fix(data): support unary expression negation - #2329
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August 20, 2026 08:26
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Description
Qlib feature expressions currently raise
TypeErrorfor Python unary negation, including common forms such as-$closeand-Std($close, 20). Downstream users have to rewrite these expressions as0 - ...before passing them toD.features.This adds
Expression.__neg__and represents unary negation with the existingSub(0, expression)operator, so it keeps the same loading, rolling-window, and cache behavior as the established workaround.Regression coverage verifies both a raw feature and a nested rolling expression against their existing
0 - ...equivalents.Motivation and context
This was reproduced in an actual Qlib factor-return pipeline where negative volatility factors must currently be sanitized before evaluation. Supporting Python's standard unary operator removes that downstream compatibility rewrite and makes the expression DSL consistent with its existing binary arithmetic overloads.
Testing
pytest -q -s tests/ops— 7 passed, 2 subtests passedgit diff --check— passedType of change