From 7712fbcee4bd7c5208ba150f786ac0e585b7c8b6 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 dc2c5886cc..b630834ef8 100644
--- a/qlib/data/data.py
+++ b/qlib/data/data.py
@@ -671,7 +671,8 @@ def expression(self, instrument, field, start_time=None, end_time=None, freq="da
         # 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: