add logs in case of ops.py errors (microsoft#659)

* add logs in case of ops.py errors

* Update qlib/data/ops.py

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>

qlib/data/base.py

@@ -8,6 +8,8 @@
 import abc
 import pandas as pd
 
+from ..log import get_module_logger
+
 
 class Expression(abc.ABC):
     """Expression base class"""
@@ -150,7 +152,14 @@ def load(self, instrument, start_index, end_index, freq):
             return H["f"][args]
         if start_index is None or end_index is None or start_index > end_index:
             raise ValueError("Invalid index range: {} {}".format(start_index, end_index))
-        series = self._load_internal(instrument, start_index, end_index, freq)
+        try:
+            series = self._load_internal(instrument, start_index, end_index, freq)
+        except Exception:
+            get_module_logger("data").error(
+                f"Loading data error: instrument={instrument}, expression={str(self)}, "
+                f"start_index={start_index}, end_index={end_index}, freq={freq}"
+            )
+            raise
         series.name = str(self)
         H["f"][args] = series
         return series

qlib/data/data.py

@@ -724,7 +724,14 @@ def expression(self, instrument, field, start_time=None, end_time=None, freq="da
         end_time = pd.Timestamp(end_time)
         _, _, start_index, end_index = Cal.locate_index(start_time, end_time, freq=freq, future=False)
         lft_etd, rght_etd = expression.get_extended_window_size()
-        series = expression.load(instrument, max(0, start_index - lft_etd), end_index + rght_etd, freq)
+        try:
+            series = expression.load(instrument, max(0, start_index - lft_etd), end_index + rght_etd, freq)
+        except Exception:
+            get_module_logger("data").error(
+                f"Loading expression error: "
+                f"instrument={instrument}, field=({field}), start_time={start_time}, end_time={end_time}, freq={freq}"
+            )
+            raise
         # Ensure that each column type is consistent
         # FIXME:
         # 1) The stock data is currently float. If there is other types of data, this part needs to be re-implemented.

qlib/data/ops.py

@@ -305,7 +305,29 @@ def _load_internal(self, instrument, start_index, end_index, freq):
             series_right = self.feature_right.load(instrument, start_index, end_index, freq)
         else:
             series_right = self.feature_right
-        return getattr(np, self.func)(series_left, series_right)
+        check_length = isinstance(series_left, (np.ndarray, pd.Series)) and isinstance(
+            series_right, (np.ndarray, pd.Series)
+        )
+        if check_length:
+            warning_info = (
+                f"Loading {instrument}: {str(self)}; np.{self.func}(series_left, series_right), "
+                f"The length of series_left and series_right is different: ({len(series_left)}, {len(series_right)}), "
+                f"series_left is {str(self.feature_left)}, series_right is {str(self.feature_left)}. Please check the data"
+            )
+        else:
+            warning_info = (
+                f"Loading {instrument}: {str(self)}; np.{self.func}(series_left, series_right), "
+                f"series_left is {str(self.feature_left)}, series_right is {str(self.feature_left)}. Please check the data"
+            )
+        try:
+            res = getattr(np, self.func)(series_left, series_right)
+        except ValueError as e:
+            get_module_logger("ops").error(warning_info)
+            raise ValueError(f"{str(e)}. \n\t{warning_info}")
+        else:
+            if check_length and len(series_left) != len(series_right):
+                get_module_logger("ops").warning(warning_info)
+        return res
 
 
 class Add(NpPairOperator):