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download orderbook data (#1754)
* download orderbook data * fix CI error * fix CI error * test fix CI error * test fix CI error * test fix CI error * test fix CI error * test fix CI error * test fix CI error * test fix CI error * test fix CI error * test fix CI error * test fix CI error * test fix CI error * test fix CI error * test fix CI error * test fix CI error * test fix CI error * test fix CI error * test fix CI error * test fix CI error * test fix CI error * optimize get_data code * optimize get_data code * optimize get_data code * optimize README --------- Co-authored-by: Linlang <v-linlanglv@microsoft.com>
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@@ -9,7 +9,9 @@ from qlib.tests import TestAutoData
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class WorkflowTest(TestAutoData):
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TMP_PATH = Path("./.mlruns_tmp/")
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# Creating the directory manually doesn't work with mlflow,
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# so we add a subfolder named .trash when we create the directory.
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TMP_PATH = Path("./.mlruns_tmp/.trash")
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def tearDown(self) -> None:
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if self.TMP_PATH.exists():
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@@ -17,6 +19,8 @@ class WorkflowTest(TestAutoData):
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def test_get_local_dir(self):
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""" """
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self.TMP_PATH.mkdir(parents=True, exist_ok=True)
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with R.start(uri=str(self.TMP_PATH)):
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pass
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