diff --git a/qlib/data/ops.py b/qlib/data/ops.py
index d9a2ffbb3e..671948d98c 100644
--- a/qlib/data/ops.py
+++ b/qlib/data/ops.py
@@ -1337,7 +1337,7 @@ def _load_internal(self, instrument, start_index, end_index, *args):
         def weighted_mean(x):
             w = np.arange(len(x)) + 1
             w = w / w.sum()
-            return np.nanmean(w * x)
+            return np.nansum(w * x)
 
         if self.N == 0:
             series = series.expanding(min_periods=1).apply(weighted_mean, raw=True)