update TimeSeriesDataset

qlib/tests/__init__.py

@@ -0,0 +1,20 @@
+import sys
+import unittest
+from ..utils import exists_qlib_data
+from .data import GetData
+from .. import init
+from ..config import REG_CN
+
+
+class TestAutoData(unittest.TestCase):
+    @classmethod
+    def setUpClass(cls) -> None:
+        # use default data
+        provider_uri = "~/.qlib/qlib_data/cn_data_simple"  # target_dir
+        if not exists_qlib_data(provider_uri):
+            print(f"Qlib data is not found in {provider_uri}")
+
+            GetData().qlib_data(
+                name="qlib_data_simple", region="cn", version="latest", interval="1d", target_dir=provider_uri
+            )
+        init(provider_uri=provider_uri, region=REG_CN)