Merge pull request #401 from zhupr/online_fix

Fix online mode bugs

qlib/data/data.py

@@ -1016,7 +1016,8 @@ class ClientProvider(BaseProvider):
         self.logger = get_module_logger(self.__class__.__name__)
         if isinstance(Cal, ClientCalendarProvider):
             Cal.set_conn(self.client)
-        Inst.set_conn(self.client)
+        if isinstance(Inst, ClientInstrumentProvider):
+            Inst.set_conn(self.client)
         if hasattr(DatasetD, "provider"):
             DatasetD.provider.set_conn(self.client)
         else:

setup.py

@@ -35,7 +35,7 @@ REQUIRED = [
     "scipy>=1.0.0",
     "requests>=2.18.0",
     "sacred>=0.7.4",
-    "python-socketio==3.1.2",
+    "python-socketio",
     "redis>=3.0.1",
     "python-redis-lock>=3.3.1",
     "schedule>=0.6.0",