microsoft / microsoft/qlib

UnpicklingError: Forbidden class: qlib.contrib.data.handler.Alpha158

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bug
Dominant language
Python
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Description

Env

pyqlib 0.9.8.dev26

Description

The error

UnpicklingError: Forbidden class: qlib.contrib.data.handler.Alpha158. Only whitelisted classes are allowed for security reasons. This is to prevent arbitrary code execution through pickle deserialization.

only happens in rolling train, i.e. Rolling._train_rolling_tasks,
not happen in unrolling train.

When downgrapde pyqlib to 0.9.7, the error disappears.

Contributor guide

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First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

Research direction

Start at Rolling._train_rolling_tasks and reproduce the failure with pyqlib 0.9.8.dev26, comparing it with 0.9.7 where the error disappears. Trace how Alpha158 is handled during rolling versus unrolling training; done means rolling training no longer raises the forbidden-class UnpicklingError without weakening pickle deserialization security.

Written by the indexing model from the issue text.

Assessment

Tech stack
python
Domain
machine-learning
Issue type
Bug
Difficulty
4/5
Estimated time
3-5 days
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
35/100

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