It's safe to ignore these notices but if they bother you, you can set the variables together with your API key using the defaults and the messages go away:
import os
os.environ['API_KEY'] = 'YOUR-API-KEY'
os.environ['DATA_BASE_URL'] = 'https://data-api.quantiacs.io/'
os.environ['CACHE_RETENTION'] = '7'
os.environ['CACHE_DIR'] = 'data-cache'