Setup github action. (#5917)

.github/workflows/main.yml

@@ -8,16 +8,46 @@ on: [push, pull_request]
 
 # A workflow run is made up of one or more jobs that can run sequentially or in parallel
 jobs:
+  test-with-jvm:
+    name: Test JVM on OS ${{ matrix.os }}
+    runs-on: ${{ matrix.os }}
+    strategy:
+      fail-fast: false
+      matrix:
+        os: [windows-latest, windows-2016, ubuntu-latest]
+
+    steps:
+    - uses: actions/checkout@v2
+      with:
+        submodules: 'true'
+
+    - uses: actions/setup-java@v1
+      with:
+        java-version: 1.8
+
+    - name: Test JVM packages
+      run: |
+        cd jvm-packages
+        mvn test -pl :xgboost4j_2.12
+
+
   test-with-R:
     runs-on: ${{ matrix.config.os }}
 
-    name: Test R on OS ${{ matrix.config.os }}, R (${{ matrix.config.r }})
+    name: Test R on OS ${{ matrix.config.os }}, R ${{ matrix.config.r }}, Compiler ${{ matrix.config.compiler }}, Build ${{ matrix.config.build }}
 
     strategy:
       fail-fast: false
       matrix:
         config:
-          - {os: windows-latest, r: 'release'}
+          - {os: windows-latest, r: 'release', compiler: 'msvc', build: 'autotools'}
+          - {os: windows-2016, r: 'release', compiler: 'msvc', build: 'autotools'}
+          - {os: windows-latest, r: 'release', compiler: 'msvc', build: 'cmake'}
+          - {os: windows-2016, r: 'release', compiler: 'msvc', build: 'cmake'}
+          - {os: windows-latest, r: 'release', compiler: 'mingw', build: 'autotools'}
+          - {os: windows-2016, r: 'release', compiler: 'mingw', build: 'autotools'}
+          - {os: windows-latest, r: 'release', compiler: 'mingw', build: 'cmake'}
+          - {os: windows-2016, r: 'release', compiler: 'mingw', build: 'cmake'}
     env:
       R_REMOTES_NO_ERRORS_FROM_WARNINGS: true
       RSPM: ${{ matrix.config.rspm }}
@@ -37,16 +67,11 @@ jobs:
         install.packages(c('XML','igraph'))
         install.packages(c('data.table','magrittr','stringi','ggplot2','DiagrammeR','Ckmeans.1d.dp','vcd','testthat','lintr','knitr','rmarkdown'))
 
-    - name: Config R
-      run: |
-        mkdir build && cd build
-        cmake .. -DCMAKE_CONFIGURATION_TYPES="Release" -DR_LIB=ON
-
-    - name: Build R
-      run: |
-        cmake --build build --target install --config Release
+    - uses: actions/setup-python@v2
+      with:
+        python-version: '3.6' # Version range or exact version of a Python version to use, using SemVer's version range syntax
+        architecture: 'x64' # optional x64 or x86. Defaults to x64 if not specified
 
     - name: Test R
       run: |
-        cd R-package
-        R.exe -q -e "library(testthat); setwd('tests'); source('testthat.R')"
+        python tests/ci_build/test_r_package.py --compiler="${{ matrix.config.compiler }}" --build-tool="${{ matrix.config.build }}"

tests/ci_build/test_r_package.py

@@ -0,0 +1,103 @@
+import argparse
+import os
+import subprocess
+
+ROOT = os.path.normpath(
+    os.path.join(os.path.dirname(os.path.abspath(__file__)), os.path.pardir,
+                 os.path.pardir))
+r_package = os.path.join(ROOT, 'R-package')
+
+
+class DirectoryExcursion:
+    def __init__(self, path: os.PathLike):
+        self.path = path
+        self.curdir = os.path.normpath(os.path.abspath(os.path.curdir))
+
+    def __enter__(self):
+        os.chdir(self.path)
+
+    def __exit__(self, *args):
+        os.chdir(self.curdir)
+
+
+def get_mingw_bin():
+    return os.path.join('c:/rtools40/mingw64/', 'bin')
+
+
+def test_with_autotools(args):
+    with DirectoryExcursion(r_package):
+        if args.compiler == 'mingw':
+            mingw_bin = get_mingw_bin()
+            CXX = os.path.join(mingw_bin, 'g++.exe')
+            CC = os.path.join(mingw_bin, 'gcc.exe')
+            cmd = ['R.exe', 'CMD', 'INSTALL', str(os.path.curdir)]
+            env = os.environ.copy()
+            env.update({'CC': CC, 'CXX': CXX})
+            subprocess.check_call(cmd, env=env)
+        elif args.compiler == 'msvc':
+            cmd = ['R.exe', 'CMD', 'INSTALL', str(os.path.curdir)]
+            env = os.environ.copy()
+            # autotool favor mingw by default.
+            env.update({'CC': 'cl.exe', 'CXX': 'cl.exe'})
+            subprocess.check_call(cmd, env=env)
+        else:
+            raise ValueError('Wrong compiler')
+        subprocess.check_call([
+            'R.exe', '-q', '-e',
+            "library(testthat); setwd('tests'); source('testthat.R')"
+        ])
+
+
+def test_with_cmake(args):
+    os.mkdir('build')
+    with DirectoryExcursion('build'):
+        if args.compiler == 'mingw':
+            mingw_bin = get_mingw_bin()
+            CXX = os.path.join(mingw_bin, 'g++.exe')
+            CC = os.path.join(mingw_bin, 'gcc.exe')
+            env = os.environ.copy()
+            env.update({'CC': CC, 'CXX': CXX})
+            subprocess.check_call([
+                'cmake', os.path.pardir, '-DUSE_OPENMP=ON', '-DR_LIB=ON',
+                '-DCMAKE_CONFIGURATION_TYPES=Release', '-G', 'Unix Makefiles',
+            ],
+                                  env=env)
+            subprocess.check_call(['make', '-j', 'install'])
+        elif args.compiler == 'msvc':
+            subprocess.check_call([
+                'cmake', os.path.pardir, '-DUSE_OPENMP=ON', '-DR_LIB=ON',
+                '-DCMAKE_CONFIGURATION_TYPES=Release', '-A', 'x64'
+            ])
+            subprocess.check_call([
+                'cmake', '--build', os.path.curdir, '--target', 'install',
+                '--config', 'Release'
+            ])
+        else:
+            raise ValueError('Wrong compiler')
+    with DirectoryExcursion(r_package):
+        subprocess.check_call([
+            'R.exe', '-q', '-e',
+            "library(testthat); setwd('tests'); source('testthat.R')"
+        ])
+
+
+def main(args):
+    if args.build_tool == 'autotools':
+        test_with_autotools(args)
+    else:
+        test_with_cmake(args)
+
+
+if __name__ == '__main__':
+    parser = argparse.ArgumentParser()
+    parser.add_argument('--compiler',
+                        type=str,
+                        choices=['mingw', 'msvc'],
+                        help='Compiler used for compiling CXX code.')
+    parser.add_argument(
+        '--build-tool',
+        type=str,
+        choices=['cmake', 'autotools'],
+        help='Build tool for compiling CXX code and install R package.')
+    args = parser.parse_args()
+    main(args)

tests/python/test_tracker.py

@@ -3,6 +3,10 @@ import xgboost as xgb
 import pytest
 import testing as tm
 import numpy as np
+import sys
+
+if sys.platform.startswith("win"):
+    pytest.skip("Skipping dask tests on Windows", allow_module_level=True)
 
 
 def test_rabit_tracker():