change_datasource (#1109)

* change_datasource

* split_test_data_and_complete_data

* fix_CI

.github/workflows/test.yml

@@ -110,7 +110,7 @@ jobs:
       run: |
         python scripts/get_data.py qlib_data --name qlib_data_simple --target_dir ~/.qlib/qlib_data/cn_data_simple --interval 1d --region cn
         python -c "import os; userpath=os.path.expanduser('~'); os.rename(userpath + '/.qlib/qlib_data/cn_data_simple', userpath + '/.qlib/qlib_data/cn_data')"
-        azcopy copy https://qlibpublic.blob.core.windows.net/data /tmp/qlibpublic --recursive
+        azcopy copy https://qlibpublic.blob.core.windows.net/data/rl /tmp/qlibpublic/data --recursive
         mv /tmp/qlibpublic/data tests/.data
 
     - name: Test workflow by config (install from pip)

qlib/tests/data.py

@@ -16,7 +16,7 @@ from qlib.utils import exists_qlib_data
 
 class GetData:
     DATASET_VERSION = "v2"
-    REMOTE_URL = "http://fintech.msra.cn/stock_data/downloads"
+    REMOTE_URL = "https://qlibpublic.blob.core.windows.net/data/default/stock_data"
     QLIB_DATA_NAME = "{dataset_name}_{region}_{interval}_{qlib_version}.zip"
 
     def __init__(self, delete_zip_file=False):

setup.py

@@ -80,6 +80,8 @@ REQUIRED = [
     "filelock",
     "jinja2<3.1.0",  # for passing the readthedocs workflow.
     "gym",
+    # Installing the latest version of protobuf for python versions below 3.8 will cause unit tests to fail.
+    "protobuf<=3.20.1;python_version<='3.8'",
 ]
 
 # Numpy include