microsoft / microsoft/qlib

joblib throws FileNotFoundError when running workflow.py

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#631 4 comments 0 reactions 1 assignee View on GitHub

@rk2900 is already working on this.

Since Oct 3, 2021.

bug
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Python
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Description

🐛 Bug Description

When running workflow.py in highfreq folder, I get a warning coming from joblib and then a FileNotFoundError as shown on the screenshot below.
The issue seems to come from joblib, I tried both versions 1.0.1 and 0.17 but it remains the same.

To Reproduce

Steps to reproduce the behavior:

  1. python workflow.py get_data in high-freq-execution branch.

Screenshot

Capture d’écran 2021-10-03 à 10 12 23

Environment

  • Qlib version: 0.7.2.99
  • Python version: 3.8.12
  • OS (Windows, Linux, MacOS): MacOS 11 - M1 Chip
  • Commit number: 6a2213

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