Modify the Feature to be case sensitive (#589)

microsoft · Sep 10, 2021 · 5e82c18 · 5e82c18
1 parent 2759e8c
commit 5e82c18
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Showing 2 changed files with 3 additions and 3 deletions.
diff --git a/qlib/data/base.py b/qlib/data/base.py
@@ -196,9 +196,9 @@ class Feature(Expression):
 
     def __init__(self, name=None):
         if name:
-            self._name = name.lower()
+            self._name = name
         else:
-            self._name = type(self).__name__.lower()
+            self._name = type(self).__name__
 
     def __str__(self):
         return "$" + self._name

diff --git a/qlib/data/data.py b/qlib/data/data.py
@@ -670,7 +670,7 @@ def __init__(self, **kwargs):
 
     def feature(self, instrument, field, start_index, end_index, freq):
         # validate
-        field = str(field).lower()[1:]
+        field = str(field)[1:]
         instrument = code_to_fname(instrument)
         return self.backend_obj(instrument=instrument, field=field, freq=freq)[start_index : end_index + 1]