ops.Ge has valueError when one of the operand is $close

[bbbzhai]

Hi,
I am trying to use ops.ge (greater equal than operator), it will gives

ValueError: Can only compare identically-labeled Series objects

I tried with other variables, it's fine.

Same issue with ops.Gt, ops.Le, ops.Lt

[zhupr]

@bbbzhai Hi,
How do you use it, you can refer to the following usage:

fields = ["Ge($close, 1)", "Gt($close, 1)", "Le($close, 1)", "Lt($close, 1)"]
df = D.features(D.instruments("all"), fields)
# or 
fields = ["$close >= 1", "$close > 1", "$close <= 1", "$close < 1"]
df = D.features(D.instruments("all"), fields)

[bbbzhai]

@zhupr
Hi, I tried with your example, it works. I also try 'Gt($close, $open)', this also works.
It failed with my case when I compare $close and other features that I created. Do not know why this is happening.
For example, if I created a feature called ema_5, then when I do 'Gt($close, $ema_5)', it would fail. But if I do: 'Gt($close, EMA($close, 5))', this is working.
I think it has something to do with Nan. But if I try 'Gt($ema_5, $ema_10)' (both are features that I created), and this also works.
So I'm confused in why this is happending

[zhupr]

@zhupr Hi, I tried with your example, it works. I also try 'Gt($close, $open)', this also works. It failed with my case when I compare $close and other features that I created. Do not know why this is happening. For example, if I created a feature called ema_5, then when I do 'Gt($close, $ema_5)', it would fail. But if I do: 'Gt($close, EMA($close, 5))', this is working. I think it has something to do with Nan. But if I try 'Gt($ema_5, $ema_10)' (both are features that I created), and this also works. So I'm confused in why this is happening

• You can try: Gt(EMA($close, 5), EMA($close, 10))

Or,

• close and ema_5 are based on a dump of the same calendar;
• ema_5 would need to be manipulated by a dump if placed in qlib_dir: https://qlib.readthedocs.io/en/latest/component/data.html#converting-csv-format-into-qlib-format

  python scripts/dump_bin.py dump_fix  --csv_path  <ema_5 csv dir> --qlib_dir <qlib dir> --include_fields ema_5,ema_10

[bbbzhai]

@zhupr
I did use the dump feature to convert all my variables to qlib format. Don't know why it doesn't work.

[zhupr]

@zhupr I did use the dump feature to convert all my variables to qlib format. Don't know why it doesn't work.

If you are converting all data, replace dump_fix with dump_all

This PR(#659) will help you find the cause of the ops.Ge error