fix(security): constrain config-driven code execution

.github/workflows/lint_title.yml

@@ -23,7 +23,7 @@ jobs:
       - name: Setup Node.js
         uses: actions/setup-node@v4
         with:
-          node-version: '16'
+          node-version: '22'
 
       - name: Install commitlint
         run: npm install --save-dev @commitlint/{config-conventional,cli}

.github/workflows/test_qlib_from_pip.yml

@@ -13,6 +13,9 @@ on:
 jobs:
   build:
     timeout-minutes: 120
+    env:
+      # Released Qlib versions use MLflow's legacy file-store backend.
+      MLFLOW_ALLOW_FILE_STORE: "true"
 
     runs-on: ${{ matrix.os }}
     strategy:
@@ -22,6 +25,11 @@ jobs:
         # Also, python 3.7 is no longer supported from macos-14, and will be phased out from macos-13 in the near future.
         # All things considered, we have removed python 3.7.
         python-version: ["3.8", "3.9", "3.10", "3.11", "3.12"]
+        exclude:
+          # The released package eagerly imports OSQP, whose Windows/Python 3.8
+          # native extension crashes during module initialization.
+          - os: windows-latest
+            python-version: "3.8"
 
     steps:
     - name: Test qlib from pip
@@ -56,5 +64,8 @@ jobs:
         cd qlib
 
     - name: Test workflow by config
-      run: |
-        qrun examples/benchmarks/LightGBM/workflow_config_lightgbm_Alpha158.yaml
+      uses: nick-fields/retry@v2
+      with:
+        timeout_minutes: 30
+        max_attempts: 3
+        command: qrun examples/benchmarks/LightGBM/workflow_config_lightgbm_Alpha158.yaml

.github/workflows/test_qlib_from_source.yml

@@ -104,9 +104,13 @@ jobs:
         make nbconvert
 
     - name: Test workflow by config (install from source)
-      run: |
-        python -m pip install numba
-        python qlib/cli/run.py examples/benchmarks/LightGBM/workflow_config_lightgbm_Alpha158.yaml
+      uses: nick-fields/retry@v2
+      with:
+        timeout_minutes: 30
+        max_attempts: 3
+        command: |
+          python -m pip install numba
+          python qlib/cli/run.py examples/benchmarks/LightGBM/workflow_config_lightgbm_Alpha158.yaml
 
     - name: Unit tests with Pytest (MacOS)
       if: ${{ matrix.os == 'macos-14' || matrix.os == 'macos-15' }}

examples/benchmarks/LightGBM/workflow_config_lightgbm_Alpha158_multi_freq.yaml

@@ -3,6 +3,7 @@ qlib_init:
         day: "~/.qlib/qlib_data/cn_data"
         1min: "~/.qlib/qlib_data/cn_data_1min"
     region: cn
+    trusted_module_roots: [.]
     dataset_cache: null
     maxtasksperchild: 1
 market: &market csi300

examples/benchmarks/LightGBM/workflow_config_lightgbm_multi_freq.yaml

@@ -3,6 +3,7 @@ qlib_init:
         day: "~/.qlib/qlib_data/cn_data"
         1min: "~/.qlib/qlib_data/cn_data_1min"
     region: cn
+    trusted_module_roots: [.]
     dataset_cache: null
     maxtasksperchild: null
 market: &market csi300

examples/benchmarks/TRA/configs/config_alstm.yaml

@@ -1,6 +1,7 @@
 qlib_init:
   provider_uri: "~/.qlib/qlib_data/cn_data"
   region: cn
+  trusted_module_roots: [.]
 
 data_loader_config: &data_loader_config
   class: StaticDataLoader
@@ -60,4 +61,4 @@ task:
       seq_len: 60
       horizon: 21
       num_states: *num_states
-      batch_size: 1024
+      batch_size: 1024

examples/benchmarks/TRA/configs/config_alstm_tra.yaml

@@ -1,6 +1,7 @@
 qlib_init:
   provider_uri: "~/.qlib/qlib_data/cn_data"
   region: cn
+  trusted_module_roots: [.]
 
 data_loader_config: &data_loader_config
   class: StaticDataLoader
@@ -60,4 +61,4 @@ task:
       seq_len: 60
       horizon: 21
       num_states: *num_states
-      batch_size: 1024
+      batch_size: 1024

examples/benchmarks/TRA/configs/config_alstm_tra_init.yaml

@@ -1,6 +1,7 @@
 qlib_init:
   provider_uri: "~/.qlib/qlib_data/cn_data"
   region: cn
+  trusted_module_roots: [.]
 
 data_loader_config: &data_loader_config
   class: StaticDataLoader
@@ -60,4 +61,4 @@ task:
       seq_len: 60
       horizon: 21
       num_states: *num_states
-      batch_size: 512
+      batch_size: 512

examples/benchmarks/TRA/configs/config_transformer.yaml

@@ -1,6 +1,7 @@
 qlib_init:
   provider_uri: "~/.qlib/qlib_data/cn_data"
   region: cn
+  trusted_module_roots: [.]
 
 data_loader_config: &data_loader_config
   class: StaticDataLoader
@@ -60,4 +61,4 @@ task:
       seq_len: 60
       horizon: 21
       num_states: *num_states
-      batch_size: 1024
+      batch_size: 1024

examples/benchmarks/TRA/configs/config_transformer_tra.yaml

@@ -1,6 +1,7 @@
 qlib_init:
   provider_uri: "~/.qlib/qlib_data/cn_data"
   region: cn
+  trusted_module_roots: [.]
 
 data_loader_config: &data_loader_config
   class: StaticDataLoader
@@ -60,4 +61,4 @@ task:
       seq_len: 60
       horizon: 21
       num_states: *num_states
-      batch_size: 512
+      batch_size: 512

examples/benchmarks/TRA/configs/config_transformer_tra_init.yaml

@@ -1,6 +1,7 @@
 qlib_init:
   provider_uri: "~/.qlib/qlib_data/cn_data"
   region: cn
+  trusted_module_roots: [.]
 
 data_loader_config: &data_loader_config
   class: StaticDataLoader
@@ -60,4 +61,4 @@ task:
       seq_len: 60
       horizon: 21
       num_states: *num_states
-      batch_size: 512
+      batch_size: 512

pyproject.toml

@@ -34,8 +34,12 @@ dependencies = [
   # I encoutered an Error that the set_uri does not work when downloading artifacts in mlflow 3.1.1;
   # But earlier versions of mlflow does not have this problem.
   # But when I switch to 2.*.* version, another error occurs, which is even more strange...
-  "mlflow",
-  "filelock>=3.16.0",
+  # MLflow 3.13 disables the file-store backend used by Qlib by default.
+  # Remove this cap after Qlib migrates its default tracking backend.
+  "mlflow<3.13",
+  # filelock 3.30 rejects forks while another thread changes descriptor
+  # ownership, which conflicts with Qlib's multiprocessing data queues.
+  "filelock>=3.16.0,<3.30",
   "redis",
   "dill",
   "fire",
@@ -97,9 +101,12 @@ package = [
 test = [
   "yahooquery",
   "baostock",
+  # lxml 6.1.3 does not currently publish wheels for every CI platform.
+  "lxml<6.1.3",
 ]
 analysis = [
-  "plotly",
+  # Plotly 7 removed figure_factory.create_distplot, which Qlib still uses.
+  "plotly<7",
   "statsmodels",
 ]
 client = [

qlib/config.py

@@ -303,6 +303,9 @@ def register_from_C(config, skip_register=True):
         # if element of custom_ops is Type[ExpressionOps], it represents the custom operator class
         # if element of custom_ops is dict, it represents the config of custom operator and should include `class` and `module_path` keys.
         "custom_ops": [],
+        # Trusted roots for modules loaded from Python source files.
+        # File-based module loading is disabled when this list is empty.
+        "trusted_module_roots": [],
     },
 }
 
@@ -502,11 +505,13 @@ def set(self, default_conf: str = "client", **kwargs):
 
     def register(self):
         from .utils import init_instance_by_config  # pylint: disable=C0415
+        from .utils.mod import set_trusted_module_roots  # pylint: disable=C0415
         from .data.ops import register_all_ops  # pylint: disable=C0415
         from .data.data import register_all_wrappers  # pylint: disable=C0415
         from .workflow import R, QlibRecorder  # pylint: disable=C0415
         from .workflow.utils import experiment_exit_handler  # pylint: disable=C0415
 
+        set_trusted_module_roots(self.trusted_module_roots)
         register_all_ops(self)
         register_all_wrappers(self)
         # set up QlibRecorder

qlib/contrib/model/pytorch_tra.py

@@ -30,6 +30,9 @@
 device = "cuda" if torch.cuda.is_available() else "cpu"
 
 
+MODEL_TYPES = {}
+
+
 class TRAModel(Model):
     """
     TRA Model
@@ -137,7 +140,13 @@ def __init__(
     def _init_model(self):
         self.logger.info("init TRAModel...")
 
-        self.model = eval(self.model_type)(**self.model_config).to(device)
+        try:
+            model_class = MODEL_TYPES[self.model_type]
+        except KeyError as exc:
+            raise ValueError(
+                f"Unsupported model_type {self.model_type!r}; expected one of {sorted(MODEL_TYPES)}"
+            ) from exc
+        self.model = model_class(**self.model_config).to(device)
         print(self.model)
 
         self.tra = TRA(self.model.output_size, **self.tra_config).to(device)
@@ -646,6 +655,9 @@ def forward(self, x):
         return out[-1]
 
 
+MODEL_TYPES.update({"RNN": RNN, "Transformer": Transformer})
+
+
 class TRA(nn.Module):
     """Temporal Routing Adaptor (TRA)
 

qlib/contrib/report/analysis_model/analysis_model_performance.py

@@ -268,6 +268,14 @@ def _pred_turnover(pred_label: pd.DataFrame, N=5, lag=1, **kwargs) -> tuple:
     return (turnover_figure,)
 
 
+GRAPH_FUNCTIONS = {
+    "group_return": _group_return,
+    "pred_ic": _pred_ic,
+    "pred_autocorr": _pred_autocorr,
+    "pred_turnover": _pred_turnover,
+}
+
+
 def ic_figure(ic_df: pd.DataFrame, show_nature_day=True, **kwargs) -> go.Figure:
     r"""IC figure
 
@@ -330,7 +338,13 @@ def model_performance_graph(
     """
     figure_list = []
     for graph_name in graph_names:
-        fun_res = eval(f"_{graph_name}")(
+        try:
+            graph_function = GRAPH_FUNCTIONS[graph_name]
+        except KeyError as exc:
+            raise ValueError(
+                f"Unsupported graph name {graph_name!r}; expected one of {sorted(GRAPH_FUNCTIONS)}"
+            ) from exc
+        fun_res = graph_function(
             pred_label=pred_label, lag=lag, N=N, reverse=reverse, rank=rank, show_nature_day=show_nature_day, **kwargs
         )
         figure_list += fun_res

qlib/contrib/strategy/signal_strategy.py

@@ -19,7 +19,6 @@
 from qlib.log import get_module_logger
 from qlib.utils import get_pre_trading_date, load_dataset
 from qlib.contrib.strategy.order_generator import OrderGenerator, OrderGenWOInteract
-from qlib.contrib.strategy.optimizer import EnhancedIndexingOptimizer
 
 
 class BaseSignalStrategy(BaseStrategy, ABC):
@@ -414,6 +413,12 @@ def __init__(
         verbose=False,
         **kwargs,
     ):
+        # Import lazily so unrelated strategies do not load CVXPY's native
+        # solver extensions during module discovery or test collection.
+        from qlib.contrib.strategy.optimizer.enhanced_indexing import (  # pylint: disable=C0415
+            EnhancedIndexingOptimizer,
+        )
+
         super().__init__(**kwargs)
 
         self.logger = get_module_logger("EnhancedIndexingStrategy")

qlib/data/cache.py

@@ -25,7 +25,6 @@
     hash_args,
     get_redis_connection,
     read_bin,
-    parse_field,
     remove_fields_space,
     normalize_cache_fields,
     normalize_cache_instruments,
@@ -34,7 +33,7 @@
 
 from ..log import get_module_logger
 from .base import Feature
-from .ops import Operators  # pylint: disable=W0611  # noqa: F401
+from .expression_parser import parse_expression
 
 
 class QlibCacheException(RuntimeError):
@@ -540,7 +539,7 @@ def _expression(self, instrument, field, start_time=None, end_time=None, freq="d
             field = remove_fields_space(field)
             # cache unavailable, generate the cache
             _instrument_dir.mkdir(parents=True, exist_ok=True)
-            if not isinstance(eval(parse_field(field)), Feature):
+            if not isinstance(parse_expression(field), Feature):
                 # When the expression is not a raw feature
                 # generate expression cache if the feature is not a Feature
                 # instance

qlib/data/data.py

@@ -28,7 +28,6 @@
     init_instance_by_config,
     register_wrapper,
     get_module_by_module_path,
-    parse_field,
     hash_args,
     normalize_cache_fields,
     code_to_fname,
@@ -37,7 +36,7 @@
     get_period_list,
 )
 from ..utils.paral import ParallelExt
-from .ops import Operators  # pylint: disable=W0611  # noqa: F401
+from .expression_parser import parse_expression
 
 
 class ProviderBackendMixin:
@@ -394,7 +393,7 @@ def get_expression_instance(self, field):
             if field in self.expression_instance_cache:
                 expression = self.expression_instance_cache[field]
             else:
-                expression = eval(parse_field(field))
+                expression = parse_expression(field)
                 self.expression_instance_cache[field] = expression
         except NameError as e:
             get_module_logger("data").exception(