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fix(data): support unary expression negation #2329

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fix(data): support unary expression negation #2329

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5 changes: 5 additions & 0 deletions qlib/data/base.py
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Original file line number Diff line number Diff line change
Expand Up @@ -29,6 +29,11 @@ def __str__(self):
def __repr__(self):
return str(self)

def __neg__(self):
from .ops import Sub # pylint: disable=C0415

return Sub(0, self)

def __gt__(self, other):
from .ops import Gt # pylint: disable=C0415

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13 changes: 13 additions & 0 deletions tests/ops/test_elem_operator.py
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Expand Up @@ -39,6 +39,19 @@ def test_Sign(self):
golden = change.to_numpy()
self.assertIsNone(np.testing.assert_allclose(result, golden))

def test_unary_negation(self):
cases = [
("-$close", "0 - $close"),
("-Std($close, 3)", "0 - Std($close, 3)"),
]
for field, equivalent in cases:
with self.subTest(field=field):
result = ExpressionD.expression(self.instrument, field, self.start_time, self.end_time, self.freq)
expected = ExpressionD.expression(
self.instrument, equivalent, self.start_time, self.end_time, self.freq
)
np.testing.assert_allclose(result.to_numpy(), expected.to_numpy(), equal_nan=True)


class TestOperatorDataSetting(TestOperatorData):
def test_setting(self):
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