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fix(filter): replace invalid == np.nan with np.isnan in SeriesDFilter #2051

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fix(filter): replace invalid == np.nan with np.isnan in SeriesDFilter #2051

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