pylint code refine & Fix nested example (#848)

* refine code by CI

* fix argument error

* fix nested eample

qlib/backtest/exchange.py

@@ -536,7 +536,7 @@ class Exchange:
             deal_amount = self.get_real_deal_amount(current_amount, target_amount, factor)
             if deal_amount == 0:
                 continue
-            elif deal_amount > 0:
+            if deal_amount > 0:
                 # buy stock
                 buy_order_list.append(
                     Order(
@@ -687,9 +687,7 @@ class Exchange:
         orig_deal_amount = order.deal_amount
         order.deal_amount = max(min(vol_limit_min, orig_deal_amount), 0)
         if vol_limit_min < orig_deal_amount:
-            self.logger.debug(
-                f"Order clipped due to volume limitation: {order}, {[(vol, rule) for vol, rule in zip(vol_limit_num, vol_limit)]}"
-            )
+            self.logger.debug(f"Order clipped due to volume limitation: {order}, {list(zip(vol_limit_num, vol_limit))}")
 
     def _get_buy_amount_by_cash_limit(self, trade_price, cash, cost_ratio):
         """return the real order amount after cash limit for buying.

qlib/backtest/executor.py

@@ -194,7 +194,7 @@ class BaseExecutor:
         return return_value.get("execute_result")
 
     @abstractclassmethod
-    def _collect_data(self, trade_decision: BaseTradeDecision, level: int = 0) -> Tuple[List[object], dict]:
+    def _collect_data(cls, trade_decision: BaseTradeDecision, level: int = 0) -> Tuple[List[object], dict]:
         """
         Please refer to the doc of collect_data
         The only difference between `_collect_data` and `collect_data` is that some common steps are moved into

qlib/backtest/position.py

@@ -20,7 +20,7 @@ class BasePosition:
     Please refer to the `Position` class for the position
     """
 
-    def __init__(self, cash=0.0, *args, **kwargs):
+    def __init__(self, *args, cash=0.0, **kwargs):
         self._settle_type = self.ST_NO
 
     def skip_update(self) -> bool:

qlib/backtest/profit_attribution.py

@@ -156,16 +156,16 @@ def decompose_portofolio(stock_weight_df, stock_group_df, stock_ret_df):
     group_weight, stock_weight_in_group = decompose_portofolio_weight(stock_weight_df, stock_group_df)
 
     group_ret = {}
-    for group_key in stock_weight_in_group:
-        stock_weight_in_group_start_date = min(stock_weight_in_group[group_key].index)
-        stock_weight_in_group_end_date = max(stock_weight_in_group[group_key].index)
+    for group_key, val in stock_weight_in_group.items():
+        stock_weight_in_group_start_date = min(val.index)
+        stock_weight_in_group_end_date = max(val.index)
 
         temp_stock_ret_df = stock_ret_df[
             (stock_ret_df.index >= stock_weight_in_group_start_date)
             & (stock_ret_df.index <= stock_weight_in_group_end_date)
         ]
 
-        group_ret[group_key] = (temp_stock_ret_df * stock_weight_in_group[group_key]).sum(axis=1)
+        group_ret[group_key] = (temp_stock_ret_df * val).sum(axis=1)
         # If no weight is assigned, then the return of group will be np.nan
         group_ret[group_key][group_weight[group_key] == 0.0] = np.nan
 

qlib/backtest/report.py

@@ -212,7 +212,8 @@ class PortfolioMetrics:
                 path: str/ pathlib.Path()
         """
         path = pathlib.Path(path)
-        r = pd.read_csv(open(path, "rb"), index_col=0)
+        with path.open("rb") as f:
+            r = pd.read_csv(f, index_col=0)
         r.index = pd.DatetimeIndex(r.index)
 
         index = r.index

qlib/backtest/utils.py

@@ -205,10 +205,7 @@ class BaseInfrastructure:
             warnings.warn(f"infra {infra_name} is not found!")
 
     def has(self, infra_name):
-        if infra_name in self.get_support_infra() and hasattr(self, infra_name):
-            return True
-        else:
-            return False
+        return infra_name in self.get_support_infra() and hasattr(self, infra_name)
 
     def update(self, other):
         support_infra = other.get_support_infra()