fix_macos_CI (#1081)

Co-authored-by: Linlang Lv (iSoftStone) <v-linlanglv@microsoft.com>

.github/workflows/test_macos.yml

@@ -35,11 +35,10 @@ jobs:
     # Test Qlib installed with pip
 
     - name: Check Qlib with flake8
-        run: |
-          pip install --upgrade pip
-          pip install flake8
-          cd ..
-          flake8 --ignore=E501,F541,E266,E402,W503,E731,E203 qlib
+      run: |
+        pip install --upgrade pip
+        pip install flake8
+        flake8 --ignore=E501,F541,E266,E402,W503,E731,E203 qlib
 
     - name: Install Qlib with pip
       run: |

scripts/data_collector/br_index/collector.py

@@ -55,13 +55,13 @@ def bench_start_date(self) -> pd.Timestamp:
 
     def get_current_4_month_period(self, current_month: int):
         """
-        This function is used to calculated what is the current 
-        four month period for the current month. For example, 
+        This function is used to calculated what is the current
+        four month period for the current month. For example,
         If the current month is August 8, its four month period
         is 2Q.
 
         OBS: In english Q is used to represent *quarter*
-        which means a three month period. However, in 
+        which means a three month period. However, in
         portuguese we use Q to represent a four month period.
         In other words,
 
@@ -90,8 +90,8 @@ def get_current_4_month_period(self, current_month: int):
 
     def get_four_month_period(self):
         """
-        The ibovespa index is updated every four months. 
-        Therefore, we will represent each time period as 2003_1Q 
+        The ibovespa index is updated every four months.
+        Therefore, we will represent each time period as 2003_1Q
         which means 2003 first four mount period (Jan, Feb, Mar, Apr)
         """
         four_months_period = ["1Q", "2Q", "3Q"]
@@ -101,14 +101,13 @@ def get_four_month_period(self):
         current_month = now.month
         for year in [item for item in range(init_year, current_year)]:
             for el in four_months_period:
-                self.years_4_month_periods.append(str(year)+"_"+el)
+                self.years_4_month_periods.append(str(year) + "_" + el)
         # For current year the logic must be a little different
         current_4_month_period = self.get_current_4_month_period(current_month)
         for i in range(int(current_4_month_period[0])):
-            self.years_4_month_periods.append(str(current_year) + "_" + str(i+1) + "Q")
+            self.years_4_month_periods.append(str(current_year) + "_" + str(i + 1) + "Q")
         return self.years_4_month_periods
 
-
     def format_datetime(self, inst_df: pd.DataFrame) -> pd.DataFrame:
         """formatting the datetime in an instrument
 
@@ -189,11 +188,19 @@ def get_changes(self):
         try:
             df_changes_list = []
             for i in tqdm(range(len(self.years_4_month_periods) - 1)):
-                df = pd.read_csv(self.ibov_index_composition.format(self.years_4_month_periods[i]), on_bad_lines="skip")["symbol"]
-                df_ = pd.read_csv(self.ibov_index_composition.format(self.years_4_month_periods[i + 1]), on_bad_lines="skip")["symbol"]
+                df = pd.read_csv(
+                    self.ibov_index_composition.format(self.years_4_month_periods[i]), on_bad_lines="skip"
+                )["symbol"]
+                df_ = pd.read_csv(
+                    self.ibov_index_composition.format(self.years_4_month_periods[i + 1]), on_bad_lines="skip"
+                )["symbol"]
 
                 ## Remove Dataframe
-                remove_date = self.years_4_month_periods[i].split("_")[0] + "-" + quarter_dict[self.years_4_month_periods[i].split("_")[1]]
+                remove_date = (
+                    self.years_4_month_periods[i].split("_")[0]
+                    + "-"
+                    + quarter_dict[self.years_4_month_periods[i].split("_")[1]]
+                )
                 list_remove = list(df[~df.isin(df_)])
                 df_removed = pd.DataFrame(
                     {
@@ -204,7 +211,11 @@ def get_changes(self):
                 )
 
                 ## Add Dataframe
-                add_date = self.years_4_month_periods[i + 1].split("_")[0] + "-" + quarter_dict[self.years_4_month_periods[i + 1].split("_")[1]]
+                add_date = (
+                    self.years_4_month_periods[i + 1].split("_")[0]
+                    + "-"
+                    + quarter_dict[self.years_4_month_periods[i + 1].split("_")[1]]
+                )
                 list_add = list(df_[~df_.isin(df)])
                 df_added = pd.DataFrame(
                     {"date": len(list_add) * [add_date], "type": len(list_add) * ["add"], "symbol": list_add}
@@ -272,6 +283,5 @@ def filter_df(self, df: pd.DataFrame) -> pd.DataFrame:
             return df.loc[:, ["Código"]].copy()
 
 
-
 if __name__ == "__main__":
-    fire.Fire(partial(get_instruments, market_index="br_index" ))
+    fire.Fire(partial(get_instruments, market_index="br_index"))

scripts/data_collector/us_index/collector.py

@@ -271,6 +271,5 @@ def parse_instruments(self):
         logger.warning(f"No suitable data source has been found!")
 
 
-
 if __name__ == "__main__":
     fire.Fire(partial(get_instruments, market_index="us_index"))

scripts/data_collector/utils.py

@@ -559,14 +559,15 @@ def generate_minutes_calendar_from_daily(
 
     return pd.Index(sorted(set(np.hstack(res))))
 
+
 def get_instruments(
     qlib_dir: str,
     index_name: str,
     method: str = "parse_instruments",
     freq: str = "day",
     request_retry: int = 5,
     retry_sleep: int = 3,
-    market_index: str = "cn_index"
+    market_index: str = "cn_index",
 ):
     """
 
@@ -585,7 +586,7 @@ def get_instruments(
     retry_sleep: int
         request sleep, by default 3
     market_index: str
-        Where the files to obtain the index are located, 
+        Where the files to obtain the index are located,
         for example data_collector.cn_index.collector
 
     Examples
@@ -605,4 +606,4 @@ def get_instruments(
 
 
 if __name__ == "__main__":
-    assert len(get_hs_stock_symbols()) >= MINIMUM_SYMBOLS_NUM
+    assert len(get_hs_stock_symbols()) >= MINIMUM_SYMBOLS_NUM

scripts/data_collector/yahoo/collector.py

@@ -317,24 +317,24 @@ class YahooCollectorIN1min(YahooCollectorIN):
 
 class YahooCollectorBR(YahooCollector, ABC):
     def retry(cls):
-        """"
-            The reason to use retry=2 is due to the fact that
-            Yahoo Finance unfortunately does not keep track of some
-            Brazilian stocks. 
-            
-            Therefore, the decorator deco_retry with retry argument
-            set to 5 will keep trying to get the stock data up to 5 times, 
-            which makes the code to download Brazilians stocks very slow. 
-            
-            In future, this may change, but for now 
-            I suggest to leave retry argument to 1 or 2 in 
-            order to improve download speed.
-
-            To achieve this goal an abstract attribute (retry)
-            was added into YahooCollectorBR base class
+        """
+        The reason to use retry=2 is due to the fact that
+        Yahoo Finance unfortunately does not keep track of some
+        Brazilian stocks.
+
+        Therefore, the decorator deco_retry with retry argument
+        set to 5 will keep trying to get the stock data up to 5 times,
+        which makes the code to download Brazilians stocks very slow.
+
+        In future, this may change, but for now
+        I suggest to leave retry argument to 1 or 2 in
+        order to improve download speed.
+
+        To achieve this goal an abstract attribute (retry)
+        was added into YahooCollectorBR base class
         """
         raise NotImplementedError
-        
+
     def get_instrument_list(self):
         logger.info("get BR stock symbols......")
         symbols = get_br_stock_symbols() + [