MemoryError triggered when importing 'TopkDropoutStrategy' from qlib.contrib.strategy

from typing import Tuple

import pandas as pd
import qlib
from qlib.contrib.strategy import TopkDropoutStrategy
from qlib.data import D
from qlib.utils import hash_args, init_instance_by_config

if __name__ == "__main__":
    qlib.init(
        provider_uri=r"D:\qlib_data",
        region="cn",
    )
    TRAIN_PERIODS: Tuple = ("2013-01-01", "2017-12-31")
    VALID_PERIODS: Tuple = ("2018-01-01", "2019-12-31")
    TEST_PERIODS: Tuple = ("2020-01-01", "2023-05-31")
    dataset_config = {
        "class": "DatasetH",
        "module_path": "qlib.data.dataset",
        "kwargs": {
            "handler": {
                "class": "Alpha158",
                "module_path": "qlib.contrib.data.handler",
                "kwargs": {
                    "start_time": TRAIN_PERIODS[0],
                    "end_time": TEST_PERIODS[1],
                    "fit_start_time": TRAIN_PERIODS[0],
                    "fit_end_time": TRAIN_PERIODS[1],
                    "instruments": "csi300",
                },
            },
            "segments": {
                "train": TRAIN_PERIODS,
                "valid": VALID_PERIODS,
                "test": TEST_PERIODS,
            },
        },
    }
    dataset = init_instance_by_config(dataset_config)

此时会报错


qlib版本为0.9.3
在注释掉from qlib.contrib.strategy import TopkDropoutStrategy后便不会有问题

Reproduce the issue with the supplied Python script and qlib 0.9.3, first importing TopkDropoutStrategy and then repeating with that import commented out. Start at the qlib.contrib.strategy import path and use the traceback shown in the linked screenshots to identify the cause; done means the import and subsequent dataset initialization complete without MemoryError.