Merging Backtest improve (microsoft#694)

* Fix private import

* temporarily fix create exp conflicts for remote mlflow

Co-authored-by: Dong Zhou <Zhou.Dong@microsoft.com>

Author: you-n-g

qlib/utils/exceptions.py

@@ -18,3 +18,9 @@ class LoadObjectError(QlibException):
     """Error type for Recorder when can not load object"""
 
     pass
+
+
+class ExpAlreadyExistError(Exception):
+    """Experiment already exists"""
+
+    pass

qlib/workflow/expm.py

@@ -4,7 +4,7 @@
 from urllib.parse import urlparse
 import mlflow
 from filelock import FileLock
-from mlflow.exceptions import MlflowException
+from mlflow.exceptions import MlflowException, RESOURCE_ALREADY_EXISTS, ErrorCode
 from mlflow.entities import ViewType
 import os, logging
 from pathlib import Path
@@ -15,6 +15,7 @@
 from ..config import C
 from .recorder import Recorder
 from ..log import get_module_logger
+from ..utils.exceptions import ExpAlreadyExistError
 
 logger = get_module_logger("workflow", logging.INFO)
 
@@ -94,6 +95,10 @@ def create_exp(self, experiment_name: Optional[Text] = None):
         Returns
         -------
         An experiment object.
+
+        Raise
+        -----
+        ExpAlreadyExistError
         """
         raise NotImplementedError(f"Please implement the `create_exp` method.")
 
@@ -200,7 +205,14 @@ def _get_or_create_exp(self, experiment_id=None, experiment_name=None) -> (objec
             if pr.scheme == "file":
                 with FileLock(os.path.join(pr.netloc, pr.path, "filelock")) as f:
                     return self.create_exp(experiment_name), True
-            return self.create_exp(experiment_name), True
+            # NOTE: for other schemes like http, we double check to avoid create exp conflicts
+            try:
+                return self.create_exp(experiment_name), True
+            except ExpAlreadyExistError:
+                return (
+                    self._get_exp(experiment_id=experiment_id, experiment_name=experiment_name),
+                    False,
+                )
 
     def _get_exp(self, experiment_id=None, experiment_name=None) -> Experiment:
         """
@@ -345,10 +357,15 @@ def end_exp(self, recorder_status: Text = Recorder.STATUS_S):
     def create_exp(self, experiment_name: Optional[Text] = None):
         assert experiment_name is not None
         # init experiment
-        experiment_id = self.client.create_experiment(experiment_name)
+        try:
+            experiment_id = self.client.create_experiment(experiment_name)
+        except MlflowException as e:
+            if e.error_code == ErrorCode.Name(RESOURCE_ALREADY_EXISTS):
+                raise ExpAlreadyExistError()
+            raise e
+
         experiment = MLflowExperiment(experiment_id, experiment_name, self.uri)
         experiment._default_name = self._default_exp_name
-
         return experiment
 
     def _get_exp(self, experiment_id=None, experiment_name=None):