[807] Move the REG_CONSTANT/EPS to constant.py. (#811)

* [807] Move the REG_CONSTANT to constant.py.

* import REG_US.

* Move EPS to constant.py.

qlib/backtest/exchange.py

@@ -14,7 +14,8 @@ import numpy as np
 import pandas as pd
 
 from ..data.data import D
-from ..config import C, REG_CN
+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

qlib/config.py

@@ -22,6 +22,8 @@ from pathlib import Path
 from typing import Optional, Union
 from typing import TYPE_CHECKING
 
+from qlib.constant import REG_CN, REG_US
+
 if TYPE_CHECKING:
     from qlib.utils.time import Freq
 
@@ -74,10 +76,6 @@ class Config:
         self.update(**config_c.__dict__["_config"])
 
 
-# REGION CONST
-REG_CN = "cn"
-REG_US = "us"
-
 # pickle.dump protocol version: https://docs.python.org/3/library/pickle.html#data-stream-format
 PROTOCOL_VERSION = 4
 

qlib/constant.py

@@ -0,0 +1,9 @@
+# Copyright (c) Microsoft Corporation.
+# Licensed under the MIT License.
+
+# REGION CONST
+REG_CN = "cn"
+REG_US = "us"
+
+# Epsilon for avoiding division by zero.
+EPS = 1e-12

qlib/contrib/model/pytorch_tra.py

@@ -25,6 +25,7 @@ except:
 from tqdm import tqdm
 
 from qlib.utils import get_or_create_path
+from qlib.constant import EPS
 from qlib.log import get_module_logger
 from qlib.model.base import Model
 from qlib.contrib.data.dataset import MTSDatasetH
@@ -791,7 +792,7 @@ def minmax_norm(x):
     xmin = x.min(dim=-1, keepdim=True).values
     xmax = x.max(dim=-1, keepdim=True).values
     mask = (xmin == xmax).squeeze()
-    x = (x - xmin) / (xmax - xmin + 1e-12)
+    x = (x - xmin) / (xmax - xmin + EPS)
     x[mask] = 1
     return x
 

qlib/data/dataset/processor.py

@@ -5,15 +5,12 @@ import abc
 from typing import Union, Text
 import numpy as np
 import pandas as pd
-import copy
 
-from ...log import TimeInspector
+from ...constant import EPS
 from .utils import fetch_df_by_index
 from ...utils.serial import Serializable
 from ...utils.paral import datetime_groupby_apply
 
-EPS = 1e-12
-
 
 def get_group_columns(df: pd.DataFrame, group: Union[Text, None]):
     """

qlib/tests/__init__.py

@@ -1,7 +1,7 @@
 import unittest
 from .data import GetData
 from .. import init
-from ..config import REG_CN
+from ..constant import REG_CN
 
 
 class TestAutoData(unittest.TestCase):