Add Qlib notebook tutorial (#1037)

* Add Qlib notebook tutorial

* Update tutorial

qlib/contrib/model/__init__.py

@@ -10,17 +10,19 @@ try:
     from .gbdt import LGBModel
 except ModuleNotFoundError:
     DEnsembleModel, LGBModel = None, None
-    print("Please install necessary libs for DEnsembleModel and LGBModel, such as lightgbm.")
+    print(
+        "ModuleNotFoundError. DEnsembleModel and LGBModel are skipped. (optional: maybe installing lightgbm can fix it.)"
+    )
 try:
     from .xgboost import XGBModel
 except ModuleNotFoundError:
     XGBModel = None
-    print("Please install necessary libs for XGBModel, such as xgboost.")
+    print("ModuleNotFoundError. XGBModel is skipped(optional: maybe installing xgboost can fix it).")
 try:
     from .linear import LinearModel
 except ModuleNotFoundError:
     LinearModel = None
-    print("Please install necessary libs for LinearModel, such as scipy and sklearn.")
+    print("ModuleNotFoundError. LinearModel is skipped(optional: maybe installing scipy and sklearn can fix it).")
 # import pytorch models
 try:
     from .pytorch_alstm import ALSTM
@@ -36,6 +38,6 @@ try:
     pytorch_classes = (ALSTM, GATs, GRU, LSTM, DNNModelPytorch, TabnetModel, SFM_Model, TCN, ADD)
 except ModuleNotFoundError:
     pytorch_classes = ()
-    print("Please install necessary libs for PyTorch models.")
+    print("ModuleNotFoundError.  PyTorch models are skipped (optional: maybe installing pytorch can fix it).")
 
 all_model_classes = (CatBoostModel, DEnsembleModel, LGBModel, XGBModel, LinearModel) + pytorch_classes

qlib/data/dataset/__init__.py

@@ -199,6 +199,9 @@ class DatasetH(Dataset):
 
         col_set : str
             The col_set will be passed to self.handler when fetching data.
+            TODO: make it automatic:
+                - select DK_I for test data
+                - select DK_L for training data.
         data_key : str
             The data to fetch:  DK_*
             Default is DK_I, which indicate fetching data for **inference**.

qlib/workflow/cli.py

@@ -43,6 +43,11 @@ def sys_config(config, config_path):
 
 # workflow handler function
 def workflow(config_path, experiment_name="workflow", uri_folder="mlruns"):
+    """
+    This is a Qlib CLI entrance.
+    User can run the whole Quant research workflow defined by a configure file
+    - the code is located here ``qlib/workflow/cli.py`
+    """
     with open(config_path) as fp:
         config = yaml.safe_load(fp)