diff --git a/qlib/utils/__init__.py b/qlib/utils/__init__.py
index 77857182d..fe039df4f 100644
--- a/qlib/utils/__init__.py
+++ b/qlib/utils/__init__.py
@@ -8,6 +8,7 @@ from __future__ import print_function
 import os
 import pickle
 import re
+import sys
 import copy
 import json
 import yaml
@@ -178,8 +179,10 @@ def get_module_by_module_path(module_path: Union[str, ModuleType]):
         module = module_path
     else:
         if module_path.endswith(".py"):
-            module_spec = importlib.util.spec_from_file_location("", module_path)
+            module_name = "dummy"
+            module_spec = importlib.util.spec_from_file_location(module_name, module_path)
             module = importlib.util.module_from_spec(module_spec)
+            sys.modules[module_name] = module
             module_spec.loader.exec_module(module)
         else:
             module = importlib.import_module(module_path)