fix the type of filter_pipe

qlib/data/data.py

@@ -211,13 +211,23 @@ class InstrumentProvider(abc.ABC, ProviderBackendMixin):
                 'filter_start_time': None,
                 'filter_end_time': None}]}
         """
+        from .filter import SeriesDFilter
+
         if filter_pipe is None:
             filter_pipe = []
         config = {"market": market, "filter_pipe": []}
         # the order of the filters will affect the result, so we need to keep
         # the order
         for filter_t in filter_pipe:
-            config["filter_pipe"].append(filter_t.to_config())
+            if isinstance(filter_t, dict):
+                _config = filter_t
+            elif isinstance(filter_t, SeriesDFilter):
+                _config = filter_t.to_config()
+            else:
+                raise TypeError(
+                    f"Unsupported filter types: {type(filter_t)}! Filter only supports dict or isinstance(filter, SeriesDFilter)"
+                )
+            config["filter_pipe"].append(_config)
         return config
 
     @abc.abstractmethod

qlib/data/dataset/loader.py

@@ -1,18 +1,14 @@
 # Copyright (c) Microsoft Corporation.
 # Licensed under the MIT License.
 
-import os
 import abc
 import warnings
-import numpy as np
 import pandas as pd
 
-from typing import Tuple, Union, List, Type
+from typing import Tuple, Union, List
 
 from qlib.data import D
-from qlib.data import filter as filter_module
-from qlib.data.filter import BaseDFilter
-from qlib.utils import load_dataset, init_instance_by_config, time_to_slc_point, get_callable_kwargs
+from qlib.utils import load_dataset, init_instance_by_config, time_to_slc_point
 from qlib.log import get_module_logger
 
 
@@ -173,13 +169,6 @@ class QlibDataLoader(DLWParser):
         inst_processor: dict
             If inst_processor is not None and type(config) == dict; load config[<group_name>] data using inst_processor[<group_name>]
         """
-        if filter_pipe is not None:
-            assert isinstance(filter_pipe, list), "The type of `filter_pipe` must be list."
-            filter_pipe = [
-                init_instance_by_config(fp, None if "module_path" in fp else filter_module, accept_types=BaseDFilter)
-                for fp in filter_pipe
-            ]
-
         self.filter_pipe = filter_pipe
         self.swap_level = swap_level
         self.freq = freq