fix(macd): remove extra division by close in DEA calculation to ensure dimension consistency (#2046)

Author: SunsetWolf

docs/advanced/alpha.rst

@@ -42,7 +42,7 @@ Example
 
     .. math::
 
-        DEA = \frac{EMA(DIF, 9)}{CLOSE}
+        DEA = EMA(DIF, 9)
 
 Users can use ``Data Handler`` to build formulaic alphas `MACD` in qlib:
 
@@ -51,7 +51,7 @@ Users can use ``Data Handler`` to build formulaic alphas `MACD` in qlib:
 .. code-block:: python
 
     >> from qlib.data.dataset.loader import QlibDataLoader
-    >> MACD_EXP = '(EMA($close, 12) - EMA($close, 26))/$close - EMA((EMA($close, 12) - EMA($close, 26))/$close, 9)/$close'
+    >> MACD_EXP = '2 * ((EMA($close, 12) - EMA($close, 26))/$close - EMA((EMA($close, 12) - EMA($close, 26))/$close, 9))'
     >> fields = [MACD_EXP] # MACD
     >> names = ['MACD']
     >> labels = ['Ref($close, -2)/Ref($close, -1) - 1'] # label
@@ -66,17 +66,17 @@ Users can use ``Data Handler`` to build formulaic alphas `MACD` in qlib:
                             feature     label
                                MACD     LABEL
     datetime   instrument
-    2010-01-04 SH600000   -0.011547 -0.019672
-               SH600004    0.002745 -0.014721
-               SH600006    0.010133  0.002911
-               SH600008   -0.001113  0.009818
-               SH600009    0.025878 -0.017758
+    2010-01-04 SH600000    0.008781 -0.019672
+               SH600004    0.006699 -0.014721
+               SH600006    0.005714  0.002911
+               SH600008    0.000798  0.009818
+               SH600009    0.017015 -0.017758
     ...                         ...       ...
-    2017-12-29 SZ300124    0.007306 -0.005074
-               SZ300136   -0.013492  0.056352
-               SZ300144   -0.000966  0.011853
-               SZ300251    0.004383  0.021739
-               SZ300315   -0.030557  0.012455
+    2017-12-29 SZ300124    0.015071 -0.005074
+               SZ300136   -0.015466  0.056352
+               SZ300144    0.013082  0.011853
+               SZ300251   -0.001026  0.021739
+               SZ300315   -0.007559  0.012455
 
 Reference
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