replace multi processing with joblib (#477)

* replace multi processing with joblib

* update class Parallel and data.py

* update class Parallel and data.py

* update class Parallel and data.py

* update class Parallel and data.py

* update class Parallel and data.py

* update class Parallel and data.py

* update class Parallel and data.py

* update class Parallel and data.py

* Fix Parallel support for maxtasksperchild

Co-authored-by: wangw <1666490690@qq.com>
Co-authored-by: zhupr <zhu.pengrong@foxmail.com>

tests/misc/test_get_multi_proc.py

@@ -0,0 +1,39 @@
+#  Copyright (c) Microsoft Corporation.
+#  Licensed under the MIT License.
+
+import unittest
+
+import qlib
+from qlib.data import D
+from qlib.tests import TestAutoData
+from multiprocessing import Pool
+
+
+def get_features(fields):
+    qlib.init(provider_uri=TestAutoData.provider_uri, expression_cache=None, dataset_cache=None, joblib_backend="loky")
+    return D.features(D.instruments("csi300"), fields)
+
+
+class TestGetData(TestAutoData):
+    FIELDS = "$open,$close,$high,$low,$volume,$factor,$change".split(",")
+
+    def test_multi_proc(self):
+        """
+        For testing if it will raise error
+        """
+        iter_n = 2
+        pool = Pool(iter_n)
+
+        res = []
+        for _ in range(iter_n):
+            res.append(pool.apply_async(get_features, (self.FIELDS,), {}))
+
+        for r in res:
+            print(r.get())
+
+        pool.close()
+        pool.join()
+
+
+if __name__ == "__main__":
+    unittest.main()