pylint code refine & Fix nested example (#848)

* refine code by CI

* fix argument error

* fix nested eample

qlib/data/dataset/__init__.py

@@ -594,7 +594,7 @@ class TSDatasetH(DatasetH):
         flt_kwargs = deepcopy(kwargs)
         if flt_col is not None:
             flt_kwargs["col_set"] = flt_col
-            flt_data = self._prepare_seg(ext_slice, **flt_kwargs)
+            flt_data = super()._prepare_seg(ext_slice, **flt_kwargs)
             assert len(flt_data.columns) == 1
         else:
             flt_data = None

qlib/data/ops.py

@@ -1407,14 +1407,14 @@ class PairRolling(ExpressionOps):
         )
 
     def get_extended_window_size(self):
+        ll, lr = self.feature_left.get_extended_window_size()
+        rl, rr = self.feature_right.get_extended_window_size()
         if self.N == 0:
             get_module_logger(self.__class__.__name__).warning(
                 "The PairRolling(ATTR, 0) will not be accurately calculated"
             )
-            return self.feature.get_extended_window_size()
+            return -np.inf, max(lr, rr)
         else:
-            ll, lr = self.feature_left.get_extended_window_size()
-            rl, rr = self.feature_right.get_extended_window_size()
             return max(ll, rl) + self.N - 1, max(lr, rr)
 
 

qlib/data/storage/file_storage.py

@@ -120,7 +120,7 @@ class FileCalendarStorage(FileStorageMixin, CalendarStorage):
         # If cache is enabled, then return cache directly
         if self.enable_read_cache:
             key = "orig_file" + str(self.uri)
-            if not key in H["c"]:
+            if key not in H["c"]:
                 H["c"][key] = self._read_calendar()
             _calendar = H["c"][key]
         else: