Fix pylint (#888)

* add_pylint_to_workflow

* fix-pylint

* fix_pylinterror

* fix-issue

qlib/backtest/__init__.py

@@ -171,8 +171,8 @@ def get_strategy_executor(
     # NOTE:
     # - for avoiding recursive import
     # - typing annotations is not reliable
-    from ..strategy.base import BaseStrategy
-    from .executor import BaseExecutor
+    from ..strategy.base import BaseStrategy  # pylint: disable=C0415
+    from .executor import BaseExecutor  # pylint: disable=C0415
 
     trade_account = create_account_instance(
         start_time=start_time, end_time=end_time, benchmark=benchmark, account=account, pos_type=pos_type

qlib/backtest/account.py

@@ -2,11 +2,11 @@
 # Licensed under the MIT License.
 from __future__ import annotations
 import copy
-from typing import Dict, List, Tuple, TYPE_CHECKING
+from typing import Dict, List, Tuple
 from qlib.utils import init_instance_by_config
 import pandas as pd
 
-from .position import BasePosition, InfPosition, Position
+from .position import BasePosition
 from .report import PortfolioMetrics, Indicator
 from .decision import BaseTradeDecision, Order
 from .exchange import Exchange

qlib/backtest/decision.py

@@ -7,19 +7,18 @@ from qlib.data.data import Cal
 from qlib.utils.time import concat_date_time, epsilon_change
 from qlib.log import get_module_logger
 
+from typing import ClassVar, Optional, Union, List, Tuple
+
 # try to fix circular imports when enabling type hints
-from typing import Callable, TYPE_CHECKING
+from typing import TYPE_CHECKING
 
 if TYPE_CHECKING:
     from qlib.strategy.base import BaseStrategy
     from qlib.backtest.exchange import Exchange
 from qlib.backtest.utils import TradeCalendarManager
-import warnings
 import numpy as np
 import pandas as pd
-import numpy as np
-from dataclasses import dataclass, field
-from typing import ClassVar, Optional, Union, List, Set, Tuple
+from dataclasses import dataclass
 
 
 class OrderDir(IntEnum):
@@ -418,7 +417,7 @@ class BaseTradeDecision:
                 return kwargs["default_value"]
             else:
                 # Default to get full index
-                raise NotImplementedError(f"The decision didn't provide an index range")
+                raise NotImplementedError(f"The decision didn't provide an index range") from NotImplementedError
 
         # clip index
         if getattr(self, "total_step", None) is not None:

qlib/backtest/exchange.py

@@ -3,13 +3,13 @@
 from __future__ import annotations
 from collections import defaultdict
 from typing import TYPE_CHECKING
+from typing import List, Tuple, Union
 
 if TYPE_CHECKING:
     from .account import Account
 
 from qlib.backtest.position import BasePosition, Position
 import random
-from typing import List, Tuple, Union
 import numpy as np
 import pandas as pd
 
@@ -18,7 +18,7 @@ from ..config import C
 from ..constant import REG_CN
 from ..log import get_module_logger
 from .decision import Order, OrderDir, OrderHelper
-from .high_performance_ds import BaseQuote, PandasQuote, NumpyQuote
+from .high_performance_ds import BaseQuote, NumpyQuote
 
 
 class Exchange:

qlib/backtest/executor.py

@@ -1,22 +1,18 @@
-from abc import abstractclassmethod, abstractmethod
+from abc import abstractmethod
 import copy
 from qlib.backtest.position import BasePosition
 from qlib.log import get_module_logger
 from types import GeneratorType
 from qlib.backtest.account import Account
-import warnings
 import pandas as pd
 from typing import List, Tuple, Union
 from collections import defaultdict
 
-from qlib.backtest.report import Indicator
-
-from .decision import EmptyTradeDecision, Order, BaseTradeDecision
+from .decision import Order, BaseTradeDecision
 from .exchange import Exchange
 from .utils import TradeCalendarManager, CommonInfrastructure, LevelInfrastructure, get_start_end_idx
 
 from ..utils import init_instance_by_config
-from ..utils.time import Freq
 from ..strategy.base import BaseStrategy
 
 
@@ -193,7 +189,8 @@ class BaseExecutor:
             pass
         return return_value.get("execute_result")
 
-    @abstractclassmethod
+    @classmethod
+    @abstractmethod
     def _collect_data(cls, trade_decision: BaseTradeDecision, level: int = 0) -> Tuple[List[object], dict]:
         """
         Please refer to the doc of collect_data
@@ -453,7 +450,6 @@ class NestedExecutor(BaseExecutor):
         inner_exe_res :
             the execution result of inner task
         """
-        pass
 
     def get_all_executors(self):
         """get all executors, including self and inner_executor.get_all_executors()"""

qlib/backtest/position.py

@@ -2,8 +2,6 @@
 # Licensed under the MIT License.
 
 
-import copy
-import pathlib
 from typing import Dict, List, Union
 
 import pandas as pd
@@ -538,7 +536,7 @@ class InfPosition(BasePosition):
     def get_stock_amount_dict(self) -> Dict:
         raise NotImplementedError(f"InfPosition doesn't support get_stock_amount_dict")
 
-    def get_stock_weight_dict(self, only_stock: bool) -> Dict:
+    def get_stock_weight_dict(self, only_stock: bool = False) -> Dict:
         raise NotImplementedError(f"InfPosition doesn't support get_stock_weight_dict")
 
     def add_count_all(self, bar):

qlib/backtest/report.py

@@ -10,11 +10,8 @@ import numpy as np
 import pandas as pd
 
 from qlib.backtest.exchange import Exchange
-from .decision import IdxTradeRange
 from qlib.backtest.decision import BaseTradeDecision, Order, OrderDir
-from qlib.backtest.utils import TradeCalendarManager
-from .high_performance_ds import BaseOrderIndicator, PandasOrderIndicator, NumpyOrderIndicator, SingleMetric
-from ..data import D
+from .high_performance_ds import BaseOrderIndicator, NumpyOrderIndicator, SingleMetric
 from ..tests.config import CSI300_BENCH
 from ..utils.resam import get_higher_eq_freq_feature, resam_ts_data
 import qlib.utils.index_data as idd