fixed a problem with multi index caused by the default value of groupkey #1917
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May 9, 2025
| @@ -78,13 +78,15 @@ | |||
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| @@ -29,7 +29,7 @@ def _create_ts_slices(index, seq_len): | |||
| assert index.is_lexsorted(), "index should be sorted" | |||
| @@ -19,9 +19,9 @@ def generate_order(stock: str, start_idx: int, end_idx: int) -> bool: | |||
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| df["date"] = df["datetime"].dt.date.astype("datetime64") | |||
| df = df.set_index(["instrument", "datetime", "date"]) | |||
| df = df.groupby("date").take(range(start_idx, end_idx)).droplevel(level=0) | |||
| @@ -26,7 +26,7 @@ readme = {file = "README.md", content-type = "text/markdown"} | |||
| dependencies = [ | |||
| "pyyaml", | |||
| "numpy", | |||
| "pandas", | |||
| "pandas>=2.0.0", | |||
There was a problem hiding this comment.
The first version that we have group_keys.
| @@ -38,7 +38,7 @@ def _group_return(pred_label: pd.DataFrame = None, reverse: bool = False, N: int | |||
| t_df = pd.DataFrame( | |||
| { | |||
| "Group%d" | |||
| % (i + 1): pred_label_drop.groupby(level="datetime")["label"].apply( | |||
| % (i + 1): pred_label_drop.groupby(level="datetime", group_keys=False)["label"].apply( | |||
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Description
Motivation and Context
How Has This Been Tested?
pytest qlib/tests/test_all_pipeline.pyunder upper directory ofqlib.Screenshots of Test Results (if appropriate):
Types of changes