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Update ops.py

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Fix the bug when Sign followed by True/False
This commit is contained in:
Yifan Deng
2020-12-14 01:35:03 +08:00
committed by you-n-g
parent ea4fe1577b
commit c217e7c479
1 changed files with 5 additions and 0 deletions
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qlib/data/ops.py
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@@ -143,6 +143,11 @@ class Sign(ElemOperator):
def __init__(self, feature):
super(Sign, self).__init__(feature, "sign")
def _load_internal(self, instrument, start_index, end_index, freq):
series = self.feature.load(instrument, start_index, end_index, freq)
series = series.astype(np.float32)
return getattr(np, self.func)(series)
class Log(ElemOperator):
"""Feature Log