Add util function to help automatically get horizon (#1509)

* Add util function to help automatically get horizon

* Reformat for CI

* Leverage horizon change

* Udpate config yaml

* Update for formatting

* Adapt to pickled handler

* Fix CI error

* remove blank

* Fix lint

* Update tests

* Remove redundant check

* modify the code as suggested

* format code with pylint

* fix pytest error

---------

Co-authored-by: Linlang <Lv.Linlang@hotmail.com>

tests/misc/test_utils.py

@@ -9,6 +9,7 @@ from qlib.config import C
 from qlib.log import TimeInspector
 from qlib.constant import REG_CN, REG_US, REG_TW
 from qlib.utils.time import cal_sam_minute as cal_sam_minute_new, get_min_cal, CN_TIME, US_TIME, TW_TIME
+from qlib.utils.data import guess_horizon
 
 REG_MAP = {REG_CN: CN_TIME, REG_US: US_TIME, REG_TW: TW_TIME}
 
@@ -112,5 +113,24 @@ class TimeUtils(TestCase):
                     cal_sam_minute_new(*args, region=region)
 
 
+class DataUtils(TestCase):
+    @classmethod
+    def setUpClass(cls):
+        init()
+
+    def test_guess_horizon(self):
+        label = ["Ref($close, -2) / Ref($close, -1) - 1"]
+        result = guess_horizon(label)
+        assert result == 2
+
+        label = ["Ref($close, -5) / Ref($close, -1) - 1"]
+        result = guess_horizon(label)
+        assert result == 5
+
+        label = ["Ref($close, -1) / Ref($close, -1) - 1"]
+        result = guess_horizon(label)
+        assert result == 1
+
+
 if __name__ == "__main__":
     unittest.main()