examples\nested_decision_execution\workflow.py not work

🐛 Bug Description

To Reproduce

Steps to reproduce the behavior:

index 4943 is out of bounds for axis 0 with size 4943
  File "C:\Git\qlib\qlib\backtest\utils.py", line 131, in get_step_time
    return self._calendar[calendar_index], epsilon_change(self._calendar[calendar_index + 1])
  File "C:\Git\qlib\qlib\contrib\strategy\signal_strategy.py", line 141, in generate_trade_decision
    trade_start_time, trade_end_time = self.trade_calendar.get_step_time(trade_step)
  File "C:\Git\qlib\qlib\backtest\backtest.py", line 89, in collect_data_loop
    _trade_decision: BaseTradeDecision = trade_strategy.generate_trade_decision(_execute_result)
  File "C:\Git\qlib\qlib\backtest\backtest.py", line 44, in backtest_loop
    for _decision in collect_data_loop(start_time, end_time, trade_strategy, trade_executor, return_value):
  File "C:\Git\qlib\qlib\backtest\__init__.py", line 275, in backtest
    return backtest_loop(start_time, end_time, trade_strategy, trade_executor)
  File "C:\Git\qlib\qlib\workflow\record_temp.py", line 473, in _generate
    portfolio_metric_dict, indicator_dict = normal_backtest(
  File "C:\Git\qlib\qlib\workflow\record_temp.py", line 234, in generate
    return self._generate(*args, **kwargs)
  File "C:\Git\qlib\examples\nested_decision_execution\workflow.py", line 269, in backtest
    par.generate()
  File "C:\Develop\Python3.8\Lib\site-packages\fire-0.5.0-py3.8.egg\fire\core.py", line 691, in _CallAndUpdateTrace
    component = fn(*varargs, **kwargs)
  File "C:\Develop\Python3.8\Lib\site-packages\fire-0.5.0-py3.8.egg\fire\core.py", line 475, in _Fire
    component, remaining_args = _CallAndUpdateTrace(
  File "C:\Develop\Python3.8\Lib\site-packages\fire-0.5.0-py3.8.egg\fire\core.py", line 141, in Fire
    component_trace = _Fire(component, args, parsed_flag_args, context, name)
  File "C:\Git\qlib\examples\nested_decision_execution\workflow.py", line 394, in <module>
    fire.Fire(NestedDecisionExecutionWorkflow)
  File "C:\Develop\Python3.8\Lib\runpy.py", line 87, in _run_code
    exec(code, run_globals)
  File "C:\Develop\Python3.8\Lib\runpy.py", line 194, in _run_module_as_main (Current frame)
    return _run_code(code, main_globals, None,
IndexError: index 4943 is out of bounds for axis 0 with size 4943

Screenshot

Environment

Note: User could run cd scripts && python collect_info.py all under project directory to get system information
and paste them here directly.

• Qlib version: lastest
• Python version: 3.8.10
• OS (Windows, Linux, MacOS): windows 11 22H2
• Commit number (optional, please provide it if you are using the dev version):

Additional Notes

Start by running examples/nested_decision_execution/workflow.py in the reported Python 3.8.10 environment and reproduce the IndexError. Read qlib/backtest/utils.py around get_step_time, then trace its callers in qlib/contrib/strategy/signal_strategy.py and qlib/backtest/backtest.py. Done means the example completes without the out-of-bounds error.