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Update Sign in ops.py

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Yifan Deng (FA Talent)
2020-12-14 16:09:21 +08:00
committed by you-n-g
parent c217e7c479
commit 6b8824dd29
1 changed files with 4 additions and 0 deletions
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qlib/data/ops.py
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@@ -144,7 +144,11 @@ class Sign(ElemOperator):
super(Sign, self).__init__(feature, "sign")
def _load_internal(self, instrument, start_index, end_index, freq):
"""
To avoid error raised by bool type input, we transform the data into float32.
"""
series = self.feature.load(instrument, start_index, end_index, freq)
# TODO: More precision types should be configurable
series = series.astype(np.float32)
return getattr(np, self.func)(series)