Ref ops creating an issue with non existing instruments

[krsnad]

🐛 Bug Description

querying 'Ref' fields for non existing instruments fails

To Reproduce

Steps to reproduce the behavior:

D.features(tickers, fields, start_time=start_time, end_time=end_time, freq=freq)
passing non existing instruments to the above tickers will fail, where fields = ['$close/Ref($close, 1)-1']

Expected Behavior

should ideally return an empty data

Screenshot

Environment

Note: One could run python scripts/collect_info.py under the qlib directory to get the following information.

• Qlib version:
• Python version:
• OS (Windows, Linux, MacOS):
• Commit number (optional, please provide it if you are using the dev version):

Additional Notes

[you-n-g]

Hi, @krsnad
I can't reproduce your bug with following code.

import qlib
from qlib.data import D
qlib.init()

instruments = ['xixi']
fields = ['$close/Ref($close, 1)-1']
data = D.features(instruments, fields, start_time='2010-01-01', end_time='2017-12-31', freq='day')
print(data)

Can you give us more details?
Thanks

[krsnad]

Hi,
in the above example, is xixi a valid instrument?

[krsnad]

Sorry about this these are changes specific to my fork. Closing this issue