Modify the Feature to be case sensitive (#589)

Author: zhupr

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

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]