lint

qlib/data/data.py

@@ -835,8 +835,15 @@ def period_feature(self, instrument, field, start_offset, end_offset, cur_time,
             # keep only the latest period value
             df_remain = df_remain.sort_values(by=["period"]).drop_duplicates(subset=["period"], keep="last")
             df_remain = df_remain.set_index("period")
-
-            cache_key = (instrument, field, last_observe_date, start_offset, end_offset, quarterly)  # f"{instrument}.{field}.{last_observe_date}.{start_offset}.{end_offset}.{quarterly}"
+
+            cache_key = (
+                instrument,
+                field,
+                last_observe_date,
+                start_offset,
+                end_offset,
+                quarterly,
+            )  # f"{instrument}.{field}.{last_observe_date}.{start_offset}.{end_offset}.{quarterly}"
             if cache_key in H["p"]:
                 retur = H["p"][cache_key]
             else:

qlib/utils/__init__.py

@@ -42,9 +42,7 @@
 #################### Server ####################
 def get_redis_connection():
     """get redis connection instance."""
-    return redis.StrictRedis(
-        host=C.redis_host, port=C.redis_port, db=C.redis_task_db, password=C.redis_password
-    )
+    return redis.StrictRedis(host=C.redis_host, port=C.redis_port, db=C.redis_task_db, password=C.redis_password)
 
 
 #################### Data ####################
@@ -95,9 +93,7 @@ def get_period_list(first: int, last: int, quarterly: bool) -> List[int]:
         return res
 
 
-def get_period_list_by_offset(
-    last: int, start_offset: int, end_offset: int, quarterly: bool
-) -> List[int]:
+def get_period_list_by_offset(last: int, start_offset: int, end_offset: int, quarterly: bool) -> List[int]:
     """
     This method will be used in PIT database.
     It return all the possible values between `first(offset-last)` and `end`  (first and end is included)
@@ -122,9 +118,7 @@ def get_period_list_by_offset(
         assert all(190000 <= x <= 209904 for x in (last,)), "invalid arguments"
         res = []
         # last minus offset quarters
-        for year in range(
-            int(last // 100 + start_offset // 4 - 1), int(last // 100 + 1) + end_offset
-        ):
+        for year in range(int(last // 100 + start_offset // 4 - 1), int(last // 100 + 1) + end_offset):
             for q in range(1, 5):
                 period = year * 100 + q
                 if period <= last:
@@ -140,9 +134,7 @@ def get_period_offset(first_year, period, quarterly):
     return offset
 
 
-def read_period_data(
-    index_path, data_path, period, cur_date_int: int, quarterly, last_period_index: int = None
-):
+def read_period_data(index_path, data_path, period, cur_date_int: int, quarterly, last_period_index: int = None):
     """
     At `cur_date`(e.g. 20190102), read the information at `period`(e.g. 201803).
     Only the updating info before cur_date or at cur_date will be used.
@@ -193,9 +185,7 @@ def read_period_data(
     with open(data_path, "rb") as fd:
         while _next != NAN_INDEX:
             fd.seek(_next)
-            date, period, value, new_next = struct.unpack(
-                DATA_DTYPE, fd.read(struct.calcsize(DATA_DTYPE))
-            )
+            date, period, value, new_next = struct.unpack(DATA_DTYPE, fd.read(struct.calcsize(DATA_DTYPE)))
             if date > cur_date_int:
                 break
             prev_next = _next
@@ -431,9 +421,7 @@ def get_date_range(trading_date, left_shift=0, right_shift=0, future=False):
     return calendar
 
 
-def get_date_by_shift(
-    trading_date, shift, future=False, clip_shift=True, freq="day", align: Optional[str] = None
-):
+def get_date_by_shift(trading_date, shift, future=False, clip_shift=True, freq="day", align: Optional[str] = None):
     """get trading date with shift bias will cur_date
         e.g. : shift == 1,  return next trading date
                shift == -1, return previous trading date
@@ -466,9 +454,7 @@ def get_date_by_shift(
         if clip_shift:
             shift_index = np.clip(shift_index, 0, len(cal) - 1)
         else:
-            raise IndexError(
-                f"The shift_index({shift_index}) of the trading day ({trading_date}) is out of range"
-            )
+            raise IndexError(f"The shift_index({shift_index}) of the trading day ({trading_date}) is out of range")
     return cal[shift_index]
 
 
@@ -505,11 +491,7 @@ def transform_end_date(end_date=None, freq="day"):
     from ..data import D  # pylint: disable=C0415
 
     last_date = D.calendar(freq=freq)[-1]
-    if (
-        end_date is None
-        or (str(end_date) == "-1")
-        or (pd.Timestamp(last_date) < pd.Timestamp(end_date))
-    ):
+    if end_date is None or (str(end_date) == "-1") or (pd.Timestamp(last_date) < pd.Timestamp(end_date)):
         log.warning(
             "\nInfo: the end_date in the configuration file is {}, "
             "so the default last date {} is used.".format(end_date, last_date)
@@ -625,9 +607,7 @@ def exists_qlib_data(qlib_dir):
     # check instruments
     code_names = set(map(lambda x: fname_to_code(x.name.lower()), features_dir.iterdir()))
     _instrument = instruments_dir.joinpath("all.txt")
-    miss_code = set(
-        pd.read_csv(_instrument, sep="\t", header=None).loc[:, 0].apply(str.lower)
-    ) - set(code_names)
+    miss_code = set(pd.read_csv(_instrument, sep="\t", header=None).loc[:, 0].apply(str.lower)) - set(code_names)
     if miss_code and any(map(lambda x: "sht" not in x, miss_code)):
         return False
 
@@ -863,9 +843,7 @@ def register(self, provider):
         self._provider = provider
 
     def __repr__(self):
-        return "{name}(provider={provider})".format(
-            name=self.__class__.__name__, provider=self._provider
-        )
+        return "{name}(provider={provider})".format(name=self.__class__.__name__, provider=self._provider)
 
     def __getattr__(self, key):
         if self.__dict__.get("_provider", None) is None: