From b6867c616141a3e646394908f29b2efcca20f3e8 Mon Sep 17 00:00:00 2001
From: Young <afe.young@gmail.com>
Date: Mon, 2 Nov 2020 08:53:22 +0000
Subject: [PATCH] fix the float conversion bug

---
 qlib/data/data.py | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

diff --git a/qlib/data/data.py b/qlib/data/data.py
index dc2c5886c..b630834ef 100644
--- a/qlib/data/data.py
+++ b/qlib/data/data.py
@@ -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: