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fix: change float32 to float64 in Sign operator to prevent precision loss #2148

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fix: change float32 to float64 in Sign operator to prevent precision loss #2148

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4 changes: 2 additions & 2 deletions qlib/data/ops.py
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Original file line number Diff line number Diff line change
Expand Up @@ -156,11 +156,11 @@ def __init__(self, feature):

def _load_internal(self, instrument, start_index, end_index, *args):
"""
To avoid error raised by bool type input, we transform the data into float32.
To avoid error raised by bool type input, we transform the data into float64.
"""
series = self.feature.load(instrument, start_index, end_index, *args)
# TODO: More precision types should be configurable
series = series.astype(np.float32)
series = series.astype(np.float64)
return getattr(np, self.func)(series)


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