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fix: HDFStore Resource Leak in DiskDatasetCache #2202

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fix: HDFStore Resource Leak in DiskDatasetCache #2202

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17 changes: 8 additions & 9 deletions qlib/data/cache.py
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Original file line number Diff line number Diff line change
Expand Up @@ -1031,21 +1031,20 @@ def update(self, cache_uri, freq: str = "day"):
else:
return 0 # No data to update cache

store = pd.HDFStore(cp_cache_uri)
# FIXME:
# Because the feature cache are stored as .bin file.
# So the series read from features are all float32.
# However, the first dataset cache is calculated based on the
# raw data. So the data type may be float64.
# Different data type will result in failure of appending data
if "/{}".format(DatasetCache.HDF_KEY) in store.keys():
schema = store.select(DatasetCache.HDF_KEY, start=0, stop=0)
for col, dtype in schema.dtypes.items():
data[col] = data[col].astype(dtype)
if rm_lines > 0:
store.remove(key=im.KEY, start=-rm_lines)
store.append(DatasetCache.HDF_KEY, data)
store.close()
with pd.HDFStore(cp_cache_uri) as store:
if "/{}".format(DatasetCache.HDF_KEY) in store.keys():
schema = store.select(DatasetCache.HDF_KEY, start=0, stop=0)
for col, dtype in schema.dtypes.items():
data[col] = data[col].astype(dtype)
if rm_lines > 0:
store.remove(key=im.KEY, start=-rm_lines)
store.append(DatasetCache.HDF_KEY, data)

# update index file
new_index_data = im.build_index_from_data(
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