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fix the float conversion bug #62

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Merged
merged 1 commit into from
Nov 4, 2020
Merged

fix the float conversion bug #62

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3 changes: 2 additions & 1 deletion qlib/data/data.py
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Original file line number Diff line number Diff line change
Expand Up @@ -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:
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