Skip to content

Update the Sign operation in ops.py #113

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Merged
you-n-g merged 2 commits into from
Dec 14, 2020
Merged

Update the Sign operation in ops.py #113

Changes from all commits
Commits
Show all changes
2 commits
Select commit Hold shift + click to select a range
4faaad3
Update ops.py
YifanDengWHU Dec 13, 2020
50ed189
Update Sign in ops.py
Dec 14, 2020
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
9 changes: 9 additions & 0 deletions qlib/data/ops.py
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -143,6 +143,15 @@ class Sign(ElemOperator):
def __init__(self, feature):
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)


class Log(ElemOperator):
"""Feature Log
Expand Down