Merge pull request #431 from evanzd/fix_get_module

Fix `get_module_by_module_path` to support pickle module loaded from arbitrage source file

Author: you-n-g

qlib/utils/__init__.py

@@ -8,6 +8,7 @@
 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 = re.sub("^[^a-zA-Z_]+", "", re.sub("[^0-9a-zA-Z_]", "", module_path[:-3].replace("/", "_")))
+            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)