fix_pip_ci (microsoft#1584)

* fix_pip_ci

* fix_ci_get_data_error

---------

Co-authored-by: Linlang <v-linlanglv@microsoft.com>

Author: SunsetWolf

.github/workflows/test_qlib_from_pip.yml

@@ -19,10 +19,20 @@ jobs:
 
     steps:
     - name: Test qlib from pip
-      uses: actions/checkout@v2
+      uses: actions/checkout@v3
 
+    # Since version 3.7 of python for MacOS is installed in CI, version 3.7.17, this version causes "_bz not found error".
+    # So we make the version number of python 3.7 for MacOS more specific.
+    # refs: https://github.com/actions/setup-python/issues/682
     - name: Set up Python ${{ matrix.python-version }}
-      uses: actions/setup-python@v2
+      if: (matrix.os == 'macos-latest' && matrix.python-version == '3.7') || (matrix.os == 'macos-11' && matrix.python-version == '3.7')
+      uses: actions/setup-python@v4
+      with:
+        python-version: "3.7.16"
+
+    - name: Set up Python ${{ matrix.python-version }}
+      if: (matrix.os != 'macos-latest' || matrix.python-version != '3.7') && (matrix.os != 'macos-11' || matrix.python-version != '3.7')
+      uses: actions/setup-python@v4
       with:
         python-version: ${{ matrix.python-version }}
 
@@ -50,7 +60,9 @@ jobs:
 
     - name: Downloads dependencies data
       run: |
-        python scripts/get_data.py qlib_data --name qlib_data_simple --target_dir ~/.qlib/qlib_data/cn_data --interval 1d --region cn
+        cd ..
+        python -m qlib.run.get_data qlib_data --target_dir ~/.qlib/qlib_data/cn_data --region cn
+        cd qlib
 
     - name: Test workflow by config
       run: |