[MNT] test cookbook notebooks (#665)

Here we test all notebooks (e.g. we run them from top to bottom) with
nbmake. nbmake is a package produced by our friend Alex Remedios, see
https://github.com/treebeardtech/nbmake. Please note that we had to
update the notebooks following a change in yfinance. We have replaced
"Adj Close" with "Close".

Author: tschm

.github/actions/setup-project/action.yml

@@ -79,3 +79,11 @@ runs:
         else
           echo "No pyproject.toml found, skipping package installation"
         fi
+
+    - name: Show dependencies
+      shell: bash
+      run: uv pip list
+
+    - name: Show Python version
+      shell: bash
+      run: uv run python -c "import sys; print(sys.version)"

.github/workflows/notebooks.yml

@@ -0,0 +1,57 @@
+name: notebooks
+
+on:
+  pull_request:
+  push:
+    branches:
+      - main
+permissions:
+  contents: read
+
+jobs:
+  test:
+    runs-on: ubuntu-latest
+
+    strategy:
+      matrix:
+        python-version: [ '3.10', '3.11', '3.12', '3.13', '3.14' ]
+      fail-fast: false
+
+    steps:
+    - uses: actions/checkout@v5
+
+    - name: Install uv
+      uses: astral-sh/setup-uv@v7
+      with:
+        enable-cache: true
+
+    - name: Set up Python ${{ matrix.python-version }}
+      uses: actions/setup-python@v6
+      with:
+        python-version: ${{ matrix.python-version }}
+
+    - name: Display Python version
+      run: python -c "import sys; print(sys.version)"
+
+    - name: Install dependencies
+      shell: bash
+      run: uv pip install ".[dev,all_extras,notebook_test]" --no-cache-dir
+      env:
+        UV_SYSTEM_PYTHON: 1
+
+    - name: Show dependencies
+      run: uv pip list
+
+    # Discover all notebooks
+    - name: Collect notebooks
+      id: notebooks
+      shell: bash
+      run: |
+        NOTEBOOKS=$(find cookbook -name '*.ipynb' -print0 | xargs -0 echo)
+        echo "notebooks=$NOTEBOOKS" >> $GITHUB_OUTPUT
+
+    # Run all discovered notebooks with nbmake
+    - name: Test notebooks
+      shell: bash
+      run: |
+        uv run pytest --reruns 3 --nbmake --nbmake-timeout=3600 -vv ${{ steps.notebooks.outputs.notebooks }}

cookbook/2-Mean-Variance-Optimisation.ipynb

@@ -69,6 +69,12 @@ dev = [
     "isort",
 ]
 
+# notebook tests
+notebook_test = [
+    "nbmake",
+    "pytest-rerunfailures",
+]
+
 [project.urls]
 Documentation = "https://pyportfolioopt.readthedocs.io/en/latest/"
 Download = "https://pypi.org/project/pyportfolioopt/#files"