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SunsetWolffrydaiii
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fix(filter): replace invalid with in SeriesDFilter (microsoft#2051)
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qlib/data/filter.py

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -168,7 +168,7 @@ def _toTimestamp(self, timestamp_series):
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for _ts, _bool in timestamp_series.items():
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# there is likely to be NAN when the filter series don't have the
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# bool value, so we just change the NAN into False
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if _bool == np.nan:
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if np.isnan(_bool):
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_bool = False
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if _lbool is None:
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_cur_start = _ts

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