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

tests/backtest/test_high_freq_trading.py

@@ -27,7 +27,6 @@ class TestHFBacktest(TestAutoData):
         return pd.DataFrame(orders, columns=headers)
 
     def test_trading(self):
-
         # date = "2020-02-03"
         # inst = "SH600068"
         # pos = 2.0167

tests/data_mid_layer_tests/test_handler_storage.py

@@ -21,7 +21,6 @@ class TestHandler(DataHandlerLP):
         fit_end_time=None,
         drop_raw=True,
     ):
-
         infer_processors = check_transform_proc(infer_processors, fit_start_time, fit_end_time)
         learn_processors = check_transform_proc(learn_processors, fit_start_time, fit_end_time)
 
@@ -51,7 +50,6 @@ class TestHandler(DataHandlerLP):
 
 
 class TestHandlerStorage(TestAutoData):
-
     market = "all"
 
     start_time = "2010-01-01"
@@ -82,7 +80,6 @@ class TestHandlerStorage(TestAutoData):
         )
 
         with TimeInspector.logt("random fetch with DataFrame Storage"):
-
             # single stock
             for i in range(100):
                 random_index = np.random.randint(len(instruments), size=1)[0]
@@ -96,7 +93,6 @@ class TestHandlerStorage(TestAutoData):
                 data_handler.fetch(selector=(fetch_stocks, slice(fetch_start_time, fetch_end_time)), level=None)
 
         with TimeInspector.logt("random fetch with HashingStock Storage"):
-
             # single stock
             for i in range(100):
                 random_index = np.random.randint(len(instruments), size=1)[0]

tests/misc/test_sepdf.py

@@ -11,7 +11,6 @@ class SepDF(unittest.TestCase):
         return "".join(str(obj).split())
 
     def test_index_data(self):
-
         np.random.seed(42)
 
         index = [

tests/rolling_tests/test_update_pred.py

@@ -77,7 +77,6 @@ class TestRolling(TestAutoData):
 
     @pytest.mark.slow
     def test_update_label(self):
-
         task = copy.deepcopy(CSI300_GBDT_TASK)
 
         task["record"] = {

tests/storage_tests/test_storage.py

@@ -22,7 +22,6 @@ QLIB_DIR.mkdir(exist_ok=True, parents=True)
 
 class TestStorage(TestAutoData):
     def test_calendar_storage(self):
-
         calendar = CalendarStorage(freq="day", future=False, provider_uri=self.provider_uri)
         assert isinstance(calendar[:], Iterable), f"{calendar.__class__.__name__}.__getitem__(s: slice) is not Iterable"
         assert isinstance(calendar.data, Iterable), f"{calendar.__class__.__name__}.data is not Iterable"

tests/test_get_data.py

@@ -33,7 +33,6 @@ class TestGetData(unittest.TestCase):
         shutil.rmtree(str(DATA_DIR.resolve()))
 
     def test_0_qlib_data(self):
-
         GetData().qlib_data(
             name="qlib_data_simple", target_dir=QLIB_DIR, region="cn", interval="1d", delete_old=False, exists_skip=True
         )