fix: reuse filtered instruments across field groups#2243
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Fixes #2236.
QlibDataLoaderresolvesfilter_pipeinsideload_group_df(). With grouped field configs,load()callsload_group_df()once per fields group, so the same market string runs throughD.instruments(..., filter_pipe=...)repeatedly.This resolves string instruments once at the grouped-loader entry point and reuses that instrument config for each group. Direct
load_group_df()calls keep the old behavior, and explicit non-string instrument lists still warn thatfilter_pipeis ignored.To verify
python -m pytest tests\data_mid_layer_tests\test_dataloader.py -q -k grouped_loaderpython -m py_compile qlib\data\dataset\loader.py tests\data_mid_layer_tests\test_dataloader.pygit diff --check