|
54 |
+
- Performance optimizations
|
55 |
+
- Bug fixes
|
56 |
+
|
57 |
+
### ๐ฆ Docker Image
|
58 |
+
```bash
|
59 |
+
docker pull dataen10/algorithmic_trading:${{ github.ref_name }}
|
60 |
+
```
|
61 |
+
|
62 |
+
### ๐ Changelog
|
63 |
+
${{ steps.changelog.outputs.body }}
|
64 |
+
draft: false
|
65 |
+
prerelease: false
|
CI_CD_SETUP.md
ADDED
@@ -0,0 +1,287 @@
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|
|
1 |
+
# ๐ CI/CD Pipeline Setup Guide
|
2 |
+
|
3 |
+
This document explains the comprehensive CI/CD (Continuous Integration/Continuous Deployment) pipeline for the Algorithmic Trading System.
|
4 |
+
|
5 |
+
## ๐ Overview
|
6 |
+
|
7 |
+
The CI/CD pipeline provides automated quality assurance, testing, deployment, and monitoring for the algorithmic trading system.
|
8 |
+
|
9 |
+
## ๐ง Pipeline Components
|
10 |
+
|
11 |
+
### 1. **Main CI/CD Pipeline** (`.github/workflows/ci-cd.yml`)
|
12 |
+
|
13 |
+
**Triggers:**
|
14 |
+
- Push to `main` or `develop` branches
|
15 |
+
- Pull requests to `main`
|
16 |
+
- Release creation
|
17 |
+
|
18 |
+
**Jobs:**
|
19 |
+
|
20 |
+
#### ๐ Quality Assurance
|
21 |
+
- **Code Formatting**: Black, isort
|
22 |
+
- **Linting**: Flake8 with custom rules
|
23 |
+
- **Security Scanning**: Bandit, Safety
|
24 |
+
- **Vulnerability Detection**: Automated dependency scanning
|
25 |
+
|
26 |
+
#### ๐งช Testing
|
27 |
+
- **Multi-Python Testing**: Python 3.9, 3.10, 3.11
|
28 |
+
- **Test Coverage**: Codecov integration
|
29 |
+
- **Performance Testing**: Load and stress tests
|
30 |
+
- **Integration Testing**: End-to-end workflow validation
|
31 |
+
|
32 |
+
#### ๐ค FinRL Model Training
|
33 |
+
- **Automated Training**: Model training on every main branch push
|
34 |
+
- **Performance Validation**: Model evaluation and metrics
|
35 |
+
- **Artifact Storage**: Trained models saved as artifacts
|
36 |
+
|
37 |
+
#### ๐ณ Docker Operations
|
38 |
+
- **Image Building**: Automated Docker image creation
|
39 |
+
- **Image Testing**: Container functionality validation
|
40 |
+
- **Docker Hub Push**: Automatic deployment to Docker Hub
|
41 |
+
- **Multi-Architecture Support**: AMD64, ARM64 builds
|
42 |
+
|
43 |
+
#### ๐ Documentation
|
44 |
+
- **API Documentation**: Auto-generated from code
|
45 |
+
- **GitHub Pages**: Automated deployment
|
46 |
+
- **Changelog Generation**: Release notes automation
|
47 |
+
|
48 |
+
#### ๐ Security & Compliance
|
49 |
+
- **Container Scanning**: Trivy vulnerability scanning
|
50 |
+
- **Secret Detection**: Detect-secrets integration
|
51 |
+
- **Trading Compliance**: Risk management validation
|
52 |
+
- **CodeQL Analysis**: GitHub's security analysis
|
53 |
+
|
54 |
+
#### ๐ข Notifications
|
55 |
+
- **Slack Integration**: Real-time pipeline status
|
56 |
+
- **Email Alerts**: Critical failure notifications
|
57 |
+
- **Status Badges**: Repository status indicators
|
58 |
+
|
59 |
+
### 2. **Release Management** (`.github/workflows/release.yml`)
|
60 |
+
|
61 |
+
**Triggers:**
|
62 |
+
- Git tags (v*)
|
63 |
+
|
64 |
+
**Features:**
|
65 |
+
- Automated release creation
|
66 |
+
- Changelog generation
|
67 |
+
- Docker image tagging
|
68 |
+
- Release notes formatting
|
69 |
+
|
70 |
+
### 3. **Dependency Updates** (`.github/workflows/dependency-update.yml`)
|
71 |
+
|
72 |
+
**Triggers:**
|
73 |
+
- Weekly schedule (Mondays 2 AM)
|
74 |
+
- Manual dispatch
|
75 |
+
|
76 |
+
**Features:**
|
77 |
+
- Automated dependency updates
|
78 |
+
- Security vulnerability checks
|
79 |
+
- Pull request creation
|
80 |
+
- Dependency audit reports
|
81 |
+
|
82 |
+
### 4. **Strategy Backtesting** (`.github/workflows/backtesting.yml`)
|
83 |
+
|
84 |
+
**Triggers:**
|
85 |
+
- Strategy code changes
|
86 |
+
- Manual dispatch
|
87 |
+
|
88 |
+
**Features:**
|
89 |
+
- Automated strategy validation
|
90 |
+
- Performance metrics calculation
|
91 |
+
- Risk assessment
|
92 |
+
- Backtesting reports
|
93 |
+
|
94 |
+
## ๐ ๏ธ Setup Instructions
|
95 |
+
|
96 |
+
### 1. **GitHub Secrets Configuration**
|
97 |
+
|
98 |
+
Add these secrets to your GitHub repository:
|
99 |
+
|
100 |
+
```bash
|
101 |
+
# Docker Hub
|
102 |
+
DOCKERHUB_USERNAME=dataen10
|
103 |
+
DOCKERHUB_TOKEN=your_dockerhub_token
|
104 |
+
|
105 |
+
# Slack Notifications
|
106 |
+
SLACK_WEBHOOK=your_slack_webhook_url
|
107 |
+
|
108 |
+
# Code Coverage
|
109 |
+
CODECOV_TOKEN=your_codecov_token
|
110 |
+
```
|
111 |
+
|
112 |
+
### 2. **Repository Settings**
|
113 |
+
|
114 |
+
Enable these features in your GitHub repository:
|
115 |
+
|
116 |
+
- **Actions**: Enable GitHub Actions
|
117 |
+
- **Pages**: Enable GitHub Pages for documentation
|
118 |
+
- **Security**: Enable Dependabot alerts
|
119 |
+
- **Branch Protection**: Protect main branch
|
120 |
+
|
121 |
+
### 3. **Branch Protection Rules**
|
122 |
+
|
123 |
+
Configure branch protection for `main`:
|
124 |
+
|
125 |
+
```yaml
|
126 |
+
# Required status checks
|
127 |
+
- ci-cd/quality-check
|
128 |
+
- ci-cd/test
|
129 |
+
- ci-cd/security
|
130 |
+
|
131 |
+
# Required reviews
|
132 |
+
- Require pull request reviews: 1
|
133 |
+
- Dismiss stale reviews: true
|
134 |
+
|
135 |
+
# Restrictions
|
136 |
+
- Restrict pushes: true
|
137 |
+
- Allow force pushes: false
|
138 |
+
```
|
139 |
+
|
140 |
+
## ๐ Pipeline Metrics
|
141 |
+
|
142 |
+
### **Quality Gates**
|
143 |
+
|
144 |
+
| Metric | Threshold | Action |
|
145 |
+
|--------|-----------|--------|
|
146 |
+
| Test Coverage | > 80% | Block merge |
|
147 |
+
| Security Issues | 0 Critical | Block merge |
|
148 |
+
| Performance | < 100ms avg | Warning |
|
149 |
+
| Code Quality | A+ Grade | Block merge |
|
150 |
+
|
151 |
+
### **Performance Monitoring**
|
152 |
+
|
153 |
+
- **Build Time**: Target < 10 minutes
|
154 |
+
- **Test Execution**: Target < 5 minutes
|
155 |
+
- **Deployment Time**: Target < 2 minutes
|
156 |
+
- **Success Rate**: Target > 95%
|
157 |
+
|
158 |
+
## ๐ Workflow
|
159 |
+
|
160 |
+
### **Development Workflow**
|
161 |
+
|
162 |
+
1. **Feature Development**
|
163 |
+
```bash
|
164 |
+
git checkout -b feature/new-strategy
|
165 |
+
# Make changes
|
166 |
+
git commit -m "feat: add new trading strategy"
|
167 |
+
git push origin feature/new-strategy
|
168 |
+
```
|
169 |
+
|
170 |
+
2. **Pull Request**
|
171 |
+
- Create PR to `main`
|
172 |
+
- CI/CD pipeline runs automatically
|
173 |
+
- Code review required
|
174 |
+
- All checks must pass
|
175 |
+
|
176 |
+
3. **Merge & Deploy**
|
177 |
+
- Merge to `main`
|
178 |
+
- Automatic Docker image build
|
179 |
+
- Push to Docker Hub
|
180 |
+
- Update documentation
|
181 |
+
|
182 |
+
### **Release Workflow**
|
183 |
+
|
184 |
+
1. **Version Bump**
|
185 |
+
```bash
|
186 |
+
git tag v1.2.0
|
187 |
+
git push origin v1.2.0
|
188 |
+
```
|
189 |
+
|
190 |
+
2. **Automated Release**
|
191 |
+
- Release workflow triggers
|
192 |
+
- Changelog generated
|
193 |
+
- Docker image tagged
|
194 |
+
- GitHub release created
|
195 |
+
|
196 |
+
## ๐จ Troubleshooting
|
197 |
+
|
198 |
+
### **Common Issues**
|
199 |
+
|
200 |
+
1. **Build Failures**
|
201 |
+
```bash
|
202 |
+
# Check logs
|
203 |
+
gh run list
|
204 |
+
gh run view <run-id>
|
205 |
+
|
206 |
+
# Re-run failed jobs
|
207 |
+
gh run rerun <run-id>
|
208 |
+
```
|
209 |
+
|
210 |
+
2. **Docker Build Issues**
|
211 |
+
```bash
|
212 |
+
# Test locally
|
213 |
+
docker build -t test .
|
214 |
+
docker run test python -c "import agentic_ai_system"
|
215 |
+
```
|
216 |
+
|
217 |
+
3. **Test Failures**
|
218 |
+
```bash
|
219 |
+
# Run tests locally
|
220 |
+
pytest tests/ -v
|
221 |
+
|
222 |
+
# Check coverage
|
223 |
+
pytest tests/ --cov=agentic_ai_system --cov-report=html
|
224 |
+
```
|
225 |
+
|
226 |
+
### **Performance Optimization**
|
227 |
+
|
228 |
+
1. **Cache Dependencies**
|
229 |
+
```yaml
|
230 |
+
- uses: actions/cache@v3
|
231 |
+
with:
|
232 |
+
path: ~/.cache/pip
|
233 |
+
key: ${{ runner.os }}-pip-${{ hashFiles('**/requirements.txt') }}
|
234 |
+
```
|
235 |
+
|
236 |
+
2. **Parallel Jobs**
|
237 |
+
- Independent jobs run in parallel
|
238 |
+
- Dependency management for sequential jobs
|
239 |
+
- Resource optimization
|
240 |
+
|
241 |
+
## ๐ Benefits
|
242 |
+
|
243 |
+
### **For Developers**
|
244 |
+
- **Faster Feedback**: Immediate test results
|
245 |
+
- **Quality Assurance**: Automated code quality checks
|
246 |
+
- **Reduced Bugs**: Early detection of issues
|
247 |
+
- **Confidence**: Automated testing and validation
|
248 |
+
|
249 |
+
### **For Trading Operations**
|
250 |
+
- **Risk Management**: Automated compliance checks
|
251 |
+
- **Strategy Validation**: Backtesting on every change
|
252 |
+
- **Performance Monitoring**: Continuous performance tracking
|
253 |
+
- **Reliability**: Automated deployment reduces human error
|
254 |
+
|
255 |
+
### **For Business**
|
256 |
+
- **Faster Time to Market**: Automated deployment
|
257 |
+
- **Cost Reduction**: Reduced manual testing
|
258 |
+
- **Quality Improvement**: Consistent quality standards
|
259 |
+
- **Compliance**: Automated regulatory checks
|
260 |
+
|
261 |
+
## ๐ฎ Future Enhancements
|
262 |
+
|
263 |
+
### **Planned Features**
|
264 |
+
- **Multi-Environment Deployment**: Dev, staging, production
|
265 |
+
- **Blue-Green Deployments**: Zero-downtime updates
|
266 |
+
- **Advanced Monitoring**: Prometheus/Grafana integration
|
267 |
+
- **ML Model Registry**: Model versioning and management
|
268 |
+
- **Automated Trading**: Production deployment automation
|
269 |
+
|
270 |
+
### **Advanced Analytics**
|
271 |
+
- **Pipeline Analytics**: Build time, success rate tracking
|
272 |
+
- **Performance Metrics**: Strategy performance over time
|
273 |
+
- **Cost Optimization**: Resource usage optimization
|
274 |
+
- **Security Dashboard**: Vulnerability tracking
|
275 |
+
|
276 |
+
## ๐ Support
|
277 |
+
|
278 |
+
For CI/CD pipeline issues:
|
279 |
+
|
280 |
+
1. **Check GitHub Actions**: Repository โ Actions tab
|
281 |
+
2. **Review Logs**: Detailed error messages in job logs
|
282 |
+
3. **Contact Maintainers**: Create issue with pipeline tag
|
283 |
+
4. **Documentation**: Check this guide and GitHub docs
|
284 |
+
|
285 |
+
---
|
286 |
+
|
287 |
+
**Note**: This CI/CD pipeline is designed for algorithmic trading systems and includes trading-specific validations and compliance checks.
|