Adjust rolling api (#1594)

* Intermediate version

* Fix yaml template & Successfully run rolling

* Be compatible with benchmark

* Get same results with previous linear model

* Black formatting

* Update black

* Update the placeholder mechanism

* Update CI

* Update CI

* Upgrade Black

* Fix CI and simplify code

* Fix CI

* Move the data processing caching mechanism into utils.

* Adjusting DDG-DA

* Organize import

scripts/check_dump_bin.py

@@ -15,7 +15,6 @@ from loguru import logger
 
 
 class CheckBin:
-
     NOT_IN_FEATURES = "not in features"
     COMPARE_FALSE = "compare False"
     COMPARE_TRUE = "compare True"

scripts/data_collector/base.py

@@ -18,7 +18,6 @@ from qlib.utils import code_to_fname
 
 
 class BaseCollector(abc.ABC):
-
     CACHE_FLAG = "CACHED"
     NORMAL_FLAG = "NORMAL"
 
@@ -185,7 +184,6 @@ class BaseCollector(abc.ABC):
             return self.NORMAL_FLAG
 
     def _collector(self, instrument_list):
-
         error_symbol = []
         res = Parallel(n_jobs=self.max_workers)(
             delayed(self._simple_collector)(_inst) for _inst in tqdm(instrument_list)

scripts/data_collector/br_index/collector.py

@@ -21,7 +21,6 @@ quarter_dict = {"1Q": "01-03", "2Q": "05-01", "3Q": "09-01"}
 
 
 class IBOVIndex(IndexBase):
-
     ibov_index_composition = "https://raw.githubusercontent.com/igor17400/IBOV-HCI/main/historic_composition/{}.csv"
     years_4_month_periods = []
 

scripts/data_collector/us_index/collector.py

@@ -143,7 +143,6 @@ class WIKIIndex(IndexBase):
 
 
 class NASDAQ100Index(WIKIIndex):
-
     HISTORY_COMPANIES_URL = (
         "https://indexes.nasdaqomx.com/Index/WeightingData?id=NDX&tradeDate={trade_date}T00%3A00%3A00.000&timeOfDay=SOD"
     )

scripts/dump_pit.py

@@ -237,7 +237,6 @@ class DumpPitData:
                     pass
 
             with open(data_file, "rb+") as fd, open(index_file, "rb+") as fi:
-
                 # update index if needed
                 for i, row in df_sub.iterrows():
                     # get index