add handler pickle attr, enhance init_instance_by_config

qlib/contrib/data/utils/sepdf.py

@@ -124,7 +124,8 @@ class SDFLoc:
             if isinstance(args, str):
                 return self._sdf[args]
             elif isinstance(args, (tuple, list)):
-                return SepDataFrame({k: self._sdf[k] for k in args}, join=self.join)
+                new_df_dict = {k: self._sdf[k] for k in args}
+                return SepDataFrame(new_df_dict, join=self.join if self.join in args else args[0])
             else:
                 raise NotImplementedError(f"This type of input is not supported")
         elif self.axis == 0:

qlib/data/dataset/handler.py

@@ -644,6 +644,12 @@ class DataHandlerLP(DataHandler):
         new_hd: DataHandlerLP = object.__new__(DataHandlerLP)
         new_hd.from_cast = True  # add a mark for the casted instance
 
-        for key in list(DataHandlerLP.ATTR_MAP.values()) + ["instruments", "start_time", "end_time", "fetch_orig"]:
+        for key in list(DataHandlerLP.ATTR_MAP.values()) + [
+            "instruments",
+            "start_time",
+            "end_time",
+            "fetch_orig",
+            "drop_raw",
+        ]:
             setattr(new_hd, key, getattr(handler, key, None))
         return new_hd

qlib/utils/__init__.py

@@ -199,6 +199,7 @@ def get_callable_kwargs(config: Union[dict, str], default_module: Union[str, Mod
     ----------
     config : [dict, str]
         similar to config
+        please refer to the doc of init_instance_by_config
 
     default_module : Python module or str
         It should be a python module to load the class type
@@ -219,9 +220,12 @@ def get_callable_kwargs(config: Union[dict, str], default_module: Union[str, Mod
             _callable = config["class"]  # the class type itself is passed in
         kwargs = config.get("kwargs", {})
     elif isinstance(config, str):
-        module = get_module_by_module_path(default_module)
+        # a.b.c.ClassName
+        *m_path, cls = config.split(".")
+        m_path = ".".join(m_path)
+        module = get_module_by_module_path(default_module if m_path == "" else m_path)
 
-        _callable = getattr(module, config)
+        _callable = getattr(module, cls)
         kwargs = {}
     else:
         raise NotImplementedError(f"This type of input is not supported")
@@ -260,7 +264,9 @@ def init_instance_by_config(
             1) specify a pickle object
                 - path like 'file:///<path to pickle file>/obj.pkl'
             2) specify a class name
-                - "ClassName":  getattr(module, config)() will be used.
+                - "ClassName":  getattr(module, "ClassName")() will be used.
+            3) specify module path with class name
+                - "a.b.c.ClassName" getattr(<a.b.c.module>, "ClassName")() will be used.
         object example:
             instance of accept_types
     default_module : Python module