for IDE auto-complete with global Wrapper

[GoooIce]

R, D, Cal, Inst, FeatureD, ExpressionD, DatasetD, D

Description

qlib/data/data.py

import sys

if sys.version_info >= (3, 9):
    from typing import Annotated

    CalendarProviderWrapper = Annotated[CalendarProvider, Wrapper]
    InstrumentProviderWrapper = Annotated[InstrumentProvider, Wrapper]
    FeatureProviderWrapper = Annotated[FeatureProvider, Wrapper]
    ExpressionProviderWrapper = Annotated[ExpressionProvider, Wrapper]
    DatasetProviderWrapper = Annotated[DatasetProvider, Wrapper]
    BaseProviderWrapper = Annotated[BaseProvider, Wrapper]
else:
    CalendarProviderWrapper = CalendarProvider
    InstrumentProviderWrapper = InstrumentProvider
    FeatureProviderWrapper = FeatureProvider
    ExpressionProviderWrapper = ExpressionProvider
    DatasetProviderWrapper = DatasetProvider
    BaseProviderWrapper = BaseProvider

Cal: CalendarProviderWrapper = Wrapper()
Inst: InstrumentProviderWrapper = Wrapper()
FeatureD: FeatureProviderWrapper = Wrapper()
ExpressionD: ExpressionProviderWrapper = Wrapper()
DatasetD: DatasetProviderWrapper = Wrapper()
D: BaseProviderWrapper = Wrapper()

qlib/workflow/init.py

import sys

if sys.version_info >= (3, 9):
    from typing import Annotated

    QlibRecorderWrapper = Annotated[QlibRecorder, Wrapper]
else:
    QlibRecorderWrapper = QlibRecorder

# global record
R: QlibRecorderWrapper = Wrapper()

Motivation and Context

How Has This Been Tested?

• Pass the test by running: pytest qlib/tests/test_all_pipeline.py under upper directory of qlib.
• If you are adding a new feature, test on your own test scripts.

Screenshots of Test Results (if appropriate):

1. Pipeline test:
2. Your own tests:

Types of changes

• Fix bugs
• Add new feature
• Update documentation

[you-n-g]

Will it work if Union is used instead of Annotated?

[GoooIce]

    CalendarProviderWrapper = Union[CalendarProvider, Wrapper]
    Cal: CalendarProviderWrapper = Wrapper()

will got an Cal with Type[Wrapper], IDE didn't work.

[you-n-g]

@GoooIce
I looks great. You are realy solving a issue that haunts me for a long time.
Thanks.