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fix the float conversion bug

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Young
2020-11-02 08:53:22 +00:00
committed by you-n-g
parent e7657bbd3a
commit b6867c6161
1 changed files with 2 additions and 1 deletions
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qlib/data/data.py
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@@ -671,7 +671,8 @@ class LocalExpressionProvider(ExpressionProvider):
# Ensure that each column type is consistent
# FIXME: The stock data is currently float. If there is other types of data, this part needs to be re-implemented.
try:
series = series.astype(float)
# TODO: the default storage and calculation type should be configurable
series = series.astype(np.float32)
except ValueError:
pass
if not series.empty: