datahandler support explicit selector & PortAnaRecord support strategy instance

qlib/data/dataset/utils.py

@@ -51,6 +51,9 @@ def fetch_df_by_index(
     -------
     Data of the given index.
     """
+    # level = None -> use selector directly
+    if level == None:
+        return df.loc(axis=0)[selector]
     # Try to get the right index
     idx_slc = (selector, slice(None, None))
     if get_level_index(df, level) == 1:

qlib/workflow/record_temp.py

@@ -15,6 +15,7 @@ from ..utils import init_instance_by_config, get_module_by_module_path
 from ..log import get_module_logger
 from ..utils import flatten_dict
 from ..contrib.eva.alpha import calc_ic, calc_long_short_return
+from ..contrib.strategy.strategy import BaseStrategy
 
 logger = get_module_logger("workflow", "INFO")
 
@@ -220,7 +221,7 @@ class PortAnaRecord(SignalRecord):
 
         self.strategy_config = config["strategy"]
         self.backtest_config = config["backtest"]
-        self.strategy = init_instance_by_config(self.strategy_config)
+        self.strategy = init_instance_by_config(self.strategy_config, accept_types=BaseStrategy)
 
     def generate(self, **kwargs):
         # check previously stored prediction results