Supporting Arctic Backend Provider & Orderbook, Tick Data Example (#744)

* change weight_decay & batchsize

* del weight_decay

* big weight_decay

* mid weight_decay

* small layer

* 2 layer

* full layer

* no weight decay

* divide into two data source

* change parse field

* delete some debug

* add Toperator

* new format of arctic

* fix cache bug to arctic read

* fix connection problem

* add some operator

* final version for arcitc

* clear HZ cache

* remove not used function

* add topswrappers

* successfully import data and run first test

* A simpler version to support arctic

* Successfully run all high-freq expressions

* Black format and fix add docs

* Add docs for download and test data

* update scripts and docs

* Add docs

* fix bug

* Refine docs

* fix test bug

* fix CI error

* clean code

Co-authored-by: bxdd <bxddream@gmail.com>
Co-authored-by: wangwenxi.handsome <wangwenxi.handsome@gmail.com>
Co-authored-by: Young <afe.young@gmail.com>

qlib/data/cache.py

@@ -147,6 +147,7 @@ class MemCache:
         """
 
         size_limit = C.mem_cache_size_limit if mem_cache_size_limit is None else mem_cache_size_limit
+        limit_type = C.mem_cache_limit_type if limit_type is None else limit_type
 
         if limit_type == "length":
             klass = MemCacheLengthUnit
@@ -1198,7 +1199,4 @@ class MemoryCalendarCache(CalendarCache):
         return result
 
 
-# MemCache sizeof
-HZ = MemCache(C.mem_cache_space_limit, limit_type="sizeof")
-# MemCache length
-H = MemCache(limit_type="length")
+H = MemCache()