[BUGFIX] potential file// url parsing error

[qianyun210603]

Description

Fix bug in init_instance_by_config when object are provided by pickled file.

Motivation and Context

At least on Windows, the parsing of file:// link can have extra backslash due to os.path.join with empty string:

from urllib.parse import urlparse
import os
import os.path
Out[5]: ParseResult(scheme='file', netloc='E:\\qlib_data\\rqdata_convert\\obj.pkl', path='', params='', query='', fragment='')
pr = urlparse(r"file://E:\qlib_data\rqdata_convert\obj.pkl")
pr
Out[6]: ParseResult(scheme='file', netloc='E:\\qlib_data\\rqdata_convert\\obj.pkl', path='', params='', query='', fragment='')
os.path.join(pr.netloc, pr.path)
Out[7]: 'E:\\qlib_data\\rqdata_convert\\obj.pkl\\'

which results to file loading error.

How Has This Been Tested?

minor change, don't think it needs test.

Screenshots of Test Results (if appropriate):

1. Pipeline test:
2. Your own tests:

Types of changes

• Fix bugs
• Add new feature
• Update documentation

[Fivele-Li]

Thank you so much for taking the time to submit your pull request! Your contribution is greatly appreciated.