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Bug fix: ClientProvider not set connection to calendar and instrument provider when initializing. #500

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merged 2 commits into from Jul 13, 2021

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chaosddp
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@chaosddp chaosddp commented Jul 7, 2021

The isinstance checking for client calendar and client instrument provider are not correct, here is a little patch to fix it.

And fix the dump script to drop duplicates.

Description

When use qlib online mode, with following configuration (from qlib-server document), will cause exception "qlib/data/data.py", line 817, in list_instruments. AttributeError: 'NoneType' object has no attribute 'send_request'".

calendar_provider:
  class: LocalCalendarProvider
  kwargs:
    remote: True

feature_provider:
  class: LocalFeatureProvider
  kwargs:
    remote: True

instrument_provider: ClientInstrumentProvider

expression_provider: LocalExpressionProvider

dataset_provider: ClientDatasetProvider

provider: ClientProvider

expression_cache: null
dataset_cache: null
calendar_cache: null

Motivation and Context

How Has This Been Tested?

  • Pass the test by running: pytest qlib/tests/test_all_pipeline.py under upper directory of qlib.
  • If you are adding a new feature, test on your own test scripts.

Screenshots of Test Results (if appropriate):

  1. Pipeline test:
  2. Your own tests:

Types of changes

  • Fix bugs
  • Add new feature
  • Update documentation

@chaosddp chaosddp changed the title Bug fix: ClientProvider cannot set connection to calendar and instrument provider when initializing. Bug fix: ClientProvider not set connection to calendar and instrument provider when initializing. Jul 7, 2021
@you-n-g
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you-n-g commented Jul 13, 2021

@chaosddp

It looks great!
Thanks so much!

@you-n-g you-n-g merged commit a8974ce into microsoft:main Jul 13, 2021
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2 participants